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Financial Market Building Blocks

Financial market primitives — price types, order book, OHLCV, indicators, position ledger, risk monitor

No description.

The first end-to-end C++20 implementation of special-relativistic geometry applied to financial OHLCV data. Computes Lorentz factors, spacetime intervals, Christoffel symbols, and geodesic deviation signals from live market data.

Manipulates Stock / ETF Data

Systematic options trading intelligence for small accounts. Create desks in your portfolio, allocate capital and risk appetite at Desk Level. Every trade generated by system is specific for the desk keeping in mind capital allocation, risk limits, position sizing

Reference and issue mirror for @spfunctions/cli, the SimpleFunctions sf command-line interface.

Official DexPaprika Python SDK: Pythonic access to cross-chain DEX data, prices, and pools with type hints and caching.

Rapidly queries Yahoo Finance for multiple tickers and returns typed data for analysis

Financial information API for Python.

Real-time market data streaming primitives — 100K+ ticks/second ingestion pipeline

MCP server for real-time news with bias scoring, live stock/ETF/crypto data, AI options pricing, balanced news synthesis, and meme search. 10 tools, 5000+ sources, free tier.

Python client library to give traders, quants, and analysts access to forex macroeconomic data via the FXMacroData API.

credule

Visualize OnlineTechnicalIndicators.jl using LightweightCharts.jl.

High-fidelity synthetic financial data generator using Heston Stochastic Volatility and Jump Diffusion.

Terminal ETF research & portfolio analytics via SEC EDGAR and IBKR

Contingency Random Number Generator — numbers with controllable fat tails, volatility clustering, and scale convergence

Yet another backtesting engine

Automatic discovery of non-trivial statistical truths from 500+ public time series — mutual information, Granger causality, FDR correction

63 deterministic quant computation tools for autonomous financial agents. Options, derivatives, risk, portfolio, statistics, crypto/DeFi, macro/FX, TVM. 1,000 free calls/day — no signup.

options trading studies functions for use with options.data package and shiny

e-Stat API client and MCP server for Japanese government statistics (政府統計の総合窓口)

No description.

BTC order book microstructure analysis: OBI, CVD, and spread statistics from 38 days of Binance data

A Julia library that defines TimeFrame (essentially for resampling TimeSeries)

No description.

Financial Market Intelligence MCP Server — stock quotes, technical analysis, crypto data, and portfolio insights for AI agents

Demo code for direct Black-Scholes implied-volatility calculation from normalized call prices via the inverse-Gaussian quantile representation.

MCP server for TDNET timely disclosures (適時開示) — earnings, dividends, M&A, buybacks from Tokyo Stock Exchange