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Awesome Quant

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

30k stars4,055 forks678 entriesLast push Sep 30, 2026 (today)License none

This page lists names, links and short descriptions. The original list on GitHub is the source and belongs to its authors.

Numerical Libraries & Data Structures

numpy

Python - NumPy is the fundamental package for scientific computing with Python. GitHub

In 7 listsDetails

scipy

Python - SciPy (pronounced “Sigh Pie”) is a Python-based ecosystem of open-source software for mathematics, science, and engineering. GitHub

In 7 listsDetails

pandas

Python - pandas is an open source, BSD-licensed library providing high-performance, easy-to-use data structures and data analysis tools for the Python programming language. GitHub

In 5 listsDetails

polars

Python - Polars is a blazingly fast DataFrame library for manipulating structured data. GitHub

quantdsl

Python - Domain specific language for quantitative analytics in finance and trading.

statistics

Python - Builtin Python library for all basic statistical calculations.

sympy

Python - SymPy is a Python library for symbolic mathematics. GitHub

In 2 lists

pymc3

Python - Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Theano. GitHub

In 2 lists

modelx

Python - Python reimagination of spreadsheets as formula-centric objects that are interoperable with pandas. GitHub

ArcticDB

Python - High performance datastore for time series and tick data.

In 3 lists

CRNG

Python - Contingency Random Number Generator that produces random numbers with real financial market statistical signatures (fat tails, volatility clustering, kurtosis). Matches 86% of real market metrics vs 14% for NumPy.

In 2 lists

xts

R - eXtensible Time Series: Provide for uniform handling of R's different time-based data classes by extending zoo, maximizing native format information preservation and allowing for user level customization and extension, while simplifying cross-class interoperability.

data.table

R - Extension of data.frame: Fast aggregation of large data (e.g. 100GB in RAM), fast ordered joins, fast add/modify/delete of columns by group using no copies at all, list columns and a fast file reader (fread). Offers a natural and flexible syntax, for faster development.

In 2 lists

sparseEigen

R - Sparse principal component analysis.

TSdbi

R - Provides a common interface to time series databases.

tseries

R - Time Series Analysis and Computational Finance.

zoo

R - S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered Observations).

tis

R - Functions and S3 classes for time indexes and time indexed series, which are compatible with FAME frequencies.

tfplot

R - Utilities for simple manipulation and quick plotting of time series data.

tframe

R - A kernel of functions for programming time series methods in a way that is relatively independently of the representation of time.

Temporal.jl

Julia - Flexible and efficient time series class & methods.

DataFrames.jl

Julia - In-memory tabular data in Julia.

In 2 lists

TSFrames.jl

Julia - Handle timeseries data on top of the powerful and mature DataFrames.jl.

TimeArrays.jl

Julia - Time series handling for Julia.

jacobian

Python MCP - Exact computation and conjecture testing across polynomial maps, linear algebra, and graph algorithms for agent-driven mathematical research.

In 2 lists

Financial Instruments & Pricing

PyQL

Python - QuantLib's Python port.

In 3 lists

vollib

Python - vollib is a python library for calculating option prices, implied volatility and greeks.

In 2 lists

py_vollib

Python - vollib Python implementation.

vanilla-option-pricers

Python - Fast, vectorised Black-Scholes-Merton and Bachelier pricers and implied volatility fitters, including inverse options for crypto derivatives.

StochVolModels

Python - Pricing analytics and Monte Carlo simulation for stochastic volatility models, including the log-normal SV model and the Heston model.

QuantPy

Python - A framework for quantitative finance In python.

Finance-Python

Python - Python tools for Finance.

ffn

Python - A financial function library for Python.

In 3 lists

pynance

Python - Lightweight Python library for assembling and analyzing financial data.

tia

Python - Toolkit for integration and analysis.

pysabr

Python - SABR model Python implementation.

FinancePy

Python - A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

In 4 listsDetails

gs-quant

Python - Python toolkit for quantitative finance.

In 2 lists

willowtree

Python - Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.

financial-engineering

Python - Applications of Monte Carlo methods to financial engineering projects, in Python.

optlib

Python - A library for financial options pricing written in Python.

tf-quant-finance

Python - High-performance TensorFlow library for quantitative finance.

In 5 listsDetails

Q-Fin

Python - A Python library for mathematical finance.

Quantsbin

Python - Tools for pricing and plotting of vanilla option prices, greeks and various other analysis around them.

finoptions

Python - Complete python implementation of R package fOptions with partial implementation of fExoticOptions for pricing various options.

pypme

Python - PME (Public Market Equivalent) calculation.

AbsBox

Python - A Python based library to model cashflow for structured product like Asset-backed securities (ABS) and Mortgage-backed securities (MBS).

mortgagemath

Python - Cent-accurate mortgage amortization schedules with Decimal arithmetic and published-source validation across six countries.

Intrinsic-Value-Calculator

Python - A Python tool for quick calculations of a stock's fair value using Discounted Cash Flow analysis.

Kelly-Criterion

Python - Kelly Criterion implemented in Python to size portfolios based on J. L. Kelly Jr's formula.

rateslib

Python - A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps.

fypy

Python - 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.

Pyderivatives

Python - Toolkit for option pricing, implied volatility surfaces, risk-neutral densities, and pricing kernel surfaces with support for advanced models including Heston, Kou, and Bates.

quantra

Python - High-performance pricing engine built on QuantLib. It exposes QuantLib's functionality through gRPC and REST APIs, enabling distributed computations with FlatBuffers serialization.

optionlab

Python - A Python library for evaluating option trading strategies.

flashalpha

Python - Python client for the FlashAlpha options analytics API.

QuantOracle

Python - Free quant finance API with 63 deterministic endpoints + 15 free interactive calculators at quantoracle.dev. Options pricing with full Greeks, Monte Carlo, Kelly, VaR, Sharpe, CAGR, crypto liquidation, impermanent loss, plus live crypto volatility/funding data and 24/7 position monitoring…

BDE Score

Python - Multi-factor quantitative stock analysis MCP server for US, HK, and CN A-share markets. Transparent 0-100 scoring from 40+ indicators. Listed on Official MCP Registry.

In 4 listsDetails

implied-expectations

Python - Reverse DCF that solves for the revenue growth, duration, and operating margin a stock price implies, from SEC EDGAR fundamentals.

RQuantLib

R - RQuantLib connects GNU R with QuantLib.

quantmod

R - Quantitative Financial Modelling Framework. GitHub

Rmetrics

R - The premier open source software solution for teaching and training quantitative finance.

fAsianOptions

EBM and Asian Option Valuation.

fAssets

Analysing and Modelling Financial Assets.

fBasics

Markets and Basic Statistics.

fBonds

Bonds and Interest Rate Models.

fExoticOptions

Exotic Option Valuation.

fOptions

Pricing and Evaluating Basic Options.

fPortfolio

Portfolio Selection and Optimization.

sde

R - Simulation and Inference for Stochastic Differential Equations.

YieldCurve

R - Modelling and estimation of the yield curve.

SmithWilsonYieldCurve

R - Constructs a yield curve by the Smith-Wilson method from a table of LIBOR and SWAP rates.

ycinterextra

R - Yield curve or zero-coupon prices interpolation and extrapolation.

AmericanCallOpt

R - This package includes pricing function for selected American call options with underlying assets that generate payouts.

VarSwapPrice

R - Pricing a variance swap on an equity index.

RND

R - Risk Neutral Density Extraction Package.

LSMonteCarlo

R - American options pricing with Least Squares Monte Carlo method.

OptHedging

R - Estimation of value and hedging strategy of call and put options.

tvm

R - Time Value of Money Functions.

OptionPricing

R - Option Pricing with Efficient Simulation Algorithms.

credule

R - Credit Default Swap Functions.

derivmkts

R - Functions and R Code to Accompany Derivatives Markets. GitHub

FinCal

R - Package for time value of money calculation, time series analysis and computational finance.

r-quant

R - R code for quantitative analysis in finance.

options.studies

R - options trading studies functions for use with options.data package and shiny.

fmbasics

R - Financial Market Building Blocks.

R-fixedincome

R - Fixed income tools for R.

QuantLib.jl

Julia - Quantlib implementation in pure Julia.

In 2 lists

Miletus.jl

Julia - A financial contract definition, modeling language, and valuation framework.

Strata

Java - Modern open-source analytics and market risk library designed and written in Java. GitHub

JQuantLib

Java - JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java.

finmath.net

Java - Java library with algorithms and methodologies related to mathematical finance. GitHub

quantcomponents

Java - Free Java components for Quantitative Finance and Algorithmic Trading.

DRIP

Java - Fixed Income, Asset Allocation, Transaction Cost Analysis, XVA Metrics Libraries.

finance.js

JavaScript - A JavaScript library for common financial calculations.

hagan-sabr

TypeScript - SABR stochastic-volatility model (Hagan 2002 lognormal/normal expansions, Obłój correction, smile calibration); zero dependencies, matches QuantLib's sabrVolatility to 1e-9.

svi-vol-surface

TypeScript - Gatheral SVI volatility surface (raw/natural/jump-wings), butterfly and calendar arbitrage checks, slice calibration; zero dependencies.

compounded-sofr

TypeScript - SOFR compounding-in-arrears per ARRC/ISDA conventions (lookback, observation shift, lockout) and the SOFR Index method; reproduces the NY Fed's published averages.

day-count-conventions

TypeScript - ISDA 2006 day-count conventions (30/360 family, ACT/360, ACT/365F, ACT/ACT ISDA and ICMA); zero dependencies.

tips-index-ratio

TypeScript - US TIPS inflation math per 31 CFR 356 Appendix B (reference-CPI interpolation, index ratios); reproduces TreasuryDirect's published values.

32nds

TypeScript - US Treasury price quote math: parse and format 32nds quotes (105-16+), ticks, and basis points; zero dependencies.

quantfin

Haskell - quant finance in pure haskell.

Haxcel

Haskell - Excel Addin for Haskell.

Ffinar

Haskell - A financial maths library in Haskell.

QuantScale

Scala - Scala Quantitative Finance Library.

Scala Quant

Scala - Scala library for working with stock data from IFTTT recipes or Google Finance.

QuantMath

Rust - Financial maths library for risk-neutral pricing and risk.

RustQuant

Rust - Quantitative finance library written in Rust.

In 2 lists

QoX

Python - Finite difference pricing library written in Rust.

Technical Indicators

pandas_talib

Python - A Python Pandas implementation of technical analysis indicators.

In 2 lists

Tulipy

Python - Financial Technical Analysis Indicator Library (Python bindings for tulipindicators).

lppls

Python - A Python module for fitting the Log-Periodic Power Law Singularity (LPPLS) model.

talipp

Python - Incremental technical analysis library for Python.

streaming_indicators

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

QuantWave

Python Rust Polars - Polars-native technical analysis and backtesting with bit-identical batch and streaming parity, plus an agent skill for consistent research-to-live strategy code.

In 3 lists

TA-Lib Python

Python - Python wrapper for TA-Lib (https://ta-lib.org/).

ta

Python - Technical Analysis Library using Pandas (Python).

In 2 lists

bta-lib

Python - Technical Analysis library in pandas for backtesting algotrading and quantitative analysis.

TTR

R - Technical Trading Rules.

TALib.jl

Julia - A Julia wrapper for TA-Lib.

Indicators.jl

Julia - Financial market technical analysis & indicators on top of Temporal.

