Awesome Quant

YQL-finance is a simple and fast Python API https://developer.yahoo.com/yql/console/. The API returns closing prices of stocks for the current period of time and current stock ticker (e.g. APPL, GOOGL). Stock prices: NASDAQ, SP&500, DAX, etc.

EDINET XBRL parsing library and MCP server for Japanese financial data

A Python package for PME (Public Market Equivalent) calculation

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

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

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

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.

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

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

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

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.

A high-performance execution engine utilizing LLVM-based JIT compilation to optimize mission-critical data processing. Engineered to handle high-throughput financial transactions and real-time infrastructure analysis.

Official MCP server for Horus Flow Intelligence: Institutional-grade market microstructure and orderflow physics for AI trading agents.

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

Sextant is a local Python Financial Backtest app with a Streamlit interface. The core is a strict bar-by-bar event loop (MarketEvent → SignalEvent → OrderEvent → FillEvent) — fully deterministic, with a complete JSON audit trail of every event.

No description.

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

VEROQ Python SDK — verified intelligence for AI agents. The truth protocol for agentic AI.