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Awesome List
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
GitHub stars and default-branch commits for wilsonfreitas/awesome-quant.
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Quantitative Finance tools
low code backtesting library utilizing pandas and technical analysis indicators
A Python package for aggregating and normalizing historical data from popular and free financial APIs.
talipp - incremental technical analysis library for python
Library for fitting the LPPLS model to data.
Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models
Indicator TS delivers a rich set of technical analysis indicators, customizable strategies, and a powerful backtesting framework. No dependencies, just pure simplicity. ✨ See how! 👀
QLNet C# Library
Python interface to IEX and IEX cloud APIs
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.
Technical analysis and other functions to construct technical trading rules with R
Fast and scalable construction of risk parity portfolios
Python client for interacting with the Tiingo Financial Data API (stock ticker and news data)
A backtester and spreadsheet library for stocks and ETFs
Forex algorithmic trading framework using OANDA REST API.
Financial market technical analysis & indicators in Julia
Pipeline Extension for Live Trading
Quantitative systematic trading strategy development and backtesting in Julia
Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.
High performance order matching engine
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
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
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
Julia Incremental Technical Analysis Indicators (inspired by talipp)
🤖 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.
R package with helper functions for developers and researchers familiar with Tidy Finance
Classes for analysing and implementing equity portfolios in R.
MCP server for Chart Library — visual chart pattern search engine. Find similar historical stock charts and see what happened next.
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.
Real-time market data streaming primitives — 100K+ ticks/second ingestion pipeline
Contingency Random Number Generator — numbers with controllable fat tails, volatility clustering, and scale convergence
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 package for Swiss financial data
Cent-accurate mortgage amortization schedules for Python — validated against CFPB, Fannie Mae, textbooks, and real-world published examples.