Apache Parquet
Apache Software Foundation · Data catalogs & formats
Open columnar file format for analytical data with compression, encodings and statistics, readable by nearly every data engine and library
Apache-2.0Open sourceFreeLocalNov 2, 2026
Directory
7 tools
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In-depth entry
arch (Python package)
Kevin Sheppard · High-frequency financial analysis
Kevin Sheppard's Python package for univariate ARCH/GARCH volatility models, bootstraps, multiple-comparison procedures, unit-root and cointegration tests
NCSAFreeOpen sourceLocalNov 2, 2026
ClickHouse
ClickHouse, Inc. · Analytical engines & OLAP
Open-source columnar OLAP database server for fast aggregations over billions of rows, with MergeTree storage, SQL and a managed ClickHouse Cloud
Apache-2.0Open sourceFreeLocalSelf-hostedNov 2, 2026
DuckDB
DuckDB Foundation / DuckDB Labs · Analytical engines & OLAP
In-process analytical SQL database that queries Parquet, CSV and Arrow data directly from Python, R, Node or the CLI
MITOpen sourceFreeLocalSelf-hostedNov 2, 2026
linearmodels
Kevin Sheppard · Econometrics & causal inference
Python package by Kevin Sheppard adding panel data, instrumental-variable, system (SUR/3SLS) and asset-pricing estimators missing from statsmodels
NCSAFreeOpen sourceLocalNov 2, 2026
Polars
Polars (Ritchie Vink and contributors) · DataFrames & array computing
Rust-based DataFrame library with Python, Rust, Node and R bindings offering lazy query optimization, multithreading and Arrow-native memory
MITOpen sourceFreeLocalNov 2, 2026
statsmodels
statsmodels developers (NumFOCUS) · Econometrics & causal inference
Python library for estimating statistical and econometric models with R-style formulas, rich result summaries and tests: OLS, GLM, discrete choice, ARIMA, state space, VAR and more
BSD-3-ClauseFreeOpen sourceLocalNov 2, 2026
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