TechnicalIndicatorCharts.jl

Julia - Visualize OnlineTechnicalIndicators.jl using LightweightCharts.jl.

MarketTechnicals.jl

Julia - Technical analysis of financial time series on top of TimeSeries.

OnlineTechnicalIndicators.jl

Julia - Julia Technical Analysis Indicators via online algorithms.

ta4j

Java - A Java library for technical analysis.

In 3 lists

IndicatorTS

JavaScript - Indicator is a TypeScript module providing various stock technical analysis indicators, strategies, and a backtest framework for trading.

orderflow

JavaScript - Orderflow trade aggregator for building Footprint Candles from exchange websocket data.

IndicatorGo

Golang - IndicatorGo is a Golang module providing various stock technical analysis indicators, strategies, and a backtest framework for trading.

In 2 lists

TradeAggregation

Rust - Aggregate trades into user-defined candles using information driven rules.

SlidingFeatures

Rust - Chainable tree-like sliding windows for signal processing and technical analysis.

fin-primitives

Rust - Financial market primitives in Rust: Price/Quantity/Symbol newtypes, BTreeMap order book, OHLCV aggregation, SMA/EMA/RSI indicators, position ledger with PnL, and composable risk monitor.

Wickra

Rust Python JavaScript C++ C# Golang Java R - Streaming-first technical-analysis library with a Rust core: 514 indicators updating in O(1) per tick, with bit-exact batch-vs-streaming results.

In 6 listsDetails

wickworks

REST MCP - Stateless OHLC analyzer: POST bars and requested indicators, get back RSI/MACD/Bollinger/ADX/ATR/VWAP/Ichimoku plus smart-money-concept primitives (order blocks, FVGs, BOS/CHoCH, swing structure). No database, no AI signals.

Trading & Backtesting

Crypto Pump Scanner

Python - Bybit perpetual-futures trading bot with volume-spike detection, new-listing monitoring, staged take profits, and trailing stops.

SHORTLIST

Python - Local-first macOS workbench for A-share and US stock strategy screening, paper trading, position sizing, and risk alerts with read-only broker integrations.

AgentQuant

Python - Trading-strategy research framework with iterative proposal generation, backtesting, SQLite memory, holdout evaluation, walk-forward experiments, and experimental genetic-algorithm and differential-evolution optimizers.

exitkit

Python - Catalogue of twenty-seven position-exit policies (stop-loss, take-profit, time, volatility, signal-reversal and convergence) behind one interface, with a drop-in adapter for backtesting.py.

lesson-book

Python - Local-first deterministic tuition memory for traders: pattern-matched reminders, no LLM, overridable rule tables.

cl-lp-rotation-scanner

Python - Estimates fees and impermanent loss for concentrated-liquidity pools whose volatile assets can be hedged, then backtests whether rotating capital among pools outperforms remaining in one pool. It does not execute trades or manage liquidity.

orderbook

Go WebAssembly - Embeddable limit order book and matching engine with integer-exact pricing, a single-writer core and write-ahead-log crash recovery, plus a microstructure research harness whose order-flow-imbalance, Kyle's lambda and CVD studies are measured against simulator ground truth.

In 2 lists

ERN-WO Options Backtester

Java Spring Boot - Streaming backtesting engine for short-duration index options with conservative five-minute execution modeling and reproducible Early Retirement Now and WealthyOption strategy replication results.

midas-core

Python - Multi-agent paper-trading framework where LLM agents author orders and a separate broker process enforces fifteen fill-time safety rails; each fill is stamped with the git commit it executed against for reproducibility.

Manifold-BT

Python Rust - High-performance Rust-powered backtesting engine for quantitative research with parameter sweeps, walk-forward and Monte Carlo.

In 2 lists

mkt-alerts

TypeScript - Self-hosted market-alert daemon: price, RSI/MACD/SMA conditions, and full Pine Script v5 custom indicators evaluated off-TradingView, on crypto (Coinbase) and stocks (Yahoo Finance) with no API key, delivered via ntfy push, email, or Telegram.

pyhood

Python - Robinhood API client for unattended automation: after the first approved login, sessions renew from a stored refresh token with no password or device approval prompt. Covers stocks, equity and index options with Greeks, futures, IRA accounts, and the official Crypto Trading API.

honest-signals

Python - Scores detected chart patterns against the pattern-free baseline for the same market, timeframe and horizon, reporting lift with cluster-robust confidence intervals instead of a hit rate against 50%.

In 2 lists

rulelint

Python - Linter for mechanical trading-rule conditions: replays every condition over historical bars to catch look-ahead levels, dead branches that can never fire, and regime-drifted absolute thresholds before you trust a backtest.

quantify

Python - Binance-style trading terminal with multi-strategy backtesting and a real-time, signal-only decision desk for crypto, A-shares, and US stocks.

purgedcv

Python - scikit-learn-compatible purged, group-purged, and combinatorial purged (CPCV) cross-validation, walk-forward splitting, and backtest-overfitting statistics (deflated and probabilistic Sharpe ratios, PBO, minimum backtest length) to prevent leakage and overfitting when backtesting trading…

AlgoVault

TypeScript - MCP server returning composite crypto trade verdicts (direction, confidence, regime) across 5 perpetual-futures venues, with cross-venue funding-rate arbitrage and an on-chain Merkle-verified track record. Free tier.

capitalcom-cli

Python - Unofficial CLI and async SDK for the Capital.com broker API: market data, guarded order execution, and real-time streaming.

DepthSight

Python TypeScript - Self-hosted visual algo-trading platform featuring a drag-and-drop strategy builder, an AI co-pilot, and integrated billing.

In 2 lists

Inalpha

Python TypeScript - Conversational multi-agent quant framework where agents rank currently-effective factors for entry timing (time-series rank IC), write complete strategy code that passes sandboxed audit before backtesting, and evolve strategies under multi-objective fitness; every order…

In 2 lists

income-desk

Python - Systematic options trading intelligence for small accounts with desk-based portfolio management, pre-trade validation, and multi-broker consolidation.

mx-trader-bridge

Python - AI auto-trading bridge for East Money's miaoxiang (妙想) China A-share simulation platform; BYOK multi-LLM (OpenAI/DeepSeek/Moonshot/GLM/Qwen) decision brain → automated order placement via miaoxiang API, with daily cron review and weekly AI reflection.

AI Quant Agents

Python - Multi-agent LLM trading analysis where 12 AI agents (analysts, debaters, risk manager) debate stock picks in real-time, supporting US equities and China A-shares.

TradeSight

Python - Self-hosted AI trading platform with strategy evolution, technical analysis, backtesting, and paper trading via Alpaca.

In 3 lists

Orallexa

Python - AI trading operating system with 9 ML models (RF, XGBoost, EMAformer, MOIRAI-2, Chronos-2, DDPM, PPO RL, GNN, LR) ranked by Sharpe ratio, Claude AI synthesis with dual-tier routing (~$0.003/analysis), real-time Next.js dashboard, Alpaca paper trading, and 277 automated tests.

Vibe-Trading

Python - Natural-language multi-agent finance research agent with 29 swarm presets, 70 skills, and 28 auto-discovered tools; 7 backtest engines covering A-shares/US/Crypto/Futures/Forex/Options plus a cross-market CompositeEngine with shared capital pool; 5-source auto-fallback data layer…

In 4 listsDetails

DeepAlpha

Python - AI crypto trading bot for Bybit with 70.9% walk-forward validated accuracy on out-of-sample data, LightGBM + XGBoost ensemble with 72 ML features. GitHub

the0

Python - Self-hosted execution engine for algorithmic trading bots. Write strategies in Python, TypeScript, Rust, C++, C#, Scala, or Haskell and deploy with one command. Each bot runs in an isolated container with scheduled or streaming execution.

In 4 listsDetails

autonomous-audit

Python - Tamper-evident SHA-256 hash-chain audit log and human-readable report for AI trading-agent decisions; read-only, offline, and dependency-free (Python standard library only). GitHub

Investing algorithm framework

Python - Framework for developing, backtesting, and deploying automated trading algorithms.

In 3 lists

Lumibot

Python - Algorithmic trading framework where the same code runs for backtesting and live trading across stocks, options, crypto, futures, and forex with multiple brokers including Alpaca, Interactive Brokers, Tradier, and Schwab.

In 3 lists

QSTrader

Python - QSTrader backtesting simulation engine.

Blankly

Python - Fully integrated backtesting, paper trading, and live deployment.

zipline

Python - Pythonic algorithmic trading library.

In 6 listsDetails

zipline-reloaded

Python - Zipline, a Pythonic Algorithmic Trading Library.

QuantSoftware Toolkit

Python - Python-based open source software framework designed to support portfolio construction and management.

quantitative

Python - Quantitative finance, and backtesting library.

bt

Python - Flexible Backtesting for Python.

In 3 lists

qis

Python - Performance analytics, portfolio backtesting, risk analysis, and factsheet reporting.

backtrader

Python - Python Backtesting library for trading strategies.

In 5 listsDetails

backtrader (cloudQuant fork)

Python - Actively maintained, high-performance backtesting and live trading framework with AI-assisted strategy tooling (MCP server, skills, agent, web platform). Fork of backtrader.

TrendFollowingSystems

Python - Closed-form expected returns, Sharpe ratios, and skewness of trend-following systems, with complete implementations and multi-decade futures backtests.

backtest-bias

Python - Checks whether backtest price data is survivor-only: dead-name detection, measured bias benchmarks, CI integrity gates.

falsification-ledger

Python - Hash-chained pre-registration and falsification ledger for research claims: write down what evidence would kill your claim before seeing the data; append-only JSONL with a sha256 chain (fl verify detects any edit), Wilson-CI hit-rate vs the random baseline, fail-closed falsification…

basana

Python - A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies.

In 3 lists

algobroker

Python - This is an execution engine for algo trading.

finmarketpy

Python - Python library for backtesting trading strategies and analyzing financial markets.

In 4 listsDetails

binary-martingale

Python - Computer program to automatically trade binary options martingale style.

zvt

Python - the project using sql, pandas to provide an uniform and extendable way to record data, computing factors, select securities, backtesting, realtime trading and it could show all of them in clearly charts in realtime.

In 4 listsDetails

pylivetrader

Python - zipline-compatible live trading library.

In 2 lists

zipline-extensions

Python - Zipline extensions and adapters for QuantRocket.

moonshot

Python - Vectorized backtester and trading engine for QuantRocket based on Pandas.

pyqstrat

Python - A fast, extensible, transparent python library for backtesting quantitative strategies.

NowTrade

Python - Python library for backtesting technical/mechanical strategies in the stock and currency markets.

pinkfish

Python - A backtester and spreadsheet library for security analysis.

PRISM-INSIGHT

Python - AI-powered stock analysis system with 13 specialized agents, automated trading via KIS API, supporting Korean & US markets.

In 2 lists

FinClaw

Python - Community fork of NeuZhou's quantitative finance toolkit with backtesting, paper trading, and command-line tools.

tw-stock-radar

Python - AI-powered Taiwan stock scanner for all 1,900+ TWSE/TPEX listed stocks; chips module (T86 institutional net buy/sell + TDCC 16-tier retail distribution), 13 technical indicators scored 0–100, ATR Chandelier signals with TP1/TP2, dark three.js HUD dashboard. 100% free open data, ~110 unit…

aat

Python - Async Algorithmic Trading Engine.

