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AI crypto trading bot with deep neural network (84.9% accuracy, 25 coins). BiLSTM + Attention trained on GPU. Bybit, Binance, OKX, Gate.io. Free cloud or self-hosted.
No description.
AI-powered trading research platform. Test any idea on stocks, futures, and crypto with event studies, backtesting, and statistical validation. MCP server with 8 tools. pip install varrd.
Makes 'SimFin' data (https://simfin.com/) easily accessible in R.
AI-Powered Quantitative Trading Engine — Evolve strategies with genetic algorithms
Python client for Federal Reserve Bank of St. Louis API - FRED, ALFRED, GeoFRED and FRASER
Fast Risks with QuantLib in Python
A dockerized Jupyter quant research environment.
Blazing fast Julia backtester.
High-Performance Automatic Differentiation for Python
Example strategies for the QTradeX platfrom
Get current exchange rate.
Multivariate GARCH Models
This library provides convenient way to use Coinpaprika.com API in Python.
R interface to 'twelvedata' API
Market-making strategy that placed #2 in Paradigm's Prediction Market Challenge. 110 iterations, 8 hours.
Zipline Extensions for QuantRocket
Skill-as-API: P2P agent collaboration over XMTP. Call remote skills without exposing code. E2E encrypted, revocable trust, async delegation. Zero deps.
Classes for analysing and implementing equity portfolios in R.
MCP server for Chart Library — visual chart pattern search engine. Find similar historical stock charts and see what happened next.
Simple command line tool to get stock ticker data
YQL-finance is a simple and fast Python API https://developer.yahoo.com/yql/console/. The API returns closing prices of stocks for the current period of time and current stock ticker (e.g. APPL, GOOGL). Stock prices: NASDAQ, SP&500, DAX, etc.
Quantitative risk and performance analysis package for financial time series powered by the Julia language.
Fast, Transparent Backtesting
A Julia quantitative portfolio analytics (risk / performance) via online algorithms
RL stock selection for China A-share — bundled polars-native factor library (105 Alpha101 + 191 GTJA Alpha191 = 296 factors), board-aware price limits, GPU train + ONNX CPU infer, MIT-licensed.
Computation of Sparse Eigenvectors of a Matrix
A python implementation of the fast-reversion Heston model of Mechkov [2015, https://goo.gl/2awbrV], for FX purposes.
A Python package for PME (Public Market Equivalent) calculation
EDINET XBRL parsing library and MCP server for Japanese financial data