Awesome Quant

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

EDINET XBRL parsing library and MCP server for Japanese financial data

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

A Python package for PME (Public Market Equivalent) calculation

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.

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

Terminal ETF research & portfolio analytics via SEC EDGAR and IBKR

Automatic discovery of non-trivial statistical truths from 500+ public time series — mutual information, Granger causality, FDR correction

Yet another backtesting engine

BTC order book microstructure analysis: OBI, CVD, and spread statistics from 38 days of Binance data

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

No description.

Local-first backtesting engine with built-in overfitting detection. Asset-class agnostic. MCP-native.

Detects structural waste in cloud billing exports (AWS/GCP/Azure) using rolling-median + MAD, robust to the masking effect that breaks mean+stddev anomaly detection. Python library, CLI, FastAPI service, and GitHub Action.

Python package for Swiss financial data

Cent-accurate mortgage amortization schedules for Python — validated against CFPB, Fannie Mae, textbooks, and real-world published examples.

Binance USDT-M futures scanner — 57 indicators × 12 timeframes + futures-microstructure/regime/MTF overlays, whale-divergence filter, one consensus verdict per symbol. Desktop (Python + React "Depth Terminal") & Android (Compose). Public data only, no keys.

Realistic limit-order fill simulator for options credit/debit spreads. Engine-agnostic, data-source-agnostic.

Tracker for U.S. public-company equity stakes in Anthropic and OpenAI. Built from primary SEC filings, court records, and press releases. Each row confidence-tagged (V/P/S).

Distributional crypto-return forecasting via Wasserstein-geodesic extrapolation in quantile-function space. WGeo family wins 12/12 (asset × horizon) cells over 6.75y walk-forward CRPS vs GARCH and classical baselines. v0.4.

Official Python SDK for source-timestamped OilPriceAPI energy data with typed recovery and executable capability metadata

Simple Python SDK for the CoinPulse crypto portfolio API. No OAuth, no complex setup.

Async Python connector for Binance SPOT FIX testing, latency research, and feed/session comparison

Python client for the FilingFirehose SEC EDGAR API — body-text-parsed 8-Ks, activist 13Ds, ATM offerings.