Directory

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

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

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

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

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

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

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

Universal document converter that translates between Markdown, LaTeX, HTML, DOCX, EPUB, Typst, Jupyter and dozens of other formats, with citeproc and Lua filters

Rust-based DataFrame library with Python, Rust, Node and R bindings offering lazy query optimization, multithreading and Arrow-native memory

Open-source computational notebook ecosystem: the .ipynb format, kernels for Python, R and Julia, JupyterLab and Notebook interfaces and JupyterHub

General-purpose, dynamically typed programming language with a large standard library and the dominant ecosystem for data science and machine learning

Open-source deep-learning framework with eager tensors, autograd, torch.compile and distributed training, governed by the PyTorch Foundation and the base of most LLM tooling

Algorithmic trading platform built on the open-source LEAN engine, with cloud backtesting, research notebooks and brokerage-connected live trading

Open-source C++ library for quantitative finance covering instruments, term structures, pricing engines and calendars, with Python and other bindings

Language and environment for statistical computing and graphics, with the CRAN package archive and a strong base in academic statistics and econometrics

R package that turns Markdown documents with embedded R (and Python or SQL) chunks into HTML, PDF, Word, slides, books and dashboards through knitr and Pandoc

BSD-licensed Python machine-learning library for classification, regression, clustering, dimensionality reduction, preprocessing and model selection on NumPy and SciPy

Core open-source Python library for scientific computing on NumPy arrays: optimization, integration, interpolation, linear algebra, sparse matrices, statistics, signal processing