Awesome Quant

Risk tools for commodities trading and finance

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, Yahoo Finance data.

Market-making strategy that placed #2 in Paradigm's Prediction Market Challenge. 110 iterations, 8 hours.

Distributed QuantLib

High-Performance Automatic Differentiation for Python

Skill-as-API: P2P agent collaboration over XMTP. Call remote skills without exposing code. E2E encrypted, revocable trust, async delegation. Zero deps.

Systematic options trading intelligence for small accounts. Create desks in your portfolio, allocate capital and risk appetite at Desk Level. Every trade generated by system is specific for the desk keeping in mind capital allocation, risk limits, position sizing

EDINET XBRL parsing library and MCP server for Japanese financial data

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

Official DexPaprika Python SDK: Pythonic access to cross-chain DEX data, prices, and pools with type hints and caching.

e-Stat API client and MCP server for Japanese government statistics (政府統計の総合窓口)

Terminal ETF research & portfolio analytics via SEC EDGAR and IBKR

Automatic discovery of non-trivial statistical truths from 500+ public time series — mutual information, Granger causality, FDR correction

Python client library to give traders, quants, and analysts access to forex macroeconomic data via the FXMacroData API.

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.

Binance USDT-M futures scanner — 57 indicators × 12 timeframes + futures-microstructure/regime/MTF overlays, whale-divergence filter, one consensus verdict per symbol. Desktop (Python + React "Depth Terminal") & Android (Compose). Public data only, no keys.

Yet another backtesting engine

Trading terminal for macOS. Scans 3 375 symbols across 12 timeframes to surface what's moving together. Tauri + Python + React. Open source, runs on your machine.

Python SDK for the FlashAlpha options analytics API — live options screener, gamma exposure (GEX), DEX/VEX/CHEX, options flow, 0DTE, VRP, volatility surfaces, greeks

MCP server for TDNET timely disclosures (適時開示) — earnings, dividends, M&A, buybacks from Tokyo Stock Exchange

No description.

Python package for Swiss financial data

Cent-accurate mortgage amortization schedules for Python — validated against CFPB, Fannie Mae, textbooks, and real-world published examples.

Distributional crypto-return forecasting via Wasserstein-geodesic extrapolation in quantile-function space. WGeo family wins 12/12 (asset × horizon) cells over 6.75y walk-forward CRPS vs GARCH and classical baselines. v0.4.

Local-first backtesting engine with built-in overfitting detection. Asset-class agnostic. MCP-native.

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.

Realistic limit-order fill simulator for options credit/debit spreads. Engine-agnostic, data-source-agnostic.

Simple Python SDK for the CoinPulse crypto portfolio API. No OAuth, no complex setup.

Tracker for U.S. public-company equity stakes in Anthropic and OpenAI. Built from primary SEC filings, court records, and press releases. Each row confidence-tagged (V/P/S).

Async Python connector for Binance SPOT FIX testing, latency research, and feed/session comparison

Official Python SDK for source-timestamped OilPriceAPI energy data with typed recovery and executable capability metadata

Python client for the FilingFirehose SEC EDGAR API — body-text-parsed 8-Ks, activist 13Ds, ATM offerings.