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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

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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.

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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.

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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.

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