Menooker/KunQuant

Alpha Library: A high-performance rolling window calculation library implemented in Rust with Python bindings. Used for financial data analysis and factor research.

High-performance TensorFlow library for quantitative finance.

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

Python toolkit for quantitative finance

FinHack®，一个易于拓展的量化金融框架，它在当前版本中集成了数据采集、因子计算、因子挖掘、因子分析、机器学习、策略编写、量化回测、实盘接入等全流程的量化投研工作。

Mlfin.py is an advance Machine Learning toolbox for financial applications in Python.

A Self-Evolving Agent with Skills and Experience Memory for Financial Alpha Discovery

QuantaAlpha transforms how you discover quantitative alpha factors by combining LLM intelligence with evolutionary strategies. Just describe your research direction, and watch as factors are automatically mined, evolved, and validated through self-evolving trajectories.

Powered by NVIDIA cuOpt: a GPU-accelerated portfolio optimization toolkit for building, backtesting, and scaling Mean-CVaR and Mean-Variance investment workflows with CUDA-X Data Science.