Directory

Distributed event streaming platform with durable, partitioned, replayable logs, Kafka Connect connectors and Kafka Streams processing

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

Free economic database from the St. Louis Fed aggregating hundreds of thousands of US and international time series, with graphs, vintages (ALFRED), an Excel add-in and a keyed JSON/XML API

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

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

Pull-based metrics monitoring system and time-series database with the PromQL query language, service discovery and the Alertmanager component

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

PostgreSQL extension for time-series data adding hypertables, compression and continuous aggregates, from the company now named Tiger Data

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

Community-maintained fork of Quantopian's Zipline, an event-driven Python backtester with data bundles and the Pipeline API