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Awesome List
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
GitHub stars and default-branch commits for wilsonfreitas/awesome-quant.
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Financial information API for Python.
BTC order book microstructure analysis: OBI, CVD, and spread statistics from 38 days of Binance data
Open, reproducible benchmarks for crypto infrastructure: aggregators, bridges, blockchains, perps. Live data, public methodology.
Financial Market Intelligence MCP Server — stock quotes, technical analysis, crypto data, and portfolio insights for AI agents
No description.
Demo code for direct Black-Scholes implied-volatility calculation from normalized call prices via the inverse-Gaussian quantile representation.
No description.
Python package for Swiss financial data
Detects structural waste in cloud billing exports (AWS/GCP/Azure) using rolling-median + MAD, robust to the masking effect that breaks mean+stddev anomaly detection. Python library, CLI, FastAPI service, and GitHub Action.
The Cognitive Market Brain for Autonomous AI Trading Agents (Level 4 Cortex, Orderflow Physics & Contradiction Engine).
Simple Python SDK for the CoinPulse crypto portfolio API. No OAuth, no complex setup.
REST API for real-time prediction market arbitrage detection. Scans 12,000+ Polymarket markets. Free tier available. Built with FastAPI + Python.
Yahoo! YQL library.
Easy to use Bloomberg Desktop API wrapper in Python
Sextant is a local Python Financial Backtest app with a Streamlit interface. The core is a strict bar-by-bar event loop (MarketEvent → SignalEvent → OrderEvent → FillEvent) — fully deterministic, with a complete JSON audit trail of every event.
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