Directory

Open columnar file format for analytical data with compression, encodings and statistics, readable by nearly every data engine and library

Kevin Sheppard's Python package for univariate ARCH/GARCH volatility models, bootstraps, multiple-comparison procedures, unit-root and cointegration tests

LaTeX bibliography package that reimplements BibTeX formatting in LaTeX macros, with the Biber backend, Unicode sorting and multiple bibliographies

Bloomberg's subscription workstation for market data, news, analytics, messaging and execution, with Excel integration and the BLPAPI library for C++, Java, .NET and Python

Open-source columnar OLAP database server for fast aggregations over billions of rows, with MergeTree storage, SQL and a managed ClickHouse Cloud

Python causal-inference library organized around model, identify, estimate and refute steps, with graphical causal models for attribution, counterfactuals and root-cause analysis

In-process analytical SQL database that queries Parquet, CSV and Arrow data directly from Python, R, Node or the CLI

Python library for heterogeneous treatment-effect estimation with machine learning: double ML, doubly robust learners, causal forests, meta-learners, IV and policy learning

MIT-licensed Python library for SEC EDGAR: company and filing objects, XBRL financial statements, Form 3/4/5, 13F and proxy parsing into pandas, with the SEC identity requirement built in

Commercial Windows econometrics package for time-series estimation, forecasting and macro modelling, sold as single-user, volume, University and free Student Lite editions

R package for fast estimation of OLS, GLM, Poisson, IV and difference-in-differences models with many fixed effects, clustered errors, multiple estimations and publication tables

Free, GPL-licensed cross-platform econometrics program with a GUI, the hansl scripting language and estimators for time series, panels and limited dependent variables

Hosting platform for open models, datasets and Spaces demo apps built on git repositories and Xet storage, with Inference Providers, Endpoints, Jobs and an open-source Python client and CLI

Programmatic trading and market-data access to Interactive Brokers accounts through the TWS API, the REST-based Web API and FIX

Open-source, BibTeX/biblatex-native reference manager for LaTeX users with online fetchers, groups, file linking and editor integration

Python library for NumPy-style array computing with composable transformations (jit, grad, vmap, shard_map) compiled through XLA to CPU, GPU and TPU

Dynamically typed, JIT-compiled language for numerical and scientific computing that aims to combine high-level syntax with compiled-code speed

Open-source functional programming language and interactive theorem prover with dependent types, the Mathlib mathematics library and VS Code tooling, stewarded by the Lean FRO

Python package by Kevin Sheppard adding panel data, instrumental-variable, system (SUR/3SLS) and asset-pricing estimators missing from statsmodels

MathWorks' commercial numeric computing environment and language for engineers and scientists, with toolboxes, Simulink integration, apps and MATLAB Online

The foundational Python plotting library for static, publication-quality figures with full control over every element, exported to PDF, SVG, PNG and PGF

Free reference manager from Elsevier with a desktop and web app, PDF annotation, a Web Importer, groups and bundled cloud storage

Foundational Python library for n-dimensional arrays, vectorized math, linear algebra, random numbers and the array API used by the scientific stack

The standard Python DataFrame library for labeled tabular data, time series and I/O to CSV, Excel, SQL, Parquet and more