Awesome Quant

low code backtesting library utilizing pandas and technical analysis indicators

Download live and historical data for Indian stock market

A Python package for aggregating and normalizing historical data from popular and free financial APIs.

Library for fitting the LPPLS model to data.

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

Python interface to IEX and IEX cloud APIs

Fast and scalable construction of risk parity portfolios

A backtester and spreadsheet library for stocks and ETFs

Open Source Algorithmic Trading Engine

The fastest way from backtest to live trading.

Self-hosted Python strategy research and Alpaca paper trading with broker reconciliation, evidence gates, and live execution disabled.

A python library for computing technical analysis indicators on streaming data.

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.

Python interface to SDMX

Code repository for Pricing and Trading Interest Rate Derivatives

Common financial risk and performance metrics. Used by zipline and pyfolio.

[NOT ACTIVELY MAINTAINED] Tulipy - Financial Technical Analysis Indicator Library (Python bindings for Tulip Charts)

AI-powered SDK featuring algorithmic trading, backtesting, deployment on 100+ exchanges, and multiple optimization engines.

A rust library for financial data analysis

a cashflow engine wrapper for structured finance professionals

Open-source framework for agentic quantitative finance research.

Risk tools for commodities trading and finance

PriceHub: Unified Python Package for Collecting OHLC Prices from Binance, Bybit, OKX, Coinbase, Kraken APIs into a DataFrame

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.

Automated trading system for NOPE strategy over IBKR TWS

Supporting data package for the Portfolio Optimization Book

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.

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.

MCP server for Chart Library — visual chart pattern search engine. Find similar historical stock charts and see what happened next.

Python client for Federal Reserve Bank of St. Louis API - FRED, ALFRED, GeoFRED and FRASER

Skill-as-API: P2P agent collaboration over XMTP. Call remote skills without exposing code. E2E encrypted, revocable trust, async delegation. Zero deps.

This library provides convenient way to use Coinpaprika.com API in Python.

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

EDINET XBRL parsing library and MCP server for Japanese financial data

No description.

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.

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

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

Terminal ETF research & portfolio analytics via SEC EDGAR and IBKR

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

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

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

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.

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

Python SDK for the FlashAlpha options analytics API — live options screener, gamma exposure (GEX), DEX/VEX/CHEX, options flow, 0DTE, VRP, volatility surfaces, greeks

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.

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