Awesome Quant

Python client library to give traders, quants, and analysts access to forex macroeconomic data via the FXMacroData API.

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

Financial information API for Python.

Terminal ETF research & portfolio analytics via SEC EDGAR and IBKR

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

Visualize OnlineTechnicalIndicators.jl using LightweightCharts.jl.

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)

credule

Yet another backtesting engine

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

BTC order book microstructure analysis: OBI, CVD, and spread statistics from 38 days of Binance data

63 deterministic quant computation tools for autonomous financial agents. Options, derivatives, risk, portfolio, statistics, crypto/DeFi, macro/FX, TVM. 1,000 free calls/day — no signup.

options trading studies functions for use with options.data package and shiny

Financial Market Intelligence MCP Server — stock quotes, technical analysis, crypto data, and portfolio insights for AI agents

A Julia library that defines TimeFrame (essentially for resampling TimeSeries)

Python SDK for the FlashAlpha options analytics API — live options screener, gamma exposure (GEX), DEX/VEX/CHEX, options flow, 0DTE, VRP, volatility surfaces, greeks

No description.

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.

No description.

Demo code for direct Black-Scholes implied-volatility calculation from normalized call prices via the inverse-Gaussian quantile representation.

MCP server for TDNET timely disclosures (適時開示) — earnings, dividends, M&A, buybacks from Tokyo Stock Exchange

No description.

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.

MCP server for PreReason, the Context API for financial agents. 17 pre-reasoned market briefings with trend signals, regime classification, confidence scores, and cross-asset correlations.

REST API for real-time prediction market arbitrage detection. Scans 12,000+ Polymarket markets. Free tier available. Built with FastAPI + Python.

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

No description.

Solo Crypto Quant Starter Kit

Run predictions inside the database

high-performance Julia package for real-time resampling of financial market data

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.

Tracker for U.S. public-company equity stakes in Anthropic and OpenAI. Built from primary SEC filings, court records, and press releases. Each row confidence-tagged (V/P/S).

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.

Free AI Stock Reports Delivered Daily — Wall Street-grade analysis for US, China & HK stocks. 100% free.

Yahoo! YQL library.

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

Easy to use Bloomberg Desktop API wrapper in Python

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

Python client for the FilingFirehose SEC EDGAR API — body-text-parsed 8-Ks, activist 13Ds, ATM offerings.

No description.

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