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 11

Data sources

FinRL-Meta 5 1.8k ★

Metaverse of market simulators for DRL - stocks, crypto, FX, paper and live connectors.

CCXT 5 41.8k ★

Unified REST/WebSocket exchange APIs in JS/Python/PHP - baseline for many crypto connectivity prototypes.

StockSharp 4 9.7k ★

C#-centric stack for stocks, FX, crypto, and options with strategy tooling.

TuShare 3 14.7k ★

China A-share and macro data access - useful when your universe includes mainland listings.

yfinance 3 22.9k ★

Quick Yahoo Finance historical series - great for sketches, not a vendor SLA.

Binance public APIs 3 3.0k ★

Reference implementations and API docs for one of the deepest crypto liquidity pools.

Alpaca (Marketstore) 3 1.7k ★

Columnar market datastore plus brokerage APIs for equities/crypto paper and live workflows.

WRDS 2 155 ★

Academic data access patterns for Wharton Research Data Services subscribers.

Features & technical indicators

TA-Lib 5 11.9k ★

Industry-standard technical indicator primitives for feature pipelines.

Clairvoyant 3 2.4k ★

Social/historical cue monitoring for short-horizon equity experiments.

FinanceDatabase 3 7.4k ★

Symbol metadata across equities, ETFs, funds, FX, crypto, and money markets.

Artificial Intelligence 12

Machine learning

Machine Learning for Trading (book repo) 5 17k ★

Companion code to Stefan Jansen’s book - end-to-end ML workflows for trading research.

Qlib 4 40.6k ★

Microsoft’s AI-first quant stack: data, models, and experimentation in one toolkit.

Stock-Prediction-Models 4 9.3k ★

Large zoo of classical and deep forecasting baselines for benchmarking.

TF Quant Finance 3 5.3k ★

Google’s TensorFlow primitives for derivatives pricing and simulations.

Adv_Fin_ML_Exercises 3 1.9k ★

Worked solutions tied to Marcos López de Prado’s Advances in Financial Machine Learning.

AlphaPy 3 1.7k ★

Feature engineering + modeling utilities aimed at discretionary and quant researchers.

fin-ml 3 1.2k ★

Case-study code for “Machine Learning and Data Science Blueprints for Finance.”

Reinforcement learning

FinRL 5 14.7k ★

Full DRL pipeline for finance - data, environments, training, and deployment stories.

ElegantRL 5 4.3k ★

Scalable PyTorch RL algorithms with cloud-friendly elasticity patterns.

TensorTrade 4 6.1k ★

Modular RL framework for training and evaluating trading agents.

FinRL-Trading (ICAIF ensemble) 4 1.3k ★

Ensemble DRL strategies with a published live-trading experiment path.

gym-anytrading 3 2.4k ★

Minimal Gym environments for price-series RL tutorials.

Finance 9

Stock recommendation

Machine Learning for Stock Recommendation (IEEE) 2 34 ★

Reference implementation for a classical supervised recommendation baseline.

Trading

HFT-LOB-Trading-ML 3 2.3k ★

Full order-book tick ML baselines - useful when studying microstructure-heavy datasets.

Portfolio management

PyPortfolioOpt 4 3.2k ★

Mean-variance, Black - Litterman, HRP, and related optimizers in Python.

OLPS 2 358 ★

Online portfolio selection algorithms for sequential decision benchmarks.

High performance computing

NumPy 5 31.8k ★

Foundational ndarray stack for virtually every Python quant library.

Trading platforms

QuantConnect Lean 4 18.4k ★

Open-source algorithmic engine with research, backtest, and live brokerage adapters.

Rendering & visualization

TradingGym 3 1.9k ★

RL training/backtesting with richer rendering hooks for agent diagnostics.

mplfinance 3 4.3k ★

Candlestick and market charts on top of Matplotlib.

Flowsurface 4 1.5k ★

Open-source native desktop orderflow platform in Rust (Iced): DOM heatmap, footprint, time & sales, and depth ladder. Binance, Bybit, Hyperliquid, OKX, MEXC.

Extended stack (MarketMaker.cc & blog) 12

Databases, APIs, messaging, and research libraries we use in articles and on the landing - editorial picks with informal scores for orientation only.

Time-series databases & OLAP

QuestDB / ClickHouse / DuckDB 4 -

Columnar engines for ticks, bars, and analytics - called out in our Tech Stack section.

APIs, RPC & streaming

PostgreSQL + Hasura (GraphQL) 4 -

Typed data APIs over Postgres - matches our GraphQL/Hasura pairing on the landing.

gRPC 4 -

Binary RPC between microservices; discussed alongside WebSocket/OpenAPI in our architecture posts.

Redis 4 73.8k ★

Caches, pub/sub, and hot state in execution pipelines (data-communication article).

Kafka 4 32.4k ★

Durable event streaming for market-data fan-out and async services.

Low-latency messaging

Aeron 5 -

Microsecond-class messaging - deep dive on our blog; pairs with SBE/FIX ecosystems.

Backtesting, features & research

vectorbt / backtesting.py 5 7.2k ★

Vectorized research loops; VectorBT covered in a dedicated article.

Numba 4 11k ★

JIT acceleration for NumPy-style loops - core to fast vectorized backtests.

hmmlearn 4 3.4k ★

HMM baselines for regime detection - used in our adaptive-trading article.

scikit-learn 4 65.8k ★

Classical ML baselines, CV, and pipelines for tabular alpha research.

Stable-Baselines3 4 13.1k ★

Reference RL algorithms (PPO, SAC, …) for research prototypes.

FinGPT / FinNLP (ecosystem) 4 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.