Awesome Quant

EDINET XBRL parsing library and MCP server for Japanese financial data

Zipline Extensions for QuantRocket

YQL-finance is a simple and fast Python API https://developer.yahoo.com/yql/console/. The API returns closing prices of stocks for the current period of time and current stock ticker (e.g. APPL, GOOGL). Stock prices: NASDAQ, SP&500, DAX, etc.

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)

High-fidelity synthetic financial data generator using Heston Stochastic Volatility and Jump Diffusion.

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

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.

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.

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.

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

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

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.

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.

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

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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VEROQ Python SDK — verified intelligence for AI agents. The truth protocol for agentic AI.