awesome-go-quant
Go Awesome Quant
A curated list of insanely awesome libraries for golang, packages and resources for Quants (Quantitative Finance)
Respect awesome-quant project Thanks gopherize
Only for Golang
Golang
Numerical Libraries & Data Structures
- gonum - Gonum is a set of numeric libraries for the Go programming language. It contains libraries for matrices, statistics, optimization, and more.
- dataframe-go - DataFrame for statistics and data manipulation/exploration
- gota - Gota: DataFrames and data wrangling in Go (Golang)
- GoDataframe - just like pandas in python, I want to give a quick impl in go lang for my backtest strategy system
- GoDS (Go Data Structures) - GoDS (Go Data Structures) - Sets, Lists, Stacks, Maps, Trees, Queues, and much more
Statistics
- gonum/stats - Package stat is a statistics package for the Go language.
- stats - Go package for abstracting stats collection
- stats - A well tested and comprehensive Golang statistics library package with no dependencies.
- gostats - Go client for Stats
Limitation
- rate - A timed rate limiter for Go
Orderbook
- go-hft-orderbook - Golang implementation of a Limit Order Book (LOB) for high frequency trading in crypto exchanges
Indicators
- go-talib - A pure Go port of TA-Lib
- talib-cdl-go - A pure Go port of ta-lib only in candle recognition module (CDL).
Machine Learning
- sklearn - bits of sklearn ported to Go #golang
- gorgonia - Gorgonia is a library that helps facilitate machine learning in Go.
Trading & Backtesting
- goex - Exchange Rest And WebSocket API For Golang Wrapper support okcoin,okex,huobi,hbdm,bitmex,coinex,poloniex,bitfinex,bitstamp,binance,kraken,bithumb,zb,hitbtc,fcoin, coinbene
- goex_backtest - goex orderbook backtest
- crex - A Golang cryptocurrency trading API & Library. Support Binance, BitMEX, Deribit, Bybit, Huobi DM, OKEX Futures and more.
- gobacktest - event-driven backtesting framework written in golang
- gocryptotrader - A cryptocurrency trading bot and framework supporting multiple exchanges written in Golang.
Market data
- finance-go - Financial markets data library implemented in go
- go-quote - Yahoo finance/Google finance/Coinbase/Bittrex/Binance/Tiingo historical quote downloader library and cli written in golang
Risk Analysis
Factor Analysis
Time Series
Data Sources
Excel Integration
Charts/Plot
- plot - A repository for plotting and visualizing data
- go-chart - go chart is a basic charting library in native golang.
- go-echarts - The adorable charts library for Golang
Algorithm
- algorithm-pattern - 算法模板，最科学的刷题方式，最快速的刷题路径，你值得拥有~
- 数据结构和算法 - 📚 数据结构和算法（Golang实现）
Learn
- go-training - Learning Golang one day
Tool
- gophernotes - The Go kernel for Jupyter notebooks and nteract.
Scraper
- colly - Elegant Scraper and Crawler Framework for Golang
- goquery - A little like that j-thing, only in Go.
- req - Simple Go HTTP client with Black Magic
- chromedp - A faster, simpler way to drive browsers supporting the Chrome DevTools Protocol.
- rod - A Chrome DevTools Protocol driver for web automation and scraping.
Sentiment Intensity Analyzer
- centiment - 🤖 Crypto-currency sentiment analysis via Google Natural Language & Twitter.
- tsignal - Analyzing social media sentiment and its impact on stock market
- Twitter sentiment - Classifier of Twitter sentiment
- sentiment - Simple Sentiment Analysis in Golang
- goml - On-line Machine Learning in Go (and so much more)
- sentiment-server - Simple, Modular Microservice For Language Sentiment
- sentiment - A simple in memory sentiment analysis package.
- homo - An open source natural interaction system based on offline wake-up, natural language understanding and sentiment analysis
- govader - vader sentiment analysis in go
- sentiment - 情感分析, 这个公司要倒闭
- tfeel - Twitter sentiment analysis
- GoQuantGoQuant is a powerful Go framework designed for financial data analysis and visualizations, with no boundaries!
Container
- stl4go - Generic Container and Algorithm Library for Go