Awesome Quant

Design of Portfolio of Stocks to Track an Index

Jupyter notebooks que acompanham o livro "Modelos de Volatilidade para Derivativos"

A zero-alloc, compile-time hardened FIX engine built for sub-100ns execution.

Open-source framework for agentic quantitative finance research.

An open and opinionated trading platform using productive & familiar open source libraries and tools for strategy research, execution and operation.

R & bitcoin integration

No description.

Business Days Calculations and Utilities

Python Interface to econdb.com API

TDAmeritrade for C# and DotNetCore

Python interface to Bloomberg COM APIs

A Julia wrapper for TA-Lib

Quantitative factor research skills for AI coding assistants

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

🐋 Real-time whale trade tracker for Polymarket — get terminal alerts + Telegram notifications when smart money moves

Julia wrapper for Lightweight Charts™ by TradingView

Scala Quantitative Finance Library

An open-source toolkit for quantitative analysis of crypto & stock markets, featuring an advanced market screener, portfolio backtester, and companion tools for the Gunbot trading bot.

General Purpose Stock Extractors from Online Resources

Implemention of 101 formulaic alphas using qstrader

Javascript SDK for trading on cryptocurrency exchanges like FTX, OKX, Bybit, and more. Supports API data feeds and WebSocket. Built by the Compendium Team.

Computer program to automatically trade binary options martingale style

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.

This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are organized by class, facilitating navigation and reference.

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

Repository for CRAN package GetHFData

QuantLib with AAD

Risk tools for commodities trading and finance

Time series and portfolio analytics for quantitative finance.

A Julia package for quantitative finance

Time series library for Julia

Obtain pre market and after hours stock prices for a given symbol

Covariance Matrix Estimation via Factor Models

Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658). This repository mirrors https://gitlab.com/NMOF/NMOF .

Excel Addin for Haskell

PriceHub: Unified Python Package for Collecting OHLC Prices from Binance, Bybit, OKX, Coinbase, Kraken APIs into a DataFrame

QUANTAXIS事务性后台和前端网站

R package for option pricing

The Tidymodels Extension for GARCH models

R code for quantitative analysis in finance

Open-source investment analytics platform bridging academic research and retail finance. Features include portfolio risk decomposition [Fama-French Five Factor Model], retirement sustainability modeling [Block Bootstrap Monte Carlo], max drawdown/CVaR dashboards, and risk-return optimisation [Markowitz, Ledoit-Wolf] via an intuitive user interface.

Data source for stock data

No description.

Automated trading system for NOPE strategy over IBKR TWS

Python wrapper for Yahoo! Finance API.

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.

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.

This repository contains the source code and content for the website algotradinglib.com, focused on algorithmic trading and financial market analysis.

Univariate GARCH models in R