Recommended libraries
Grouped after the Awesome AI4Finance taxonomy, expanded with our Tech Stack and blog. Scores mirror that list’s “Recommendation” column (community curation, not performance advice).
Awesome AI4Finance — Structure, categories, and 1–5 scores follow the community-maintained list below; we added an extra section for infrastructure and research tools we reference on MarketMaker.cc.
Score 1–5 = strength of signal in the Awesome list (weekly review process described there). GitHub star counts are indicative—check each repo for live numbers.
Financial Big Data
Data sources
| Project | Stars | Score | Description |
|---|---|---|---|
| FinRL-Meta | 1.8k | ★★★★★ | Metaverse of market simulators for DRL—stocks, crypto, FX, paper and live connectors. |
| CCXT | 41.8k | ★★★★★ | Unified REST/WebSocket exchange APIs in JS/Python/PHP—baseline for many crypto connectivity prototypes. |
| StockSharp | 9.7k | ★★★★ | C#-centric stack for stocks, FX, crypto, and options with strategy tooling. |
| TuShare | 14.7k | ★★★ | China A-share and macro data access—useful when your universe includes mainland listings. |
| yfinance | 22.9k | ★★★ | Quick Yahoo Finance historical series—great for sketches, not a vendor SLA. |
| Binance public APIs | 3.0k | ★★★ | Reference implementations and API docs for one of the deepest crypto liquidity pools. |
| Alpaca (Marketstore) | 1.7k | ★★★ | Columnar market datastore plus brokerage APIs for equities/crypto paper and live workflows. |
| WRDS | 155 | ★★ | Academic data access patterns for Wharton Research Data Services subscribers. |
Features & technical indicators
| Project | Stars | Score | Description |
|---|---|---|---|
| TA-Lib | 11.9k | ★★★★★ | Industry-standard technical indicator primitives for feature pipelines. |
| Clairvoyant | 2.4k | ★★★ | Social/historical cue monitoring for short-horizon equity experiments. |
| FinanceDatabase | 7.4k | ★★★ | Symbol metadata across equities, ETFs, funds, FX, crypto, and money markets. |
Artificial Intelligence
Machine learning
| Project | Stars | Score | Description |
|---|---|---|---|
| Machine Learning for Trading (book repo) | 17k | ★★★★★ | Companion code to Stefan Jansen’s book—end-to-end ML workflows for trading research. |
| Qlib | 40.6k | ★★★★ | Microsoft’s AI-first quant stack: data, models, and experimentation in one toolkit. |
| Stock-Prediction-Models | 9.3k | ★★★★ | Large zoo of classical and deep forecasting baselines for benchmarking. |
| TF Quant Finance | 5.3k | ★★★ | Google’s TensorFlow primitives for derivatives pricing and simulations. |
| Adv_Fin_ML_Exercises | 1.9k | ★★★ | Worked solutions tied to Marcos López de Prado’s Advances in Financial Machine Learning. |
| AlphaPy | 1.7k | ★★★ | Feature engineering + modeling utilities aimed at discretionary and quant researchers. |
| fin-ml | 1.2k | ★★★ | Case-study code for “Machine Learning and Data Science Blueprints for Finance.” |
Reinforcement learning
| Project | Stars | Score | Description |
|---|---|---|---|
| FinRL | 14.7k | ★★★★★ | Full DRL pipeline for finance—data, environments, training, and deployment stories. |
| ElegantRL | 4.3k | ★★★★★ | Scalable PyTorch RL algorithms with cloud-friendly elasticity patterns. |
| TensorTrade | 6.1k | ★★★★ | Modular RL framework for training and evaluating trading agents. |
| FinRL-Trading (ICAIF ensemble) | 1.3k | ★★★★ | Ensemble DRL strategies with a published live-trading experiment path. |
| gym-anytrading | 2.4k | ★★★ | Minimal Gym environments for price-series RL tutorials. |
Finance
Stock recommendation
| Project | Stars | Score | Description |
|---|---|---|---|
| Machine Learning for Stock Recommendation (IEEE) | 34 | ★★ | Reference implementation for a classical supervised recommendation baseline. |
Trading
| Project | Stars | Score | Description |
|---|---|---|---|
| HFT-LOB-Trading-ML | 2.3k | ★★★ | Full order-book tick ML baselines—useful when studying microstructure-heavy datasets. |
Portfolio management
| Project | Stars | Score | Description |
|---|---|---|---|
| PyPortfolioOpt | 3.2k | ★★★★ | Mean-variance, Black–Litterman, HRP, and related optimizers in Python. |
| OLPS | 358 | ★★ | Online portfolio selection algorithms for sequential decision benchmarks. |
High performance computing
| Project | Stars | Score | Description |
|---|---|---|---|
| NumPy | 31.8k | ★★★★★ | Foundational ndarray stack for virtually every Python quant library. |
Trading platforms
| Project | Stars | Score | Description |
|---|---|---|---|
| QuantConnect Lean | 18.4k | ★★★★ | Open-source algorithmic engine with research, backtest, and live brokerage adapters. |
Rendering & visualization
| Project | Stars | Score | Description |
|---|---|---|---|
| TradingGym | 1.9k | ★★★ | RL training/backtesting with richer rendering hooks for agent diagnostics. |
| mplfinance | 4.3k | ★★★ | Candlestick and market charts on top of Matplotlib. |
Databases, APIs, messaging, and research libraries we use in articles and on the landing—editorial picks with informal scores for orientation only.
Extended stack (MarketMaker.cc & blog)
Time-series databases & OLAP
| Project | Stars | Score | Description |
|---|---|---|---|
| QuestDB / ClickHouse / DuckDB | — | ★★★★ | Columnar engines for ticks, bars, and analytics—called out in our Tech Stack section. |
APIs, RPC & streaming
| Project | Stars | Score | Description |
|---|---|---|---|
| PostgreSQL + Hasura (GraphQL) | — | ★★★★ | Typed data APIs over Postgres—matches our GraphQL/Hasura pairing on the landing. |
| gRPC | — | ★★★★ | Binary RPC between microservices; discussed alongside WebSocket/OpenAPI in our architecture posts. |
| Redis | 73.8k | ★★★★ | Caches, pub/sub, and hot state in execution pipelines (data-communication article). |
| Kafka | 32.4k | ★★★★ | Durable event streaming for market-data fan-out and async services. |
Low-latency messaging
| Project | Stars | Score | Description |
|---|---|---|---|
| Aeron | — | ★★★★★ | Microsecond-class messaging—deep dive on our blog; pairs with SBE/FIX ecosystems. |
Backtesting, features & research
| Project | Stars | Score | Description |
|---|---|---|---|
| vectorbt / backtesting.py | 7.2k | ★★★★★ | Vectorized research loops; VectorBT covered in a dedicated article. |
| Numba | 11k | ★★★★ | JIT acceleration for NumPy-style loops—core to fast vectorized backtests. |
| hmmlearn | 3.4k | ★★★★ | HMM baselines for regime detection—used in our adaptive-trading article. |
| scikit-learn | 65.8k | ★★★★ | Classical ML baselines, CV, and pipelines for tabular alpha research. |
| Stable-Baselines3 | 13.1k | ★★★★ | Reference RL algorithms (PPO, SAC, …) for research prototypes. |
| FinGPT / FinNLP (ecosystem) | 19.1k | ★★★★ | Open financial LLM/NLP lines for sentiment and document prototypes. |
Educational overview. Third-party names and scores do not imply endorsement; verify licenses, latency, and compliance before production use.