In 3 lists

Backtesting.py

Python - Backtest trading strategies in Python.

quantstats

Python - Portfolio analytics for quants, written in Python.

In 4 listsDetails

jquantstats

Python - Modern variation of quantstats, with additional features and performance improvements.

Quantdom

Python - Python-based framework for backtesting trading strategies & analyzing financial markets [GUI :neckbeard:.]

freqtrade

Python - Free, open source crypto trading bot.

In 5 listsDetails

algorithmic-trading-with-python

Python - Free pandas and scikit-learn resources for trading simulation, backtesting, and machine learning on financial data.

In 3 lists

Qlib

Python - An AI-oriented Quantitative Investment Platform by Microsoft. Full ML pipeline of data processing, model training, back-testing; and covers the entire chain of quantitative investment: alpha seeking, risk modeling, portfolio optimization, and order execution.

In 5 listsDetails

finlab

Python - Python package for Taiwan stock market data, factor research, and vectorized backtesting with pandas-style strategy definitions.

machine-learning-for-trading

Python - Code and resources for Machine Learning for Algorithmic Trading.

In 3 lists

AlphaPy

Python - Automated Machine Learning [AutoML] with Python, scikit-learn, Keras, XGBoost, LightGBM, and CatBoost.

jesse

Python - An advanced crypto trading bot written in Python.

In 5 listsDetails

rqalpha

Python - A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities.

In 5 listsDetails

FinRL

Python - A Deep Reinforcement Learning Library for Automated Trading in Quantitative Finance. NeurIPS 2020.

In 5 listsDetails

aurumq-rl

Python - Reinforcement learning stock-selection framework for the China A-share market with multi-source factor input (alpha101 + main-force flow + hot-money seats + northbound + institutional + fundamentals), board-aware price limits, and ONNX CPU inference.

bulbea

Python - Deep Learning based Python Library for Stock Market Prediction and Modelling.

ib_nope

Python - Automated trading system for NOPE strategy over IBKR TWS.

OctoBot

Python - Open source cryptocurrency trading bot for high frequency, arbitrage, TA and social trading with an advanced web interface.

In 6 listsDetails

fast-trade

Python - A library built with backtest portability and performance in mind for backtest trading strategies.

In 2 lists

qf-lib

Python - QF-Lib is a Python library that provides high quality tools for quantitative finance.

In 3 lists

tda-api

Python - Gather data and trade equities, options, and ETFs via TDAmeritrade.

vectorbt

Python - Find your trading edge, using a powerful toolkit for backtesting, algorithmic trading, and research.

In 3 lists

Lean

Python C# - Lean Algorithmic Trading Engine by QuantConnect (Python, C#).

In 4 listsDetails

pysystemtrade

Python - pysystemtrade is the open source version of Robert Carver's backtesting and trading engine that implements systems according to the framework outlined in his book "Systematic Trading", which is further developed on his blog.

In 2 lists

pytrendseries

Python - Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.

PyLOB

Python - Fully functioning fast Limit Order Book written in Python.

PyBroker

Python - Algorithmic Trading with Machine Learning.

In 4 listsDetails

OctoBot Script

Python - A quant framework to create cryptocurrencies strategies - from backtesting to optimization to livetrading.

hftbacktest

Python - A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.

In 3 lists

orderflow-metrics

TypeScript Python - Dependency-free market-microstructure metrics: order-flow imbalance (OFI), VPIN, information-driven bars, realized volatility / covariance / beta, market impact, Kyle's lambda, trade-sign classification, and limit-order-book reconstruction. Same API in TypeScript (npm) and…

flashalpha-fill-simulator

Python - Realistic limit-order fill simulator for options credit/debit spreads with post-and-wait limits, stale-quote guards, deterministic same-bar tiebreaks, and a patient-then-cross exit; engine-agnostic and zero runtime dependencies.

In 2 lists

vnpy

Python - VeighNa is a Python-based open source quantitative trading system development framework.

In 4 listsDetails

Intelligent Trading Bot

Python - Automatically generating signals and trading based on machine learning and feature engineering.

In 3 lists

fastquant

Python - fastquant allows you to easily backtest investment strategies with as few as 3 lines of python code.

In 2 lists

nautilus_trader

Python Rust - A high-performance algorithmic trading platform and event-driven backtester.

In 6 listsDetails

NoEdge-Bench

Python - Reproducible negative-result benchmark: no model beats a memoryless synthetic binary-options feed (AUC ≈ 0.50), with permutation-null tests and a look-ahead-leak case study.

YABTE

Python - Yet Another (Python) BackTesting Engine.

Trading Strategy

Python - TradingStrategy.ai is a market data, backtesting, live trading and investor management framework for decentralised finance.

Hikyuu

Python C++ - A base on Python/C++ open source high-performance quant framework for faster analysis and backtesting, contains the complete trading system components for reuse and combination.

In 5 listsDetails

rust_bt

Python - A high performance, low-latency backtesting engine for testing quantitative trading strategies on historical and live data in Rust.

Gunbot Quant

Python - Toolkit for quantitative trading analysis. It integrates an advanced market screener, a multi-strategy, multi-asset backtesting engine. Use with built-in GUI or through CLI.

In 3 lists

StrateQueue

Python - An open‑source, broker‑agnostic Python library that lets you seamlessly deploy strategies from any major backtesting engine to live (or paper) trading with zero code changes and built‑in safety controls.

PythonTradingFramework

Python - 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,…

In 2 lists

QTradeX-AI-Agents

Python - Example strategies for the QTradeX platfrom.

QTradeX-Algo-Trading-SDK

Python - AI-powered SDK featuring algorithmic trading, backtesting, deployment on 100+ exchanges, and multiple optimization engines.

In 4 listsDetails

antback

Python - A lightweight, event-loop-style backtest engine that allows a function-driven imperative style using efficient stateful helper functions and data containers.

VARRD

Python - AI-powered trading edge discovery platform that validates trading ideas with event studies, statistical tests, and real market data. Web app, MCP server, CLI (pip install varrd), and Python SDK.

JIT-Optimization-Engine

Python - High-performance analytical core using LLVM JIT (Numba) to process large-scale telemetry for quant diagnostics.

backtester-mcp

Python - Local-first backtesting engine with built-in overfitting checks (PBO, deflated Sharpe, bootstrap CI, walk-forward) and a native MCP server for AI agents. GitHub

backtest

R - Exploring Portfolio-Based Conjectures About Financial Instruments.

pa

R - Performance Attribution for Equity Portfolios.

QuantTools

R - Enhanced Quantitative Trading Modelling.

blotter

R - Transaction infrastructure for defining instruments, transactions, portfolios and accounts for trading systems and simulation. Provides portfolio support for multi-asset class and multi-currency portfolios. Actively maintained and developed.

quantstrat

R - Transaction-oriented infrastructure for constructing trading systems and simulation. Provides support for multi-asset class and multi-currency portfolios for backtesting and other financial research.

QUANTAXIS

Matlab - Integrated Quantitative Toolbox with Matlab.

In 2 lists

PROJ_Option_Pricing_Matlab

Matlab - Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader.

In 2 lists

Fastback.jl

Julia - Blazing fast Julia backtester.

Lucky.jl

Julia - Modular, asynchronous trading engine in pure Julia.

Planar.jl

Julia - Trading framework built around CCXT with Zarr-backed OHLCV persistence, contiguity-checked data feeds, isolated-margin position management, and a loop-based backtester sharing strategy code across simulation, paper, and live modes.

Strategems.jl

Julia - Quantitative systematic trading strategy development and backtesting.

ccxt

JavaScript Python PHP - A JavaScript / Python / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges.

In 7 listsDetails

binance-fix-connector-python

Python - Async Python connector for Binance Spot FIX sessions with Order Entry, Market Data, and Drop Copy support.

Jiji

Ruby - Open Source Forex algorithmic trading framework using OANDA REST API.

Tai

Elixir/Erlang - Open Source composable, real time, market data and trade execution toolkit.

Workbench

Elixir/Erlang - From Idea to Execution - Manage your trading operation across a globally distributed cluster.

In 2 lists

Prop

Elixir/Erlang - An open and opinionated trading platform using productive & familiar open source libraries and tools for strategy research, execution and operation.

TradeFrame

CPP - C++ 17 based framework/library (with sample applications) for testing options based automated trading ideas using DTN IQ real time data feed and Interactive Brokers (TWS API) for trade execution. Comes with built-in Option Greeks/IV calculation library.

In 3 lists

OrderMatchingEngine

CPP - A production-grade, lock-free, high-frequency trading matching engine achieving 150M+ orders/sec.

PandoraTrader

CPP - A C++ CTP trading framework, with very clear logic.

In 4 listsDetails

NexusFix

CPP - C++23 FIX protocol engine with zero-copy parsing and SIMD acceleration, 3x faster than QuickFIX.

TolmachЁv Netcode SDK

CPP - Enterprise-grade deterministic state synchronization engine for MFT gateways and statistical arbitrage. Eliminates microsecond deltas locking order books via topological mathematics. Throughput >41.5M TPS, physical RTT 24.175 ns, atomic validation (0 CPU load). Website

StockSharp

CSharp - Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).

TDAmeritrade.DotNetCore

CSharp - Free, open-source .NET Client for the TD Ameritrade Trading Platform. Helps developers integrate TD Ameritrade API into custom trading solutions.

Barter

Rust - Open-source Rust framework for building event-driven live-trading & backtesting systems.

In 3 lists

LFEST

Rust - Simulated perpetual futures exchange to trade your strategy against.

Sextant

Python - Local event-driven backtesting engine with no-code strategy builder and FRED vintage, ALFRED, yFinance support.

TradeClaw

Node.js TypeScript - Open-source self-hosted AI trading signal platform. Generates buy/sell signals using RSI, MACD, EMA, Bollinger Bands for forex, crypto and commodities. Deployable via Docker Compose. (Demo)

ShowMe

Python Rust TypeScript - Open-source native macOS market cockpit. 12-timeframe consensus scan across 3370 symbols (crypto + equity + ETF + FX + commodity + bond), 23 technical indicators with per-market calibration, real WebSocket streaming. Tauri shell + Python sidecar (FastAPI) + React UI; 110+…

Dive Into Crypto

Python Kotlin - Binance perpetual-futures scanner with technical-indicator consensus, multi-timeframe analysis, and desktop and Android interfaces.

TraderHarness

Python - Contamination-resistant A-share backtesting environment for LLM trading agents with point-in-time masking, entity/date anonymization, fingerprinted replay, and trajectory (SFT) export.

In 3 lists

VerumTrade

Python - A reasoning & decision-trace visible Multi-agent LLM trading-research framework where bull/bear analysts debate each ticker and every decision cites the evidence it rests on.

mt5-httpapi

Python REST MCP - MetaTrader 5 in a Windows VM (Docker + QEMU/KVM) over REST and MCP: market data, order/position/history management for automated trading and bots, the strategy-tester (backtesting) API, and server-side indicators (RSI/MACD/Bollinger/ADX/VWAP/Ichimoku, order blocks, FVGs).…

ibkr-httpapi

Python REST MCP - Interactive Brokers over REST and MCP (FastAPI + ib_async over a Linux-native IB Gateway): market data (quotes, historical bars) plus order/position/execution management for automated trading across stocks, options, futures, forex, crypto and CFDs.

