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High performance order matching engine
Investing library and command-line interface inspired by the Bogleheads philosophy
Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.
Use Python like a spreadsheet!
From Idea to Execution - Manage your trading operation across a distributed cluster
Python interface to Brazilian Central Bank web services
Public websocket API to get datas from financial markets
Time series implementation for the Julia language focused on efficiency and flexibility
Flexible financial charts based on HTML5 canvas
A bunch of downloaders and parsers for data delivered from B3
Writing financial contracts in Julia
Let Claude manage your tastytrade portfolio.
Fixed income tools for R
Open-source framework for agentic quantitative finance research.
tessa – simple, hassle-free access to price information of financial assets
Risk tools for commodities trading and finance
🤖 Self-hosted AI trading signals - 5 swappable strategy presets (Classic, HMM, regime-aware, VWAP+EMA+BB, Full-Risk Pipline), multi-preset backtest comparison, paper trading, Telegram bot. BTC, ETH, Gold, Forex. Free forever.
Julia Incremental Technical Analysis Indicators (inspired by talipp)
A Python SDK for FinancialData.Net API - Real-time & Historical Stock Market Data
R package with helper functions for developers and researchers familiar with Tidy Finance
Static ETF database in various formats
MCP server for Chart Library — visual chart pattern search engine. Find similar historical stock charts and see what happened next.
Classes for analysing and implementing equity portfolios in R.
Quantitative risk and performance analysis package for financial time series powered by the Julia language.
Fast, Transparent Backtesting
A Python package for PME (Public Market Equivalent) calculation
EDINET XBRL parsing library and MCP server for Japanese financial data
Financial Market Building Blocks
Financial market primitives — price types, order book, OHLCV, indicators, position ledger, risk monitor
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.