Awesome Quant

Quantitative Finance tools

Python SDK for IEX Cloud

low code backtesting library utilizing polars and technical analysis indicators

A Python package for aggregating and normalizing historical data from popular and free financial APIs.

talipp - incremental technical analysis library for python

Library for fitting the LPPLS model to data.

High-performance technical analysis indicators and backtesting framework in TypeScript. Zero dependencies. ✨ See how! 👀

Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models

QLNet C# Library

Python interface to IEX and IEX cloud APIs

A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full curveset construction with market standard optimisers and automatic differentiation (AD) and risk sensitivity calculations including delta and cross-gamma.

Technical analysis and other functions to construct technical trading rules with R

Fast and scalable construction of risk parity portfolios

Python client for interacting with the Tiingo Financial Data API (stock ticker and news data)

A backtester and spreadsheet library for stocks and ETFs

Forex algorithmic trading framework using OANDA REST API.

Financial market technical analysis & indicators in Julia

Pipeline Extension for Live Trading

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

Quantitative systematic trading strategy development and backtesting in Julia

High performance order matching engine

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

Use Python like a spreadsheet!

Python interface to Brazilian Central Bank web services

From Idea to Execution - Manage your trading operation across a distributed cluster

A bunch of downloaders and parsers for data delivered from B3

Flexible financial charts based on HTML5 canvas

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

Writing financial contracts in Julia

Open-source framework for agentic quantitative finance research.

Fixed income tools for R

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

tessa – simple, hassle-free access to price information of financial assets

Risk tools for commodities trading and finance

Open-source AI trading signal engine with a public, inspectable outcome ledger. Our own signals lose money on average after modeled costs — we publish every row anyway. Multi-timeframe TA, backtester, paper trading, Telegram/Discord alerts. Self-hosted, Next.js + PostgreSQL, MIT.

Julia Incremental Technical Analysis Indicators (inspired by talipp)

R package with helper functions for developers and researchers familiar with Tidy Finance

MCP server for Chart Library — visual chart pattern search engine. Find similar historical stock charts and see what happened next.

EDINET XBRL parsing library and MCP server for Japanese financial data

Classes for analysing and implementing equity portfolios in R.

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

Fast, Transparent Backtesting

Rust crate of validated, decimal-precise trading building blocks: price types, L2 order book, tick-to-OHLCV aggregation, hundreds of streaming indicators, position ledger, risk rules, Black-Scholes Greeks and a walk-forward backtester. On crates.io.

C++20 research implementation of special-relativistic geometry on OHLCV market data: Lorentz factors, spacetime-interval regime labels, Christoffel symbols and geodesic-deviation signals, with SIMD kernels, Python validation scripts and a LaTeX paper.

A Python package for PME (Public Market Equivalent) calculation

Financial Market Building Blocks

Rust streaming primitives for real-time market data: exchange tick normalization (Binance, Coinbase, Alpaca, Polygon), WebSocket reconnect, lock-free SPSC ring buffer, OHLCV bars, order books, feed health and microstructure analytics (OFI, VPIN). On crates.io.

63 deterministic quant computation tools for autonomous financial agents. Options, derivatives, risk, portfolio, statistics, crypto/DeFi, macro/FX, TVM. 1,000 free calls/day — no signup.

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

Financial Market Intelligence MCP Server — stock quotes, technical analysis, crypto data, and portfolio insights for AI agents