A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
Global
> Kronos is the first open-source foundation model for financial candlesticks (K-lines), > trained on data from over 45 global exchanges.
Qlib is an AI-oriented Quant investment platform that aims to use AI tech to empower Quant Research, from exploring ideas to implementing productions.
TimesFM (Time Series Foundation Model) is a pretrained time-series foundation model developed by Google Research for time-series forecasting.
Prometheus, a Cloud Native Computing Foundation project, is a systems and service monitoring system. It collects metrics from configured targets at given intervals, evaluates rule expressions, displays the results, and can trigger alerts when specified conditions are observed.
For developers, who are building real-time data-driven applications, Redis is the preferred, fastest, and most feature-rich cache, data structure server, and document and vector query engine.
SurrealDB is a multi-model database built in Rust designed to unify multiple data models into a single engine.
Build, test, and deploy ML-driven trading strategies — from data sourcing to live execution.
Netdata is an open-source, real-time infrastructure monitoring platform. Monitor, detect, and act across your entire infrastructure.
Open source observability platform for logs, metrics, traces, RUM (web, android, ios), Session replay, pipelines, SLO and LLM observability.
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TimescaleDB is a PostgreSQL extension for high-performance real-time analytics on time-series and event data
Log, query, visualize, and stream to training on shared columnar storage built for multimodal data.
VictoriaMetrics is a fast, cost-effective, and scalable solution for monitoring and managing time series data. It delivers high performance and reliability, making it an ideal choice for businesses of all sizes.
A Python library for anomaly detection across tabular, time series, graph, text, image, and audio data. 60+ detectors, benchmark-backed ADEngine orchestration, and an agentic workflow for AI agents.
Open-source, self-hosted alerting for metrics, logs, and databases. Includes a built-in AI agent and MCP server.
Autumn-Recruit Algo Notes(秋招算法学习仓库),面向大模型时代的算法、工程与AI学习共建仓库。从数学基础、数据结构,到机器学习、深度学习、LLM、Agent、AI-Infra、语音与数据科学,通过「理解→推导→手写 → 运行 → 验证 → 复盘构建可持续迭代的知识体系。
High-performance, scalable time-series database designed for Industrial IoT (IIoT) scenarios
QuestDB is a high performance, open-source, time-series database
A Library for Advanced Deep Time Series Models for General Time Series Analysis.
uv is a fast Python package installer and resolver. To get started:
We recommend running these notebooks on Colab, which provides a hosted runtime with all the dependencies you will need. You can also, run these notebooks locally, either by setting up your own Jupyter environment, or using Colab's instructions for running locally.
statsmodels is a Python package that provides a complement to scipy for statistical computations including descriptive statistics and estimation and inference for statistical models.
uPlot is a fast, memory-efficient Canvas 2D-based chart for plotting time series, lines, areas, ohlc & bars. From a cold start it can create an interactive chart containing 166,650 data points in 25ms, scaling linearly at 100,000 pts/ms afterwards.
Open source time series database for real-time events, analytics, and monitoring--powered by Apache Arrow, DataFusion, and Parquet.
Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.
Telegraf is an agent for collecting, processing, aggregating, and writing metrics, logs, and other arbitrary data.
Thanos is a set of components that can be composed into a highly available metric system with unlimited storage capacity, which can be added seamlessly on top of existing Prometheus deployments.
Druid is a high performance real-time analytics database. Druid's main value add is to reduce time to insight and action.
ai), led by Yury Kashnitsky (yorko), now Staff GenAI specialist at Google Cloud. D. degree in applied math and a Kaggle Competitions Master tier, Yury aimed at designing an ML course with a perfect balance between theory and practice.