Algo-Trading-Skills

Python AI Agent-Skills - Library of 501 agentskills.io-format skills giving AI coding agents trading-infrastructure playbooks for order idempotency, look-ahead-bias elimination, kill switches, execution algorithms and point-in-time data, each with a standalone Python reference implementation and…

Portfolio Optimization & Risk Analysis

Multi-Axis Robust Portfolio Optimization

Python - Portfolio optimization framework combining covariance shrinkage, bootstrap aggregation, and parametric scenario modeling, with reproducible notebooks and an accompanying SSRN paper.

AutoHypothesis

Python - An agentic framework that mimics the real quant trading pipeline to find alpha: economic hypothesis, in-sample iteration, and out-of-sample validation.

skfolio

Python - Python library for portfolio optimization built on top of scikit-learn. It provides a unified interface and sklearn compatible tools to build, tune and cross-validate portfolio models.

In 4 listsDetails

PyPortfolioOpt

Python - Financial portfolio optimization in python, including classical efficient frontier and advanced methods.

factorlasso

Python - Sparse multi-asset factor models with cell-level sign constraints, prior-centred shrinkage, and hierarchical clustering group LASSO (HCGL); scikit-learn compatible.

OptimalPortfolios

Python - Optimisation analytics for constructing and backtesting optimal multi-asset portfolios: covariance estimation, rolling optimisation, and performance reporting in one pipeline.

Eiten

Python - Eiten is an open source toolkit by Tradytics that implements various statistical and algorithmic investing strategies such as Eigen Portfolios, Minimum Variance Portfolios, Maximum Sharpe Ratio Portfolios, and Genetic Algorithms based Portfolios.

riskparity.py

Python - Fast and scalable design of risk parity portfolios.

mlfinlab

Python - Implementations regarding "Advances in Financial Machine Learning" by Marcos Lopez de Prado. (Feature Engineering, Financial Data Structures, Meta-Labeling).

In 3 lists

DeepDow

Python - Portfolio optimization with deep learning.

In 4 listsDetails

goal-based-allocation

Python - Dynamic mean-variance portfolio allocation under regime-switching jump-diffusions with wealth floors, solved analytically via Laplace transforms.

QuantLibRisks

Python - Fast risks with QuantLib.

XAD

Python - Automatic Differentation (AAD) Library.

pyfolio

Python - Portfolio and risk analytics in Python.

In 5 listsDetails

etfray

Python - Terminal-based ETF research and portfolio analytics application for holdings, exposure, concentration, margin, and risk workflows.

empyrical

Python - Common financial risk and performance metrics.

In 2 lists

fecon235

Python - Computational tools for financial economics include: Gaussian Mixture model of leptokurtotic risk, adaptive Boltzmann portfolios.

In 2 lists

finance

Python - Financial Risk Calculations. Optimized for ease of use through class construction and operator overload.

qfrm

Python - Quantitative Financial Risk Management: awesome OOP tools for measuring, managing and visualizing risk of financial instruments and portfolios. (Last updated: 2015-12-12).

visualize-wealth

Python - Portfolio construction and quantitative analysis.

VisualPortfolio

Python - This tool is used to visualize the performance of a portfolio.

universal-portfolios

Python - Collection of algorithms for online portfolio selection.

FinQuant

Python - A program for financial portfolio management, analysis and optimization.

EigenLedger

Python - Portfolio backtesting, optimization, and risk and performance analysis.

risktools

Python - Risk tools for use within the crude and crude products trading space with partial implementation of R's PerformanceAnalytics.

Riskfolio-Lib

Python - Portfolio Optimization and Quantitative Strategic Asset Allocation in Python.

In 4 listsDetails

empyrical-reloaded

Python - Common financial risk and performance metrics. empyrical fork.

pyfolio-reloaded

Python - Portfolio and risk analytics in Python. pyfolio fork.

fincore

Python - Quantitative performance and risk analytics with 150+ metrics, portfolio optimization, Monte Carlo simulation, and attribution; actively maintained successor to empyrical/pyfolio.

fortitudo.tech

Python - Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python.

quantitative-finance-tools

Python - Library for portfolio optimization (MVO) and rigorous risk metrics (VaR/CVaR).

Prop Trader Compass

Python - Interactive risk and payout calculator for Futures and CFD traders; features one-time fee firm comparisons.

riskkit

Python - Framework-agnostic risk-management toolkit for systematic trading — position sizing, drawdown control, a composable stop engine, correlation limits, and portfolio exposure caps, with adapters for backtesting.py, freqtrade, and vectorbt.

portfolio

R - Analysing equity portfolios.

sparseIndexTracking

R - Portfolio design to track an index.

riskParityPortfolio

R - Blazingly fast design of risk parity portfolios.

PortfolioAnalytics

R - Portfolio Analysis, Including Numerical Methods for Optimizationof Portfolios.

PerformanceAnalytics

R - Econometric tools for performance and risk analysis.

OnlinePortfolioAnalytics.jl

Julia - A Julia quantitative portfolio analytics (risk / performance) via online algorithms.

RiskPerf.jl

Julia - Quantitative risk and performance analysis package for financial time series powered by the Julia language.

portfolio-allocation

JavaScript - PortfolioAllocation is a JavaScript library designed to help constructing financial portfolios made of several assets: bonds, commodities, cryptocurrencies, currencies, exchange traded funds (ETFs), mutual funds, stocks...

Ghostfolio

JavaScript - Wealth management software to keep track of financial assets like stocks, ETFs or cryptocurrencies and make solid, data-driven investment decisions.

In 3 lists

rebalance

JavaScript - Interactive portfolio rebalancing tool that imports brokerage CSV data, sets target allocations, and generates trade instructions.

Factor Analysis

DUEL

Python SEC EDGAR - Open-source algorithm that scores two US-listed companies against each other on 8 fundamentals computed directly from SEC EDGAR XBRL data (10-K/10-Q); live comparison tool at duelstocks.com.

factor-qc

Python - Fail-closed quality gate for backtests and factor evidence: DSR/PBO/haircut/MinTRL plus a probability-calibration companion gate.

lookahead-free

Python - Verifiable look-ahead freedom for the value-independent fragment of data pipelines, with a heuristic companion scanner for research code.

Alpha Skills

Python - AI skills for quantitative factor research: discover, evaluate, mine, backtest, and monitor factors through any AI coding assistant. Supports A-share, HK, and US markets.

alphalens

Python - Performance analysis of predictive alpha factors.

In 3 lists

alphalens-reloaded

Python - Performance analysis of predictive (alpha) stock factors.

Lacuna

Python Rust - Engine-agnostic quantitative research validation for detecting leakage, overfitting, fragile results, unrealistic costs, and missing point-in-time evidence.

In 2 lists

Spectre

Python - GPU-accelerated Factors analysis library and Backtester.

In 3 lists

ml-quant-trading

Python - PyTorch research stack for multi-factor analysis, bias correction, portfolio optimization, and reproducible backtesting.

In 4 listsDetails

QuantGPT

Python - Agent-driven A-share factor research engine with 8 MCP tools covering hypothesis design, backtesting, scoring, and anti-overfit detection.

quant-lab-alpha

Python - Open-source investment analytics platform bridging academic research and retail finance.

Perception-XAlpha Lite

Python - Backtest-overfitting audit for factor research: CSCV probability of backtest overfitting, deflated Sharpe against the declared trial count, White's Reality Check, point-in-time universe membership and disclosure-date alignment. Ships a worked example in which 24 pure-noise series produce…

pit-release-gate

Python - Screens cross-sectional signals for incomplete-cross-section leakage from staggered data arrival and grades per-signal release timing; ships a known-ground-truth demo reproducing its method papers.

covFactorModel

R - Covariance matrix estimation via factor models.

FactorAnalytics

R - The FactorAnalytics package contains fitting and analysis methods for the three main types of factor models used in conjunction with portfolio construction, optimization and risk management, namely fundamental factor models, time series factor models and statistical factor models.

Expected Returns

R - Solutions for enhancing portfolio diversification and replications of seminal papers with R, most of which are discussed in one of the best investment references of the recent decade, Expected Returns: An Investors Guide to Harvesting Market Rewards by Antti Ilmanen.

Sentiment Analysis & Alternative Data

Asset News Sentiment Analyzer

Python - Sentiment analysis and report generation package for financial assets and securities utilizing GPT models.

Social Stock Sentiment API

Python - REST API analyzing Reddit and X/Twitter for stock mentions and sentiment, providing buzz scores, trending stocks, and AI-generated trend explanations.

In 3 lists

CoWorker Fin-Agent

Python - LLM-powered A-share stock analysis via P2P agent collaboration. Technical analysis (MA60, volume-price patterns, golden eye), deep research reports using proprietary methodology, and market state summaries. Analysis logic stays private via Skill-as-API protocol.

StockKit

TypeScript - Free AI-powered stock research reports for US, China & HK using Claude Opus and multi-model AI with 20+ technical indicators. GitHub

In 2 lists

AlphaAI

Python - Pre-analyzed financial news via REST API and MCP for AI agents: per-ticker impact and sentiment, a category, and a 1-10 relevance score on every story, plus structured SEC Form 4 insider data. Free tier, no card. GitHub

In 2 lists

Time Series Analysis

ARCH

Python - ARCH models in Python.

statsmodels

Python - Python module that allows users to explore data, estimate statistical models, and perform statistical tests. GitHub

In 3 lists

PyFlux

Python - Python library for timeseries modelling and inference (frequentist and Bayesian) on models.

In 3 lists

tsfresh

Python - Automatic extraction of relevant features from time series.

In 7 listsDetails

Facebook Prophet

Python - Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.

In 6 listsDetails

tsmoothie

Python - A python library for time-series smoothing and outlier detection in a vectorized way.

pmdarima

Python - A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.

In 4 listsDetails

gluon-ts

Python - vProbabilistic time series modeling in Python.

In 4 listsDetails

OmniOracle

Python - Automatic discovery of non-trivial statistical relationships across 500+ time series from FRED, World Bank, EIA, and NOAA using mutual information screening, lagged MI directional testing, and FDR correction.

functime

Python - Time-series machine learning at scale. Built with Polars for embarrassingly parallel feature extraction and forecasts on panel data.

In 2 lists

etf-pattern-match-pybind11

Python C++ - High-performance ETF pattern matching via DTW with cosine pre-filtering. 43× DTW and 58× pattern-match speedup over pure Python using pybind11/C++20. Includes Jupyter notebook with full algorithm walkthrough.

In 2 lists

wasserstein-btc

Python - Distributional forecasting of crypto log-returns by tangent-space geodesic extrapolation on the 2-Wasserstein manifold (quantile-function coordinates). Walk-forward CRPS evaluation over 6.75 years across 4 assets × 3 horizons; benchmarked against classical baselines (Static / RW-Drift /…

tseries

R - Time Series Analysis and Computational Finance.

fGarch

R - Rmetrics - Autoregressive Conditional Heteroskedastic Modelling.

timeSeries

R - Rmetrics - Financial Time Series Objects.

rugarch

R - Univariate GARCH Models.

rmgarch

R - Multivariate GARCH Models.

tidypredict

R - Run predictions inside the database. GitHub

tidyquant

R - Bringing financial analysis to the tidyverse.

timetk

R - A toolkit for working with time series in R.

tibbletime

R - Built on top of the tidyverse, tibbletime is an extension that allows for the creation of time aware tibbles through the setting of a time index.

matrixprofile

R - Time series data mining library built on top of the novel Matrix Profile data structure and algorithms.

