Quantitative finance resources

Programming libraries

Miscelaneous

quantopian/zipline: backtesting
quantopian/pyfolio: portfolio and risk analytics

Financial calculations

quantopian/empyrical (formerly qrisk)
pmorissette/ffn
QuantLib (modelling, risk management, calendar computations, etc.)
pyti
Finance-Python
TA-Lib

Financial time series modelling

Oxford MFE Toolbox (Matlab only), some of the functionalities have been ported to Python: bashtage/arch. Both by Kevin Sheppard.
PyFlux: general time-series modelling

Machine Learning

bulbea

Collections

CRAN Task View: Empirical Finance: R libraries for quantitative finance
- PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios
- PerformanceAnalytics: Econometric tools for performance and risk analysis

Reference

Indicators