Awesome Quant

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

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.

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.

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

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

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

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

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

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.

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 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.

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

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.