No description.
Appears on
Quick read
Latest capture 2026-07-21 03:05
0 paths
Agent instructions and tool configuration found in this repository.
No config files detected.
3 observed captures since 2026-06-19. Charts use measured snapshots only.
Stars from first capture +1
All tracked data
Observed snapshots
Observed snapshots
Nearest indexed repositories by embedding similarity.
Rust library for quantitative finance.
Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integrated with various data vendors and brokers, supports Crypto, Stocks and Futures.
Qlib is an AI-oriented Quant investment platform that aims to use AI tech to empower Quant Research, from exploring ideas to implementing productions. Qlib supports diverse ML modeling paradigms, including supervised learning, market dynamics modeling, and RL, and is now equipped with https://github.com/microsoft/RD-Agent to automate R&D process.
DX Analytics | Financial and Derivatives Analytics with Python
Time series and portfolio analytics for quantitative finance.
Quantitative Finance tools
