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Golang library for querying and parsing OFX
Investing library and command-line interface inspired by the Bogleheads philosophy
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!
Python interface to Brazilian Central Bank web services
From Idea to Execution - Manage your trading operation across a distributed cluster
Public websocket API to get datas from financial markets
Time series implementation for the Julia language focused on efficiency and flexibility
A bunch of downloaders and parsers for data delivered from B3
Flexible financial charts based on HTML5 canvas
Writing financial contracts in Julia
Let Claude manage your tastytrade portfolio.
Open-source framework for agentic quantitative finance research.
Fixed income tools for R
tessa – simple, hassle-free access to price information of financial assets
Risk tools for commodities trading and finance
🤖 Self-hosted AI trading signals - 5 swappable strategy presets (Classic, HMM, regime-aware, VWAP+EMA+BB, Full-Risk Pipline), multi-preset backtest comparison, paper trading, Telegram bot. BTC, ETH, Gold, Forex. Free forever.
Julia Incremental Technical Analysis Indicators (inspired by talipp)
A Python SDK for FinancialData.Net API - Real-time & Historical Stock Market Data
R package with helper functions for developers and researchers familiar with Tidy Finance
MCP server for Chart Library — visual chart pattern search engine. Find similar historical stock charts and see what happened next.
Static ETF database in various formats
Classes for analysing and implementing equity portfolios in R.
Quantitative risk and performance analysis package for financial time series powered by the Julia language.
Fast, Transparent Backtesting
EDINET XBRL parsing library and MCP server for Japanese financial data
Financial market primitives — price types, order book, OHLCV, indicators, position ledger, risk monitor
A Python package for PME (Public Market Equivalent) calculation
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.