7 tools
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
gretl developers (Allin Cottrell, Riccardo Lucchetti) · Econometrics & causal inference
Free, GPL-licensed cross-platform econometrics program with a GUI, the hansl scripting language and estimators for time series, panels and limited dependent variables
Prometheus Authors / Cloud Native Computing Foundation · Monitoring & observability
Pull-based metrics monitoring system and time-series database with the PromQL query language, service discovery and the Alertmanager component
StataCorp LLC · Mathematical & statistical computing
Commercial statistical software from StataCorp widely used in economics and social science, with editions BE/SE/MP, a command language, Mata and comprehensive PDF manuals
Tiger Data (formerly Timescale) · Relational databases
PostgreSQL extension for time-series data adding hypertables, compression and continuous aggregates, from the company now named Tiger Data
Oleg Polakow · Financial analysis & investing
Python library for vectorized backtesting and portfolio analysis built on pandas, NumPy and Numba, with a commercial PRO edition
Stefan Jansen (ML4Trading) · Financial analysis & investing
Community-maintained fork of Quantopian's Zipline, an event-driven Python backtester with data bundles and the Pipeline API
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