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.

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

Container

• stl4go - Generic Container and Algorithm Library for Go