Awesome Quant

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

Cryptocurrency exchange API client for Julia

No description.

Distributed QuantLib

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Supporting data package for the Portfolio Optimization Book

Currency conversion library for Julia

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

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

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

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.

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.

No description.

📚 MesoSim's Strategy Library

Fast Risks with QuantLib in Python

A dockerized Jupyter quant research environment.

MCP server for Chart Library — visual chart pattern search engine. Find similar historical stock charts and see what happened next.

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

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

Blazing fast Julia backtester.

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

High-Performance Automatic Differentiation for Python

R interface to 'twelvedata' API

Example strategies for the QTradeX platfrom

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

Get current exchange rate.

Multivariate GARCH Models

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

Zipline Extensions for QuantRocket

Classes for analysing and implementing equity portfolios in R.

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

Simple command line tool to get stock ticker data

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

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.

Fast, Transparent Backtesting

EDINET XBRL parsing library and MCP server for Japanese financial data

No description.

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

Financial market primitives — price types, order book, OHLCV, indicators, position ledger, risk monitor

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

Computation of Sparse Eigenvectors of a Matrix

Financial Market Building Blocks

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.

MCP server for real-time news with bias scoring, live stock/ETF/crypto data, AI options pricing, balanced news synthesis, and meme search. 10 tools, 5000+ sources, free tier.

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.

Manipulates Stock / ETF Data

Real-time market data streaming primitives — 100K+ ticks/second ingestion pipeline