In 2 lists

garchmodels

R - A parsnip backend for GARCH models.

TimeSeries.jl

Julia - Time series toolkit for Julia.

In 2 lists

TimeFrames.jl

Julia - A Julia library that defines TimeFrame (essentially for resampling TimeSeries).

PineForge

C++ - Deterministic offline PineScript v6 → C++ backtest runtime, validated trade-for-trade against TradingView (245/246 strict, 0 engine bugs). Runs locally via Docker and is drivable by AI agents through a bundled MCP server.

In 2 lists

Market Data & Data Sources

Dividend Data Toolkit

Python Data - Dated SCHD payment and holdings snapshots with source URLs, data dictionaries, and Python tools for split-aware dividend windows and ETF company-exposure checks. Website

Market Brief

Python JavaScript - Source-linked money-market, capital-market, and liquidity briefs with local snapshot comparisons and explicit missing-data states.

In 2 lists

Cambio Uruguay

TypeScript REST MCP - Collectors and public API for Uruguayan retail buy/sell exchange rates and historical series by source and quote type. GitHub

ashare-data-immunity

Python - A-share daily-bar data immunity: cleaning, board-aware price limits (ST date-aware), suspensions, audits, SHA-256 snapshots and evidence-tracked repair.

pit-adjuster

Python - Point-in-time fixed-basis back-adjustment for A-share daily prices: corporate-action factor chains, convention-drift detection, snapshot-equivalence gates and a full-window drift checker.

perp-funding-collector

Python - Collects and stores funding-rate snapshots from five decentralized perpetual-futures exchanges, normalizing rates hourly and flagging markets with less than $2 million in open interest. Intended for historical analysis and cross-venue comparisons; it does not trade.

BTC Orderbook Microstructure Research

Jupyter Notebook - statistical analysis of Binance BTC/USDT orderbook: OBI, CVD, spread.

itch-book

Python - NASDAQ TotalView-ITCH 5.0 day files to Parquet: BBO, trades, order-by-order messages with the resting side already resolved, and MBP depth; downloads and verifies the free emi.nasdaq.com samples.

OpenBB

Python - Open-source financial data platform with extensible provider integrations, a Python interface, a command-line interface, and a local REST API.

In 5 listsDetails

Fincept Terminal

Python - Advance Data Based A.I Terminal for all Types of Financial Asset Research.

In 4 listsDetails

yfinance

Python - Yahoo! Finance market data downloader (+faster Pandas Datareader).

In 5 listsDetails

treasurydirect

TypeScript - Zero-dependency client for the US TreasuryDirect API: auction results, upcoming auctions, CUSIP lookups, and Debt to the Penny; no API key required.

treasury-fiscaldata

TypeScript - Typed client for the US Treasury FiscalData API (debt, average interest rates, exchange rates) with pagination and filtering; no API key required.

newyorkfed

TypeScript - Client for the NY Fed Markets Data API: SOFR/EFFR/OBFR reference rates, SOFR averages and index, and SOMA holdings; no API key required.

commitments-of-traders

TypeScript - Client for the CFTC Commitments of Traders reports (Legacy, Disaggregated, TFF; futures-only and combined) via the official Socrata API.

The Gold Barometer

Python - Daily gold buying-conditions score (0-100), free JSON API and CC BY dataset back to 1971.

OpenChainBench

Go TypeScript - Open benchmark harnesses for blockchain RPC latency, perpetual-market execution costs and funding, bridge quotes, and oracle price deviations. GitHub

In 6 listsDetails

defeatbeta-api

Python - An open-source alternative to Yahoo Finance's market data APIs with higher reliability.

financekit-mcp

Python - MCP server (Model Context Protocol) exposing 17 tools for AI agents to perform quantitative analysis: real-time stock quotes, full technical analysis (RSI, MACD, Bollinger, ADX, Stochastic, ATR, OBV + pattern detection with structured verdicts), crypto prices via CoinGecko, risk metrics…

In 2 lists

pricehub

Python - Unified package for collecting OHLC prices from Binance, Bybit, Coinbase, OKX, Kraken, KuCoin, and Bitget (spot & futures) into a DataFrame, with flexible timestamp inputs and a wide range of intervals.

Helium MCP

Python - Live stock/ETF/crypto data with AI-generated bull/bear cases and price forecasts, proprietary ML options pricing with probability ITM and fair value, and news bias scoring across 5,000+ sources. Available as MCP server or API. Free tier: 50 queries, no signup.

In 3 lists

findatapy

Python - Python library to download market data via Bloomberg, Quandl, Yahoo etc.

In 3 lists

googlefinance

Python - Python module to get real-time stock data from Google Finance API.

Horus Flow

Python - Order-flow analytics with order-book imbalance and rolling trade-delta calculations, plus an MCP interface.

AlphaSMO

TypeScript - CLI + MCP server for SEC 13F institutional holdings, Form 4 insider trading, and smart money convergence signals (tickers where hedge funds and company insiders are both buying). Free anonymous tier, no signup required.

In 2 lists

yahoo-finance

Python - Python module to get stock data from Yahoo! Finance.

pandas-datareader

Python - Python module to get data from various sources (Google Finance, Yahoo Finance, FRED, OECD, Fama/French, World Bank, Eurostat...) into Pandas datastructures such as DataFrame, Panel with a caching mechanism.

In 5 listsDetails

pandas-finance

Python - High level API for access to and analysis of financial data.

yfinanceapi

Python - Finance API for Python.

yql-finance

Python - yql-finance is simple and fast. API returns stock closing prices for current period of time and current stock ticker (i.e. APPL, GOOGL).

jugaad-data

Python - Download historical and live stock data from NSE (National Stock Exchange of India), BSE, and RBI.

nsetools

Python - Python library for extracting real-time data from National Stock Exchange (India).

wallstreet

Python - Real time stock and option data.

In 3 lists

stock_extractor

Python - General Purpose Stock Extractors from Online Resources.

Stockex

Python - Python wrapper for Yahoo! Finance API.

SwapAPI

Python - Free DEX aggregator API returning executable swap calldata across 46 EVM chains. No API key required.

finsymbols

Python - Obtains stock symbols and relating information for SP500, AMEX, NYSE, and NASDAQ.

FRB

Python - Python Client for FRED® API.

yfi

Python - Yahoo! YQL library.

chinesestockapi

Python - Python API to get Chinese stock price. (Last updated: 2015-03-21).

exchange

Python - Get current exchange rate.

Chart Library

Python - Historical chart pattern similarity search API. 24M+ pre-computed embeddings across 15K+ symbols and 10 years of data using pgvector. Returns forward returns, regime analysis, and pattern detection. Also available as MCP server. Website

In 2 lists

ticks

Python - Simple command line tool to get stock ticker data.

pybbg

Python - Python interface to Bloomberg COM APIs.

ccy

Python - Python module for currencies.

tushare

Python - A utility for crawling historical and Real-time Quotes data of China stocks. (Last updated: 2024-08-27).

twmarketdata

Python - Client for Taiwan market data with local disclosure-date filtering, replay diagnostics and missing-session detection. GitHub

edinetdb

Python - Free API and MCP server for Japanese company financials. Normalizes EDINET XBRL across JP-GAAP, IFRS, and US-GAAP for 3,800+ listed companies with 90 metrics, screening, and securities report text.

SECfinAPI

TypeScript - Standardized SEC EDGAR financials (income statement, balance sheet, cash flow, 40+ ratios) for ~19,000 US public companies, normalized from XBRL. REST API + MCP server for Claude/Cursor. Free tier. GitHub

edinet-mcp

Python - Parse Japanese XBRL financial statements from EDINET with 161 normalized labels, 26 financial metrics, and multi-company screening.

estat-mcp

Python - Access Japanese government statistics (e-Stat) covering population, GDP, CPI, labor, and trade data with MCP integration and Polars export.

tdnet-disclosure-mcp

Python - Access Japanese timely disclosures (TDNet) via MCP. Retrieve earnings, dividends, forecasts, buybacks, and other filings for 4,000+ listed companies. No API key required.

bigtech-ai-stakes

Python - Open dataset of U.S. public-company equity stakes in Anthropic and OpenAI from primary 10-K / 10-Q / 8-K filings, court records, and press releases. Each row tagged with a confidence flag (V verified, P probable, S speculative).

cn_stock_src

Python - Utility for retrieving basic China stock data from different sources.

coinpulse

Python - Python SDK for cryptocurrency portfolio tracking with real-time prices, P/L calculations, and price alerts. Free tier available.

In 2 lists

bronto-python

Python - Bronto API Integration for Python.

pdblp

Python - A simple interface to integrate pandas and the Bloomberg Open API.

BloombergFetch

Python - Bloomberg Desktop API data (prices, implied volatilities, fundamentals) as pandas DataFrames via blpapi.

tiingo

Python - Python interface for daily composite prices/OHLC/Volume + Real-time News Feeds, powered by the Tiingo Data Platform.

metatrader5

Python - API Connector to MetaTrader 5 Terminal. (Last updated: 2026-02-20).

akshare

Python - AkShare is an elegant and simple financial data interface library for Python, built for human beings! https://akshare.readthedocs.io.

In 5 listsDetails

yahooquery

Python - Python interface for retrieving data through unofficial Yahoo Finance API.

investpy

Python - Financial Data Extraction from Investing.com with Python! https://investpy.readthedocs.io/.

In 3 lists

yliveticker

Python - Live stream of market data from Yahoo Finance websocket.

bbgbridge

Python - Easy to use Bloomberg Desktop API wrapper for Python.

alpha_vantage

Python - A python wrapper for Alpha Vantage API for financial data.

In 2 lists

oilpriceapi

Python - Commodity-price API client with local moving averages, RSI, MACD, Bollinger Bands and ATR calculations on supplied data.

FinanceDataReader

Python - Open Source Financial data reader for U.S, Korean, Japanese, Chinese, Vietnamese Stocks.

pystlouisfed

Python - Python client for Federal Reserve Bank of St. Louis API - FRED, ALFRED, GeoFRED and FRASER.

python-bcb

Python - Python interface to Brazilian Central Bank web services.

swiss-finance-data

Python - Python package for Swiss financial data (SNB Policy Rate, SARON, CHF FX rates, CPI, SMI equities, Confederation bond yields) from official SNB sources.

market-prices

Python - Create meaningful OHLCV datasets from knowledge of exchange-calendars (works out-the-box with data from Yahoo Finance).

tardis-python

Python - Python interface for Tardis.dev high frequency crypto market data.

lake-api

Python - Python interface for Crypto Lake high frequency crypto market data.

In 2 lists

tessa

Python - simple, hassle-free access to price information of financial assets (currently based on yfinance and pycoingecko), including search and a symbol class.

pandaSDMX

Python - Python package that implements SDMX 2.1 (ISO 17369:2013), a format for exchange of statistical data and metadata used by national statistical agencies, central banks, and international organisations.

cif

Python - Python package that include few composite indicators, which summarize multidimensional relationships between individual economic indicators.

finagg

Python - finagg is a Python package that provides implementations of popular and free financial APIs, tools for aggregating historical data from those APIs into SQL databases, and tools for transforming aggregated data into features useful for analysis and AI/ML.

FinanceDatabase

Python - This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets.

