Awesome Quant

a cashflow engine wrapper for structured finance professionals

Self-tuning multi-agent AI trading system. 8-source signal fusion, Bull/Bear/Judge debate on Claude Opus 4.7, Kelly + ATR position sizing. Python · Kalshi + Polymarket adapters.

quantitative - Quantitative finance back testing library

Composite Indicators Framework for Business Cycle Analysis

Fixed income tools for R

🐋 Real-time whale trade tracker for Polymarket — get terminal alerts + Telegram notifications when smart money moves

The Thalesians' Python library

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

Design of Portfolio of Stocks to Track an Index

Jupyter notebooks que acompanham o livro "Modelos de Volatilidade para Derivativos"

No description.

Business Days Calculations and Utilities

An open and opinionated trading platform using productive & familiar open source libraries and tools for strategy research, execution and operation.

R & bitcoin integration

Julia wrapper for Lightweight Charts™ by TradingView

Python Interface to econdb.com API

TDAmeritrade for C# and DotNetCore

An open-source toolkit for quantitative analysis of crypto & stock markets, featuring an advanced market screener, portfolio backtester, and companion tools for the Gunbot trading bot.

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

Python interface to Bloomberg COM APIs

A Julia wrapper for TA-Lib

RL stock selection for China A-share — bundled polars-native factor library (105 Alpha101 + 191 GTJA Alpha191 = 296 factors), board-aware price limits, GPU train + ONNX CPU infer, MIT-licensed.

General Purpose Stock Extractors from Online Resources

Scala Quantitative Finance Library

Implemention of 101 formulaic alphas using qstrader

Javascript SDK for trading on cryptocurrency exchanges like FTX, OKX, Bybit, and more. Supports API data feeds and WebSocket. Built by the Compendium Team.

Computer program to automatically trade binary options martingale style

Quant trading framework by OctoBot. Write, backtest & automate Python trading strategies like TradingView Pine Script. Work in progress.

No description.

AI crypto trading bot with deep neural network (84.9% accuracy, 25 coins). BiLSTM + Attention trained on GPU. Bybit, Binance, OKX, Gate.io. Free cloud or self-hosted.

Time series and portfolio analytics for quantitative finance.

This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are organized by class, facilitating navigation and reference.

Risk tools for commodities trading and finance

QuantLib with AAD

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.

Repository for CRAN package GetHFData

Time series library for Julia

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.

A Julia package for quantitative finance

Covariance Matrix Estimation via Factor Models

Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658). This repository mirrors https://gitlab.com/NMOF/NMOF .

PriceHub: Unified Python Package for Collecting OHLC Prices from Binance, Bybit, OKX, Coinbase, Kraken APIs into a DataFrame

The Tidymodels Extension for GARCH models

Obtain pre market and after hours stock prices for a given symbol

Open-source investment analytics platform bridging academic research and retail finance. Features include portfolio risk decomposition [Fama-French Five Factor Model], retirement sustainability modeling [Block Bootstrap Monte Carlo], max drawdown/CVaR dashboards, and risk-return optimisation [Markowitz, Ledoit-Wolf] via an intuitive user interface.

Excel Addin for Haskell

R package for option pricing

QUANTAXIS事务性后台和前端网站

Julia Incremental Technical Analysis Indicators (inspired by talipp)

Formula workbooks for Node services: edit inputs, recalculate formulas, read outputs, persist WorkPaper JSON, and expose MCP tools.