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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

Learn

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.

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