In 4 listsDetails

FinanceToolkit

Python - Toolkit with 200+ financial metrics including 80+ financial ratios, 30+ technical indicators, 20+ risk and performance metrics and 50+ macro indicators which pulls from Financial Modeling Prep, Yahoo Finance, OECD, GMBD and more.

In 4 listsDetails

Trading Strategy

Python - download price data for decentralised exchanges and lending protocols (DeFi).

datamule-python

Python - A package to work with SEC data. Incorporates datamule endpoints.

fsynth

Python - Python library for high-fidelity unlimited synthetic financial data generation using Heston Stochastic Volatility and Merton Jump Diffusion.

fedfred

Python - FRED & GeoFRED Economic data API with preprocessed dataframe output in pandas/geopandas, polars/polars_st, and dask dataframes/geodataframes.

edgar-sec

Python - EDGAR Financial data API with preprocessed dataclass outputs.

edgartools

Python - AI-native SEC EDGAR library with XBRL financials, clean text extraction, 17+ typed forms, and pandas DataFrames.

In 5 listsDetails

edgar-geo-revenue

Python - Extract geographic revenue breakdowns from SEC EDGAR 10-K filings with no API key. GitHub

filingrail-mcp

Python MCP - MCP server and Python SDK for a SEC EDGAR REST API covering XBRL fundamentals, Form 4 insider trades, 8-K events, 13F holdings and filings, where every record carries the source sec.gov filing URL it came from. GitHub

disclosure-alpha

Python - Deterministic SEC filing analytics for 10-K/10-Q: section extraction, tone and boilerplate metrics, year-over-year diff, and reproducible disclosure risk scores. CLI, Python SDK, HTTP panel screener, and MCP — no LLM required.

edgar-traps

Python - Checks that catch nine silent failure modes in SEC filing data, from Form 4 filings that are about a different issuer to 13F-NT counted as a position report, each documented with the incident that found it. GitHub

buried-events-parser

Python - FilingFirehose’s standalone SEC 8-K HTML parser using regex rules to flag possible discrepancies between reported item codes and filing text.

uk-sic-codes

Python - UK SIC 2007 industry classification code lookup, search, and validation. 731 codes, 21 sections.

uk-company-number

Python - Validate, format, and identify UK Companies House company numbers. Supports all 27 prefixes.

veroq-python

Python - Financial intelligence API with verified market data, trading signals, sentiment analysis, and fact-checking across 1,061+ tickers. PyPI

IBrokers

R - Provides native R access to Interactive Brokers Trader Workstation API.

Rblpapi

R - An R Interface to 'Bloomberg' is provided via the 'Blp API'.

GetTDData

R - Downloads and aggregates data for Brazilian government issued bonds directly from the website of Tesouro Direto.

td

R - Interfaces the 'twelvedata' API for stocks and (digital and standard) currencies.

rbcb

R - R interface to Brazilian Central Bank web services.

rb3

R - A bunch of downloaders and parsers for data delivered from B3.

simfinapi

R - Makes 'SimFin' data (https://www.simfin.com/) easily accessible in R.

tidyfinance

R - Tidy Finance helper functions to download financial data and process the raw data into a structured Format (tidy data), including.

CcyConv.jl

Julia - Currency conversion library for Julia.

CryptoExchangeAPIs.jl

Julia - A Julia library for cryptocurrency exchange APIs.

MarketData.jl

Julia - Time series market data.

OnlineResamplers.jl

Julia - High-performance Julia package for real-time resampling of financial market data.

PENDAX

JavaScript - Javascript SDK for Trading/Data API and Websockets for FTX, FTXUS, OKX, Bybit, & More.

In 4 listsDetails

fin-stream

Rust - Real-time market data streaming in Rust: lock-free SPSC ring buffer, 100K+ ticks/second ingestion, multi-timeframe OHLCV construction, and Lorentz transforms on financial time series.

finalytics

Rust - A rust library for financial data analysis.

AgentServices

Python - API server for crypto and market data with technical indicators, on-chain analytics, and MCP access; includes x402 payment support for hosted endpoints.

The Stall

JavaScript MCP - Self-hostable data and analytics service with equity technical indicators, multi-chain portfolio valuation, market-data adapters, and MCP interfaces.

In 3 lists

Prediction Markets

pmxt

Python JavaScript - The CCXT for prediction markets. A unified API for trading on Polymarket, Kalshi, and more.

In 3 lists

polymarket-whales

Python - Real-time whale trade tracker for Polymarket — terminal alerts + Telegram notifications when large orders hit the book.

PolyMind

Python - Real-time Polymarket trading alerts with multi-AI analysis (Groq, Claude, Gemini). Track whale bets, volume spikes, coordinated wallets, and 12 signal types. Free tier available. GitHub

In 3 lists

prediction-market-maker

Python - Open-source market-making strategy that placed #2 in Paradigm's prediction market challenge, with full strategy evolution and analysis.

Oracle3

Python - Autonomous trading agent for Kalshi, Polymarket, and Solana — Wang Transform pricing (calibrated on 291k resolved contracts) drives eight constraint-based arbitrage strategies and Kelly-sized model trades.

In 3 lists

marketlens

Python MCP - Tick-level Polymarket order book history with replay and a backtesting engine simulating queue priority, latency, and slippage.

polymarket-bot-lab

Python - Open-sourced research lab of 11 candidate Polymarket trading bots (weather, sports, longshot fades, maker, whale-flow) with a shared CLOB/backtest framework, ADR decision log, and honest paper/live results. Companion free dataset: polymarket-canary-tape (300M+ events, CC-BY-4.0).

Live Tennis API

REST WebSocket MCP - Real-time tennis scores, serving and break-point state, and model win probabilities for pricing tennis event markets, plus H2H, rankings and a 1968-2022 point-by-point archive; free tier. GitHub

In 2 lists

polymm

Python Polymarket - Market-making and arbitrage bot for Polymarket sports and esports markets, pricing from de-vigged sportsbook odds.

In 2 lists

QuantRank500

Python - Open-source public record of stock predictions: commit-reveal before the open, automatic settlement against exchange data, tamper-evident hash-chained ledger. Live at quantrank500.com.

outcometick

Python JavaScript - Tick-level history for Polymarket and Predict.fun crypto Up/Down markets, including the full-precision Chainlink settlement feeds and each market's strike and settled outcome, with a sandboxed runner that replays a submitted strategy against the same archive. GitHub

Calendars & Market Hours

exchange_calendars

Python - Stock Exchange Trading Calendars.

bizdays

Python - Business days calculations and utilities.

pandas_market_calendars

Python - Exchange calendars to use with pandas for trading applications.

timeDate

R - Chronological and Calendar Objects.

bizdays

R - Business days calculations and utilities.

sifma-holidays

TypeScript - US bond-market (SIFMA) holidays, early closes, and T+1 settlement-date math; zero dependencies.

us-equity-market-calendar

TypeScript - NYSE/NASDAQ trading calendar: holidays, 1pm early closes, trading-day navigation, and DST-aware is-market-open; zero dependencies.

fx-value-date

TypeScript - FX spot/forward value-date calculation across two currency holiday calendars, with the USD-lag and end-of-month rules; zero dependencies.

Visualization

D-Tale

Python - Visualizer for pandas dataframes and xarray datasets.

In 5 listsDetails

mplfinance

Python - matplotlib utilities for the visualization, and visual analysis, of financial data.

In 3 lists

finplot

Python - Performant and effortless finance plotting for Python.

finvizfinance

Python - Finviz analysis python library.

market-analy

Python - Analysis and interactive charting using market-prices and bqplot.

LightweightCharts.jl

Julia - Julia wrapper for Lightweight Charts™ by TradingView.

dxcharts-lite

JavaScript - Flexible financial charting library based on HTML5 canvas.

Exeria Charts

JavaScript - High-performance, native Canvas/WebGL financial charting library for self-hosted applications without iframe limits.

MyLinedChart

Desktop - Technical-analysis charting app for Interactive Brokers (IBKR) that exports drawings, notes, indicators and OHLCV as JSON/XLSX/CSV, and exposes chart context to AI agents over MCP.

Excel & Spreadsheet Integration

Bilig

TypeScript - Formula WorkPaper and XLSX recalculation runtime for Node.js services and agent tools.

xlwings

Python - Make Excel fly with Python. GitHub

openpyxl

Python - Read/Write Excel 2007 xlsx/xlsm files.

xlrd

Python - Library for developers to extract data from Microsoft Excel spreadsheet files.

xlsxwriter

Python - Write files in the Excel 2007+ XLSX file format. GitHub

xlloop

Python - XLLoop is an open source framework for implementing Excel user-defined functions (UDFs) on a centralised server (a function server). GitHub

expy

Python - The ExPy add-in allows easy use of Python directly from within an Microsoft Excel spreadsheet, both to execute arbitrary code and to define new Excel functions.

pyxll

Python - PyXLL is an Excel add-in that enables you to extend Excel using nothing but Python code.

Quant Research Environments

TradingAgents

Python LLM - Multi-agent financial research framework combining fundamental, technical, news, and sentiment analysis with structured investment debates and risk assessment.

In 4 listsDetails

Nova-TradingAgent

Python A-shares - Self-hosted 15-agent research desk (debate graph, optional Tushare L2 and Qlib). Does not place trades.

In 2 lists

QFO Quant Platform

Python React A-shares - Local-first quantitative research and backtesting platform with data synchronization, multi-asset screening, factor analysis, portfolio optimization, risk analysis, and optional LLM-assisted news analysis. GitHub

dsh-quant

TypeScript DeepSeek Harness - Agent-native quantitative research toolkit for DeepSeek Harness: 46 tools across data, alpha, ML, risk, execution and ecosystem domains, with an end-to-end research pipeline.

In 2 lists

Jupyter Quant

Python - A dockerized Jupyter quant research environment with preloaded tools for quant analysis, statsmodels, pymc, arch, py_vollib, zipline-reloaded, PyPortfolioOpt, etc.

Cross-Language Frameworks

RunMat

Rust - Runtime for MATLAB-syntax array math with automatic CPU/GPU execution and fused kernels for quantitative simulations. GitHub

QuantLibAAD

Fast risks with QuantLib in C++.

XAD

Automatic Differentation (AAD) Library.

In 3 lists

QuantLib

The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance.; QuantLibRisks - Fast risks with QuantLib in Python and C++; XAD - Automatic Differentiation (AAD) Library in Python and C++

In 5 listsDetails

JQuantLib

Java - JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java.

RQuantLib

R - RQuantLib connects GNU R with QuantLib.

QuantLibAddin

Excel support.

QuantLibXL

Excel support.

QLNet

.Net port.

PyQL

Python - QuantLib's Python port.

In 3 lists

QuantLib.jl

Julia - Quantlib implementation in pure Julia.

In 2 lists

QuantLib-Python Documentation

Documentation for the Python bindings for the QuantLib library.

TA-Lib

perform technical analysis of financial market data. GitHub

In 2 lists

TA-Lib Python

Python - Python wrapper for TA-Lib (https://ta-lib.org/).

ta-lib

Official TA-Lib Core

In 2 lists

godzilla.dev

C++ Python - Open-source framework for crypto quant trading, funding rate arbitrage and ultra-low-latency market making. GitHub

In 2 lists

PineTS

TypeScript JavaScript Pine Script - Open-source transpiler and runtime that executes Pine Script logic in Node.js and the browser with 1:1 syntax compatibility, for running indicators and strategies on your own infrastructure.

