Awesome Quant

Open Data Platform for analysts, quants and AI agents.

Extremely fast Query Engine for DataFrames, written in Rust

Production-grade Rust-native trading engine with deterministic event-driven architecture

QUANTAXIS 支持任务调度 分布式部署的 股票/期货/期权 数据/回测/模拟/交易/可视化/多账户 纯本地量化解决方案

The backtesting engine that gives you an unfair advantage. Run thousands of trading ideas before others finish one.

Free open source crypto trading bot to automate AI, Grid, DCA and TradingView strategies on Binance, Hyperliquid and 15+ exchanges, with a simple interface.

Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books(Level-2 and Level-3), with real-world crypto trading examples for Binance and Bybit

xlwings is a Python library that makes it easy to call Python from Excel and vice versa. It works with Excel on Windows and macOS as well as with Google Sheets and Excel on the web.

Open-source Rust framework for building event-driven live-trading & backtesting systems

Rust library for quantitative finance.

TA-Lib (Core C Library)

Framework for quantitative trading. Complete framework for development, backtesting, and deploying automated trading algorithms and trading bots.

Time-series machine learning at scale. Built with Polars for embarrassingly parallel feature extraction and forecasts on panel data.

Agent-driven alpha factory — LLM autonomously designs, backtests, and submits factors to WorldQuant BRAIN

Financial maths library for risk-neutral pricing and risk

A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full curveset construction with market standard optimisers and automatic differentiation (AD) and risk sensitivity calculations including delta and cross-gamma.

Open Source Algorithmic Trading Engine

Open-source runtime for math. Write MATLAB syntax, run on CPU + GPU across platforms (Mac/Win/Linux/Web).

Aggregate trade data into user-defined candles using information driven rules

Leveraged Futures Exchange for Simulated Trading

High performance, low-latency backtesting engine for testing quantitative trading strategies on historical and live data in Rust

Modular, chainable sliding windows with various signal processing functions such as normalization, RSI, ROC and other technical indicators.

A rust library for financial data analysis

Excel Addin for Haskell

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.

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

Trading terminal for macOS. Scans 3 370 symbols across 12 timeframes to surface what's moving together. Tauri + Python + React. Open source, runs on your machine.