Awesome Quant

Bilig WorkPaper: headless spreadsheet formula engine and MCP server for Node agents: complete spreadsheet work autonomously

Cryptocurrency exchange API client for Julia

No description.

Distributed QuantLib

Supporting data package for the Portfolio Optimization Book

No description.

Currency conversion library for Julia

Package for time value of money calculation, time series analysis and computational finance

R package with helper functions for developers and researchers familiar with Tidy Finance

📚 MesoSim's Strategy Library

AI crypto trading bot with deep neural network (84.9% accuracy, 25 coins). BiLSTM + Attention trained on GPU. Bybit, Binance, OKX, Gate.io. Free cloud or self-hosted.

No description.

AI-powered trading research platform. Test any idea on stocks, futures, and crypto with event studies, backtesting, and statistical validation. MCP server with 8 tools. pip install varrd.

Makes 'SimFin' data (https://simfin.com/) easily accessible in R.

AI-Powered Quantitative Trading Engine — Evolve strategies with genetic algorithms

Python client for Federal Reserve Bank of St. Louis API - FRED, ALFRED, GeoFRED and FRASER

Fast Risks with QuantLib in Python

A dockerized Jupyter quant research environment.

Blazing fast Julia backtester.

High-Performance Automatic Differentiation for Python

Example strategies for the QTradeX platfrom

Get current exchange rate.

Multivariate GARCH Models

This library provides convenient way to use Coinpaprika.com API in Python.

R interface to 'twelvedata' API

Market-making strategy that placed #2 in Paradigm's Prediction Market Challenge. 110 iterations, 8 hours.

Zipline Extensions for QuantRocket

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

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.

Simple command line tool to get stock ticker data

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.

Quantitative risk and performance analysis package for financial time series powered by the Julia language.

Fast, Transparent Backtesting

A Julia quantitative portfolio analytics (risk / performance) via online algorithms

RL stock selection for China A-share — bundled polars-native factor library (105 Alpha101 + 191 GTJA Alpha191 = 296 factors), board-aware price limits, GPU train + ONNX CPU infer, MIT-licensed.

Computation of Sparse Eigenvectors of a Matrix

A python implementation of the fast-reversion Heston model of Mechkov [2015, https://goo.gl/2awbrV], for FX purposes.

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

No description.

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.

Manipulates Stock / ETF 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

Reference and issue mirror for @spfunctions/cli, the SimpleFunctions sf command-line interface.

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

Rapidly queries Yahoo Finance for multiple tickers and returns typed data for analysis

Financial information API for Python.