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Self-hosted Python strategy research and Alpaca paper trading with broker reconciliation, evidence gates, and live execution disabled.

A python library for computing technical analysis indicators on streaming data.

Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation details left out from the papers.

Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.

Use Python like a spreadsheet!

Kelly Criterion calculation

Time series implementation for the Julia language focused on efficiency and flexibility

Zigma is an algorithmic trading framework built with the Zig programming language, leveraging an actor-based concurrency model. It aims to provide an efficient, low-latency system for algorithmic trading through components handling market data, strategy execution, order management, risk, and data persistence.

A zero-alloc, compile-time hardened FIX engine built for sub-100ns execution.

Data Analysis Studies on Value Investing

High performance, low-latency backtesting engine for testing quantitative trading strategies on historical and live data in Rust

Quantitative factor research skills for AI coding assistants

Python API for accessing Lake high frequency tick trades & order book data

Self-tuning multi-agent AI trading system. 8-source signal fusion, Bull/Bear/Judge debate on Claude Opus 4.7, Kelly + ATR position sizing. Python · Kalshi + Polymarket adapters.

An open-source toolkit for quantitative analysis of crypto & stock markets, featuring an advanced market screener, portfolio backtester, and companion tools for the Gunbot trading bot.

A Python SDK for FinancialData.Net API - Real-time & Historical Stock Market Data

QuantLib with AAD

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.

PriceHub: Unified Python Package for Collecting OHLC Prices from Binance, Bybit, OKX, Coinbase, Kraken APIs into a DataFrame

Open-source investment analytics platform bridging academic research and retail finance. Features include portfolio risk decomposition [Fama-French Five Factor Model], retirement sustainability modeling [Block Bootstrap Monte Carlo], max drawdown/CVaR dashboards, and risk-return optimisation [Markowitz, Ledoit-Wolf] via an intuitive user interface.

Python algorithmic trading bot framework for Kubernetes: backtesting, hyperparameter optimization, 150+ technical analysis indicators (RSI, MACD, Bollinger Bands, ADX), portfolio management, PostgreSQL integration, Helm deployment, CronJob scheduling. Minimal overhead, production-ready, Yahoo Finance data.

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.

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

📚 MesoSim's Strategy Library

Fast Risks with QuantLib in Python

Zipline Extensions for QuantRocket

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.

Terminal ETF research & portfolio analytics via SEC EDGAR and IBKR

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

High-fidelity synthetic financial data generator using Heston Stochastic Volatility and Jump Diffusion.