Directory

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

NCSAFreeOpen sourceLocalNov 2, 2026

gretl

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

GPL-3.0-onlyFreeOpen sourceLocalNov 2, 2026

Prometheus

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

Apache-2.0Open sourceFreeSelf-hostedBroken

Stata

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

ProprietaryPaidAcademicLocalNov 2, 2026

TimescaleDB

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

Apache-2.0 AND LicenseRef-Timescale-LicenseOpen sourceFreeSelf-hostedNov 2, 2026

vectorbt

Oleg Polakow · Financial analysis & investing

Python library for vectorized backtesting and portfolio analysis built on pandas, NumPy and Numba, with a commercial PRO edition

Apache-2.0 WITH Commons-ClauseFreePaidLocalNov 2, 2026

Zipline Reloaded

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

Apache-2.0Open sourceFreeLocalBroken

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