In 2 lists

Reproducing Works, Training & Books

Goldman Sachs Quantitative Strategies Research Notes

Papers Derivatives - Collection of 1990s research papers on derivatives pricing, volatility modeling, hedging, and model risk.

Quant Sprint

Training Interviews - Free timed drill of first round quant interview questions on options and the Greeks, two sided quoting, probability and mental arithmetic.

QuantVault

Training Interviews - Quant interview prep with 391 free problems with full worked solutions, per-firm online-assessment guides, and free playable replicas of real trading-firm OAs (Optiver, SIG, IMC).

Wyckoff Method Course

Free course on volume analysis and the Wyckoff method: market phases, spring/upthrust, order flow reading.

Special-Relativity-in-Financial-Modeling

C++20 implementation of special-relativistic geometry applied to OHLCV data: Lorentz factors, spacetime intervals, Christoffel symbols, and geodesic deviation signals from live market data. DOI: 10.5281/zenodo.18639919.

Auto-Differentiation Website

Background and resources on Automatic Differentiation (AD) / Adjoint Algorithmic Differentitation (AAD).

Derman Papers

Notebooks that replicate original quantitative finance papers from Emanuel Derman.

volatility-trading

A complete set of volatility estimators based on Euan Sinclair's Volatility Trading.

In 2 lists

quant

Quantitative Finance and Algorithmic Trading exhaust; mostly ipython notebooks based on Quantopian, Zipline, or Pandas.

fecon235

Python - Computational tools for financial economics include: Gaussian Mixture model of leptokurtotic risk, adaptive Boltzmann portfolios.

In 2 lists

QuantEcon

Lecture series on economics, finance, econometrics and data science; QuantEcon.py, QuantEcon.jl, notebooks.

FinanceHub

Resources for Quantitative Finance.

Python_Option_Pricing

An library to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options.

python-training

J.P. Morgan's Python training for business analysts and traders.

Stock_Analysis_For_Quant

Different Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau.

algorithmic-trading-with-python

Python - Free pandas and scikit-learn resources for trading simulation, backtesting, and machine learning on financial data.

In 3 lists

MEDIUM_NoteBook

Repository containing notebooks of cerlymarco's posts on Medium.

QuantFinance

Training materials in quantitative finance.

IPythonScripts

Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning.

Computational-Finance-Course

Materials for the course of Computational Finance.

Machine-Learning-for-Asset-Managers

Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.

In 2 lists

Python-for-Finance-Cookbook

Python for Finance Cookbook, published by Packt.

modelos_vol_derivativos

"Modelos de Volatilidade para Derivativos" book's Jupyter notebooks.

NMOF

Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658).

py4fi2nd

Jupyter Notebooks and code for Python for Finance (2nd ed., O'Reilly) by Yves Hilpisch.

aiif

Jupyter Notebooks and code for the book Artificial Intelligence in Finance (O'Reilly) by Yves Hilpisch.

py4at

Jupyter Notebooks and code for the book Python for Algorithmic Trading (O'Reilly) by Yves Hilpisch.

In 2 lists

dawp

Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch.

dx

DX Analytics | Financial and Derivatives Analytics with Python.

QuantFinanceBook

Quantitative Finance book.

rough_bergomi

A Python implementation of the rough Bergomi model.

frh-fx

A python implementation of the fast-reversion Heston model of Mechkov for FX purposes.

Value Investing Studies

A collection of data analysis studies that examine the performance and characteristics of value investing over long periods of time.

Machine Learning Asset Management

Machine Learning in Asset Management (by @firmai).

Deep Learning Machine Learning Stock

Deep Learning and Machine Learning stocks represent a promising long-term or short-term opportunity for investors and traders.

Technical Analysis and Feature Engineering

Feature Engineering and Feature Importance of Machine Learning in Financial Market.

Differential Machine Learning and Axes that matter by Brian Huge and Antoine Savine

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.

systematictradingexamples

Python - Code examples for Robert Carver's Systematic Trading.

pysystemtrade_examples

Examples using pysystemtrade for Robert Carver's blog.

ML_Finance_Codes

Machine Learning in Finance: From Theory to Practice Book.

cipher-starter

Solo crypto quant starter kit: 12 playbooks covering trading strategy, risk rails, 3-tier wallet architecture, MEV mitigation, Canadian NI 31-103 compliance, Oracle Cloud Always Free infra, and a 7-day MVP calendar for a Solana signal engine + autonomous trading bot.

In 2 lists

Hands-On Machine Learning for Algorithmic Trading

Hands-On Machine Learning for Algorithmic Trading, published by Packt.

financialnoob-misc

Codes from @financialnoob's posts.

MesoSim Options Trading Strategy Library

Free and public Options Trading strategy library for MesoSim.

Quant-Finance-With-Python-Code

Repo for code examples in Quantitative Finance with Python by Chris Kelliher.

QuantFinanceTraining

This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are organized by class, facilitating navigation and reference.

book_irds3

Code repository for Pricing and Trading Interest Rate Derivatives.

Autoencoder-Asset-Pricing-Models

Reimplementation of Autoencoder Asset Pricing Models (GKX, 2019).

Finance

150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data.

In 2 lists

101_formulaic_alphas

Implementation of 101 formulaic alphas using qstrader.

Tidy Finance

An opinionated approach to empirical research in financial economics - a fully transparent, open-source code base in multiple programming languages (Python and R) to enable the reproducible implementation of financial research projects for students and practitioners.

RoughVolatilityWorkshop

2024 QuantMind's Rough Volatility Workshop lectures.

AFML

All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.

AlgoTradingLib

A catalog of algorithmic trading libraries, frameworks, strategies, and educational materials.

Portfolio Optimization Book

Prof. Daniel Palomar's Portfolio Optimization Book. GitHub

direct_vola

Python R - Demo code for direct Black-Scholes implied-volatility calculation from normalized call prices via the inverse-Gaussian quantile representation.

TradeMux Snippets

Python - Code snippets for Metatrader (MT5) forex/CFD trading and data retrieval via trademux API client.

Commercial & Proprietary Services

Korea Stock Data

Data - Free Korean equity settled closes with 250 trading days of per-stock history, DART filings and earnings as JSON/CSV, without signup, an API key or request quotas. GitHub

Korean Market Data

Data - Free Korean investor-flow and sector-index datasets in English CSV/JSON, updated each trading day under CC BY 4.0 without signup. GitHub

CoinPaprika

Python - Cryptocurrency market data API with 20,000 free calls per month for personal use, including one year of daily price history, without an API key. GitHub

FillBench

Free crypto-exchange API latency benchmarks with p50/p95/p99 measurements, separate TLS timing and downloadable CC BY datasets. GitHub

DexPaprika

Python - DEX pool, token and OHLCV data API with 50,000 free monthly credits without signup and up to 60-second data delays. GitHub

Tradevo Data

Python - Point-in-time US equity fundamentals from SEC EDGAR with filing dates and restatement flags; free API access includes 250 requests per day without a credit card, and a 40-company CC0 annual dataset is available without signup. GitHub

Massive

Financial market data API with a permanent free personal-use tier offering two years of US stock history, end-of-day prices, and reference data at five requests per minute, with no credit card required. GitHub

In 2 lists

SimpleFunctions

REST CLI MCP - Hosted Kalshi and Polymarket data and analysis service with a free tier of 1,000 requests/month and 60 requests/minute, without payment information.

Trends MCP

MCP REST - Search, social, commerce, and news-sentiment data for alternative-data research, with a permanent free tier of 100 requests/month, 90 days of history, and top-10 trend boards delayed 24 hours. GitHub

AxionQuant

Financial data API for quantitative research, with a permanent free tier of 1,000 monthly API calls and one year of historical data, without a credit card. PyPI

Prop Firm Risk Calculator

Free web app for position sizing, stop-loss and max-drawdown on funded accounts, with real tick/pip values for futures, forex, crypto and gold.

RektCalc

Free web app for crypto liquidation price, position sizing, PnL and funding-rate calculations across major exchanges, with documented formulas on the site's Learn hub.

AlphaForge

Python - Proprietary local backtesting and optimization CLI with a permanent free plan requiring no registration, limited to historical data through 2023-12-31; Pine Script export requires a paid plan. GitHub

TradeMux

Forex trading and market-data gateway for MetaTrader 4/5 and OANDA, with a free plan for one account, 500 OHLC requests and 100 trades per month, without a credit card.

DayTradingBench

Live autonomous benchmark that evaluates LLM trading performance on DAX and Nasdaq indices using identical strategies and real-time market data. API access available.

invinoveritas

Python - Agent-verification platform with EdgeProof backtest diagnostics using Deflated Sharpe, permutation tests, and out-of-sample decay, offering five free checks per day without signup or payment information. GitHub

CoinTester

No-code cryptocurrency strategy builder with technical indicators and unlimited free historical backtests, without a credit card.

FinSignals

Python - Financial-text classification API for sentiment, directionality, quality, post type, relevance, confidence, and sarcasm, with 1,000 free credits per month and no credit card required. GitHub

StockAInsights

SEC financial-statement analysis and API with a permanent free account covering five selected stocks and five years of data, without payment information.

In 3 lists

bolsai

Brazilian stock and FII data API with fundamentals, prices, dividends, financial statements, and macroeconomic data, offering 200 free requests per day without a credit card.

brapi.dev

Brazilian market data API with a free tier of 15,000 requests per month and up to three months of price history, plus four stocks accessible without an account. GitHub

Teses da Bolsa

Brazilian stock and FII analysis with free essential fundamentals, one year of price history, Bazin and Graham valuations, and the latest CVM statements, without a credit card.

13F Insight

Institutional holdings research with a free tier offering one year of holdings history and five AI questions per day, without a credit card.

In 3 lists

PortfolioSavvy

Public SEC ownership research web app for exploring 13F portfolios, insider activity, Schedule 13D/G filings, company facts, and latest filing workflows.

Earnings Feed

SEC filings, insider transactions, and institutional holdings API with a permanent free tier of 5,000 requests per month and 15 requests per minute, without a credit card. GitHub

EDGAR Events

REST - SEC filing events as typed JSON: 8-K item codes with materiality flags, SC 13D/13G activist stakes (holder, target, percent of class), merger forms, and S-1/424B IPO filings, polled over REST or pushed via HMAC-signed webhooks, sourced from data.sec.gov.

FilingPulse

REST MCP - Real-time SEC EDGAR filings normalized to one JSON schema: Form 4 insider trades, 8-K corporate events, and S-1/IPO registrations, delivered via REST, HMAC-signed webhooks, and a hosted MCP server, with a permanent free tier (2,500 req/mo, full schema).

Financial Data

Financial data API with a free personal-use plan allowing 300 requests per day for symbol lists and selected market data, including historical commodity and OTC prices. GitHub

In 4 listsDetails

Filings Flow

Free SEC 13F research web app covering 11,700+ institutional managers and 208,000+ filings from 2019 onward. Quarter-over-quarter position changes with share-based thresholds, confidential-treatment reveals badged, per-filing links to the EDGAR source document, and Excel export on every table. No…

Frostbyte

Hosted API gateway providing cryptocurrency price data, with a permanent free allowance of 50 requests per day without signup or payment information. GitHub

In 4 listsDetails

SaxoOpenAPI

Saxo Bank financial data API.

RTPR

Financial press-release platform covering Business Wire, PR Newswire, GlobeNewswire, and AccessWire, with a permanent free Wire dashboard delayed five minutes and no credit card required.

