8 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
S&P Global (EViews) · Econometrics & causal inference
Commercial Windows econometrics package for time-series estimation, forecasting and macro modelling, sold as single-user, volume, University and free Student Lite editions
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
pandas development team (NumFOCUS) · DataFrames & array computing
The standard Python DataFrame library for labeled tabular data, time series and I/O to CSV, Excel, SQL, Parquet and more
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
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
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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