Awesome Quant

Python wrapper for an unofficial Yahoo Finance API

Collection of algorithms for online portfolio selection

A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies.

Python-based framework for backtesting trading strategies & analyzing financial markets [GUI :neckbeard:]

Python live trade execution library with zipline interface.

Python SDK for IEX Cloud

Calendars for various securities exchanges.

Top training materials in quantitative finance

SABR model Python implementation

Performance analysis of predictive (alpha) stock factors

Portfolio and risk analytics in Python

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

A Python library for evaluating option trading strategies.

No description.

A Python 3 library making time series data mining tasks, utilizing matrix profile algorithms, accessible to everyone.

Python framework for quantitative financial analysis and trading algorithms on decentralised exchanges

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.

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

Entropy Pooling views and stress testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.

Prediction-market trading engine — Wang Transform pricing on 291K+ contracts; paper-traded across Kalshi · Polymarket · Solana DFlow (Jito bundles) · 633 tests

Start developing and backtesting your own automated trading strategies

Pipeline Extension for Live Trading

The fastest way from backtest to live trading.

Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.

portfolio construction and quantitative analysis

Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.

Code repository for Pricing and Trading Interest Rate Derivatives

Python interface to Brazilian Central Bank web services

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

Get meaningful OHLCV datasets

python module for currencies

Business days calculations and utilities

Analysis of financial instruments

Python API for accessing Lake high frequency tick trades & order book data

a cashflow engine wrapper for structured finance professionals

tessa – simple, hassle-free access to price information of financial assets

Self-tuning multi-agent AI trading system. 8-source signal fusion (Polymarket + Kalshi + 10 ML models incl. Kronos foundation model), Bull/Bear/Judge debate on Claude Opus 4.7, Portfolio Manager gate.

Quant trading framework by OctoBot. Write, backtest & automate Python trading strategies like TradingView Pine Script. Work in progress.

Risk tools for commodities trading and finance

Time series and portfolio analytics for quantitative finance.

Python algorithmic trading bot framework for Kubernetes: backtesting, hyperparameter optimization, 150+ technical analysis indicators (RSI, MACD, Bollinger Bands, ADX), portfolio management, PostgreSQL integration, Helm deployment, CronJob scheduling. Minimal overhead, production-ready, Yahoo Finance data.

Distributed QuantLib

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.

High-Performance Automatic Differentiation for Python

Market-making strategy that placed #2 in Paradigm's Prediction Market Challenge. 110 iterations, 8 hours.

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

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.

A Python package for PME (Public Market Equivalent) calculation

EDINET XBRL parsing library and MCP server for Japanese financial data

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.