Awesome Quant

R code for quantitative analysis in finance

Data source for stock data

Automated trading system for NOPE strategy over IBKR TWS

Univariate GARCH models in R

Python wrapper for Yahoo! Finance API.

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

This repository contains the source code and content for the website algotradinglib.com, focused on algorithmic trading and financial market analysis.

Cryptocurrency exchange API client for Julia

Distributed QuantLib

No description.

AI-Powered Quantitative Trading Engine — Evolve strategies with genetic algorithms

No description.

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

Supporting data package for the Portfolio Optimization Book

AI-powered trading research platform. Test any idea on stocks, futures, and crypto with event studies, backtesting, and statistical validation. MCP server with 8 tools. pip install varrd.

Currency conversion library for Julia

Package for time value of money calculation, time series analysis and computational finance

AI-powered trading research platform. Test any idea on stocks, futures, and crypto with event studies, backtesting, and statistical validation. MCP server with 8 tools. pip install varrd.

Fast Risks with QuantLib in Python

A dockerized Jupyter quant research environment.

Blazing fast Julia backtester.

No description.

Python client for Federal Reserve Bank of St. Louis API - FRED, ALFRED, GeoFRED and FRASER

High-Performance Automatic Differentiation for Python

📚 MesoSim's Strategy Library

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

Makes 'SimFin' data (https://simfin.com/) easily accessible in R.

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

Multivariate GARCH Models

Official CoinPaprika API Python client — coin prices, OHLCV, exchanges, and global market stats.

R interface to 'twelvedata' API

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

Get current exchange rate.

Zipline Extensions for QuantRocket

Example strategies for the QTradeX platfrom

Classes for analysing and implementing equity portfolios in R.

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

Simple command line tool to get stock ticker data

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.

Fast, Transparent Backtesting

No description.

A Julia quantitative portfolio analytics (risk / performance) via online algorithms

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.

A python implementation of the fast-reversion Heston model of Mechkov [2015, https://goo.gl/2awbrV], for FX purposes.

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 implementation of the fast-reversion Heston model of Mechkov [2015, https://goo.gl/2awbrV], for FX purposes.

A Python package for PME (Public Market Equivalent) calculation

Computation of Sparse Eigenvectors of a Matrix

Financial Market Building Blocks