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Awesome Quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

wilsonfreitas/awesome-quant #algorithmic-trading-engine #algorithmic-trading-library #algotrading #arbitrage-bot #awesome #awesome-list #finance #finance-api #financial-data #financial-instruments #google-finance #quant #quantitative-finance #quantitative-trading #stock-data #technical-analysis #trading-algorithms #trading-bot #trading-strategies #yahoo-finance 11 repo(s) failed to sync.
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Topic: garch
Latest repo push 2026-06-20

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AccursedGalaxy/wasserstein-btc

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.

AI dev
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Python pytest uv
GitHub topics
#backtesting #bitcoin #caviar #crps #cryptocurrency #diebold-mariano
Updated
2026-06-04
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1 list mention
First commit
2026-05-23
License
MIT
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1 open
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30 commits
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