Nasdaq Data Link

Financial data API with support for R, Python, Excel, Ruby, and many other languages (formerly Quandl).

Portfolio Optimizer

Portfolio analysis and optimization API with anonymous free access to selected endpoints for up to 20 assets, subject to a shared one-request-per-second limit.

Reddit WallstreetBets API

Free WallstreetBets ticker mentions and sentiment API with historical date queries and a limit of 20 requests per minute per IP, without an API key.

Telonex

Prediction-market data service with free market metadata and tag datasets without an account, while tick-level data requires paid access after five trial file downloads.

UniRateAPI

Python - Currency exchange rates, conversion and VAT data with a permanent free tier of 200 requests per day and no credit card; historical data require a paid plan. GitHub

SiftingIO

Python - Market data over REST and WebSocket with a permanent free non-commercial tier per market: 10,000 monthly REST calls, 60 requests per minute, five streaming symbols and one month of history, without a credit card. GitHub

Tessera

Python - Hyperliquid order-flow-enriched minute OHLCV with a permanent free tier covering BTC, ETH, SOL and HYPE over the trailing month, with unlimited Parquet downloads and no credit card. GitHub

ValueRay

Technical, quantitative and sentiment data for stocks and ETFs with risk metrics, peer percentiles and market regime signals. Optimized for AI/LLM agents.

In 2 lists

VantageGrid

Trade-review workspace with a permanent free tier for 25 trades per month, CSV imports and P&L, win-rate and R-multiple analytics without payment information.

VertData

Institutional-grade financial intelligence platform. Track 43K+ congressional trades (STOCK Act), SEC insider Form 4 filings, 25 superinvestor 13F portfolios, CFTC futures positioning, ARK ETF holdings, and short interest — all scored by AI for signal strength.

KeepRule

Investment decision frameworks with a permanently free library of investor principles and scenarios covering valuation, position sizing and risk discipline.

Agent Toolbelt

Stock-research and portfolio-review API with 250 free calls per month without payment information. GitHub

ML-Quant

Top Quant resources like ArXiv (sanity), SSRN, RePec, Journals, Podcasts, Videos, and Blogs.

In 2 lists

RealMarketAPI

Market-data service with a free REST tier of 5,000 requests per month for six symbols and M1, M5, and H1 timeframes, without a credit card.

Sharpe

Cryptocurrency research terminal with free access without signup and a personal API tier allowing 10,000 requests per month and 30 requests per minute.

Webb Database

Aggregates public financial data from HKEX, the SFC, the Hong Law Society, UK Companies House and other sources, has searchable datasets on listed companies, many in machine-readable formats.

GitDealFlow

Alternative-data research on private companies using GitHub commit velocity and contributor growth, with a permanently free weekly digest covering five startups and basic MCP read tools. GitHub

Clear Street API

REST API for US equities & options: reference & fundamental data, multi-year financial statements, corporate events, analyst consensus, a screener, and order execution.

Finterm

TypeScript - Browser-based, keyboard-first financial terminal. No public GitHub repo (closed source).

Coinugget

Real-time RSI signals, price action, and volume spikes dashboard across multiple exchanges. Free, no sign-up required.

In 3 lists

Stingray

Trading strategy builder that turns plain-English market ideas into inspectable rules, backtests them against historical data, and monitors matching live conditions.

NeuPortal

AI forecasting-accountability lab: every forecast is locked pre-event, Bitcoin-timestamped (OpenTimestamps), and Brier-scored against prediction markets in public.

In 2 lists

AlphaAssay

REST - Trading-signal validation service with a free browser-based Deflated Sharpe Ratio calculator requiring no account, alongside paid backtest validation and forensics. GitHub

Market Posture Daily

Daily trend, momentum, correlation and risk analytics with a permanently free stock and ETF terminal, while API exports and cointegration screening require paid access.

In 2 lists

Quant Data

Data - Market statistics and options-positioning analytics with free public max-pain and GEX pages and 10 API calls per UTC day using an email-only key, without payment information. GitHub

FirmTape

Data MCP - SPX dealer-positioning analytics with a permanently free historical session archive without an account, plus paid live data and backtesting.

AtlasYield

DeFi vault scores across 16 factors, with a free read-only API requiring no signup and limited to 60 requests per minute per IP. GitHub

Katana

Free Japan stock screener built on EDINET filings. 160+ fundamentals, custom formula metrics, Graham/Piotroski/Kiyohara presets. No sign-up.

Disclosed Capitol

Free congressional trade disclosures, politician profiles and performance statistics, with paid API access beyond one-time starter credits.

Wealthville

REST MCP - DeFi liquidity-pool scores and outcome-labeled signals through a free keyless API limited to 60 requests per minute per IP, with attribution required. GitHub

Shingou

REST MCP - Hourly crypto news sentiment and typed market events (hack, regulation, listing, delisting, legal) for 30 pairs, served as point-in-time buckets whose SHA-256 hash is committed to a public append-only log at publish time, so a backtester can check the history was never rewritten. Paid…

In 2 lists

0xArchive

Hyperliquid and Lighter market data through REST, WebSocket and replay, with a permanent free tier offering 50,000 credits per month, 15 requests per second and the most recent 30 days of history without a credit card. GitHub

In 2 lists

FXNewsBias

Python REST - Forex news sentiment with a permanent free API allowing 25 requests per day, one three-hour cycle of delay and non-commercial use with attribution; no credit card or historical API series. PyPI GitHub

TickerAll

Hosted MT4 and MT5 broker API with historical candles, real-time tick streaming, and a permanent free tier for five demo broker accounts and unlimited demo orders, without a credit card; live-account automation is paid. Docs

In 2 lists

TickerLayer

Derived, indicative multi-asset market data through REST, WebSocket, and MCP, with a permanent free tier of 3,000 REST requests per month and no credit card required. Docs GitHub

Wiseek Filing Impact

Monthly statistics relating proprietary SEC-filing importance scores to next-session excess stock moves, with per-event data, reproduction metadata, and a CC BY 4.0 license. GitHub

Algorier

AI Vibe-Trading - Natural-language trading-strategy builder with backtesting and forward testing; a permanent free tier includes five backtests and 40 assistant messages per month without payment details, while live trading requires a paid plan.

In 2 lists

SPZCO

Stock research terminal with free access to facts, standard ratios, universe-wide screening, 13F top holdings, three saved portfolios, a 25-name watchlist and three-year backtests; Pro adds valuation and full portfolio analytics.

In 2 lists

Futures Clock

Web JSON - Free live open/closed clock and reference for 69 futures products across 14 exchanges with DST-aware session windows, night sessions, 2026 holiday calendars, contract specifications sourced from official exchange publications, bilingual EN/ZH, and an open CORS JSON endpoint.

EIDEX

Cross-chain swap and bridge route comparison that queries exchange providers for a given pair and amount and ranks the routes by output, with rate, fees, ETA and price impact per route; free to use with no account, no API key and no added fee. Docs

CoinBeacon

Cryptocurrency market alerts, screeners, and funding-rate, liquidation, and chart-pattern boards, with a permanent free tier of five active alerts and ten notifications per day without a credit card; public research boards require no account.

finlight

Python TypeScript - Financial and geopolitical news API with a permanent free REST tier of 5,000 requests per month, a 12-hour delay and one month of history, without a credit card. GitHub

Dados B3

REST/MCP - Brazilian company and real-estate fund fundamentals with public calculation methodology and a permanent free API tier of 200 requests per day without a credit card.

PreReason

JavaScript - Bitcoin and macroeconomic market briefings through REST and MCP, with a permanent free tier of six briefings, 30-day history, 60 requests per hour and 500 per day, without a credit card. GitHub

In 3 lists

Factor Weave

Python TypeScript R - Factor data and cosine-similarity screening with a permanent free API tier of 250 calls per day, daily factor rankings and market-context snapshots, without a credit card. GitHub

Backtesting Arena

TypeScript - Bitcoin cycle scores and market-state indicators through four free public API endpoints requiring no account or key, with responses cached for 5–60 minutes. GitHub

EarningsCall

Python - Public earnings-call transcripts and an earnings calendar readable without an account, with paid API access for programmatic transcripts, audio and slide decks. GitHub

In 2 lists

FXMacroData

Python - Macroeconomic release data with permanent free access to USD announcements covering the latest 90 days at 100 requests per day without an API key or payment information. GitHub

In 2 lists

London Strategic Edge

Python - Free market and economic data with up to 10 databank downloads per hour of one million rows each, subject to a shared monthly bandwidth allowance, without a credit card. GitHub

Historical & Archived Projects

fooltrader

Python Historical - Archived big-data quantitative-analysis and trading system retained as an early unified market-data and backtesting framework.

pipeline-live

Python Historical - Deprecated Zipline Pipeline extension retained as an early reference for pipeline-based live trading.

pybacktest

Python Historical - Unmaintained vectorized pandas backtesting framework retained as an early research-oriented design.

xlwt

Python Historical - Archived Excel writer retained for studying legacy BIFF/XLS workbook encoding used in spreadsheet-based financial workflows.

pytdx

Python Historical - Archived protocol implementation retained for studying TongDaXin binary market-data protocols and local quotation-file formats.

TuneTA

Python Historical - Archived research implementation of technical-indicator selection using distance correlation, clustered parameter tuning, and feature pruning.

dynts

Python Historical - Archived reference implementation of a financial time-series expression language with NumPy and R backends.

GetHFData

R Historical - Archived reference implementation for parsing and aggregating local Bovespa tick and order files after public FTP access ended.

Rbitcoin

R Historical - Archived toolkit retained as an early reference for cryptocurrency wallet valuation, cross-currency conversion, and historical balance tracking.

AutoTrader

Python Historical - Archived trading framework retained as a reference for virtual-broker order simulation and backtesting.

Kelp

Go Historical - Archived Stellar DEX trading bot retained for studying configurable market-making and order-book mirroring.

catalyst

Python Historical - Archived crypto-asset trading engine preserving an early adaptation of Zipline for exchange backtesting and live execution.

pyalgotrade

Python Historical - Archived event-driven trading library retained for studying its original backtesting broker and order-execution models.

In 2 lists

qtpylib

Python Historical - Archived trading framework retained for studying shared market-data capture and multiple-strategy execution using ZeroMQ.

In 2 lists
See category
92

Awesome Docker

veggiemonk/awesome-docker

:whale: A curated list of Docker resources and projects

Fresh★ 37k389 entriesPushed 18 days ago
92

Awesome GraphQL

chentsulin/awesome-graphql

Awesome list of GraphQL

Fresh★ 15k483 entriesPushed yesterday
91

Awesome-Kubernetes

ramitsurana/awesome-kubernetes

A curated list for awesome kubernetes sources :ship::tada:

Fresh★ 16k47 entriesPushed 8 days ago
89

Awesome Django

wsvincent/awesome-django

A curated list of awesome things related to Django

Fresh★ 11k326 entriesPushed 13 days ago
89

Awesome Terraform

shuaibiyy/awesome-tf

Curated list of resources on HashiCorp's Terraform and OpenTofu

Fresh★ 6.6k472 entriesPushed 2 days ago
87

awesome-ChatGPT-repositories

taishi-i/awesome-ChatGPT-repositories

A curated list of open source GitHub repositories related to ChatGPT, the OpenAI API, and Codex. Searchable via Claude Code and Codex skills.

Fresh★ 3.3k2608 entriesPushed 2 days ago