Awesome Quant

Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.

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.

A Python implementation of the rough Bergomi model.

A Python implementation of the rough Bergomi model.

Quantlib implementation in pure Julia

quant finance in pure haskell

R interface to the QuantLib library

Python interface to SDMX

Use Python like a spreadsheet!

Technical analysis of financial time series in Julia

Python interface to Brazilian Central Bank web services

Code repository for Pricing and Trading Interest Rate Derivatives

Common financial risk and performance metrics. Used by zipline and pyfolio.

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

Design of Risk Parity Portfolios

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

Aggregate trade data into user-defined candles using information driven rules

blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provides portfolio support for multi-asset class and multi-currency portfolios. Actively maintained and developed.

Kelly Criterion calculation

Quantitative factor research skills for AI coding assistants

XLLoop Excel Function (UDF) Server

No description.

A bunch of downloaders and parsers for data delivered from B3

No description.

Get meaningful OHLCV datasets

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

Flexible financial charts based on HTML5 canvas

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

Timeseries in Julia

A zero-alloc, compile-time hardened FIX engine built for sub-100ns execution.

This open-source, and convenient python tool is designed to calculate fair value of a stock for given revenue growth and free cash flow margin assumptions of a company. Users can run the tool in batch mode for multiple stock valuations in one go. Download the packaged application in the latest release!

R interface to Brazilian Central Bank web services

Data Analysis Studies on Value Investing

python module for currencies

Algo execution engine

Business days calculations and utilities

Writing financial contracts in Julia

[NOT ACTIVELY MAINTAINED] Tulipy - Financial Technical Analysis Indicator Library (Python bindings for Tulip Charts)

High performance, low-latency backtesting engine for testing quantitative trading strategies on historical and live data in Rust

Python package for timeseries analysis and manipulation

Crypto Exchange Orderflow Service for Building Footprint Candles

No description.

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

Leveraged Futures Exchange for Simulated Trading

Analysis of financial instruments

Modular, chainable sliding windows with various signal processing functions such as normalization, RSI, ROC and other technical indicators.

Python API for accessing Lake high frequency tick trades & order book data

A rust library for financial data analysis

QuantMinds Rough Volatility Workshop lectures

Open-source framework for agentic quantitative finance research.