Reverse Dependencies of Quandl

The following projects have a declared dependency on Quandl:

• bitshares-pricefeed — Command line tool to assist with price feed generation
• ConcurrentPandas — Download data using pandas with multi-threading and multi-processing.
• dsbundle — Streamline your data science setup with dsbundle in one effortless install.
• dw-datasource — Stock related data
• elmada — Electricity market data
• expat-fatcat — expat-fatcat helps US taxpayers living abroad with FX coversions for their tax returns.
• findar — Financial Datareader (findar)
• findatapy — Market data library
• FinQuant — A program for financial portfolio management, analysis and optimisation
• finsim — Financial simulation and inference
• jplumibot — Modded version of Lumiwealth library
• lumibot — Backtesting and Trading Library, Made by Lumiwealth
• lumibot-jp-v1 — Modded version of Lumiwealth library
• lumibot-jp-v2 — Modded version of Lumiwealth library
• lumibot-jp-v3 — Modded version of Lumiwealth library
• lumibot-jpmod — Modded version of Lumiwealth library
• materya-mercury — Full suite for automated quantitative trading in Python
• omaha — Unified view of financial metrics of public companies
• pyquanttrade — Library for backtesting algorithmic trading strategies using Quandl data
• qf-lib — Quantitative Finance Library
• qiskit-aqua — Qiskit Aqua: An extensible library of quantum computing algorithms
• qiskit-aws-braket-provider — A provider for qiskit to access quantum devices through AWS Braket
• quantlet.timeseries — QuantLET-timeseries - fast timeseries functions and transformations in QuantLET.
• qwgc — Graph classifier based on quantum walk
• rollercoaster — economic estimation
• seductive — seductive pheromones
• technify — A framework to run technical analysis. Powered by pandas and ta-lib.
• timeseries-modeling — Package to handle time series data, make predictions, and assess them
• Trump — Persistent Objectified Indexed Data
• vortexes — economic estimation