Awesome Quant

Rust streaming primitives for real-time market data: exchange tick normalization (Binance, Coinbase, Alpaca, Polygon), WebSocket reconnect, lock-free SPSC ring buffer, OHLCV bars, order books, feed health and microstructure analytics (OFI, VPIN). On crates.io.

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

MCP server for real-time news with bias scoring, live stock/ETF/crypto data, AI options pricing, balanced news synthesis, and meme search. 10 tools, 5000+ sources, free tier.

63 deterministic quant computation tools for autonomous financial agents. Options, derivatives, risk, portfolio, statistics, crypto/DeFi, macro/FX, TVM. 1,000 free calls/day — no signup.

Reference and issue mirror for @spfunctions/cli, the SimpleFunctions sf command-line interface.

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

Manipulates Stock / ETF Data

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

Terminal ETF research & portfolio analytics via SEC EDGAR and IBKR

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.

Rapidly queries Yahoo Finance for multiple tickers and returns typed data for analysis

Financial information API for Python.

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.

Visualize OnlineTechnicalIndicators.jl using LightweightCharts.jl.

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.

credule

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.

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

No description.

options trading studies functions for use with options.data package and shiny

Demo code for direct Black-Scholes implied-volatility calculation from normalized call prices via the inverse-Gaussian quantile representation.

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

A Julia library that defines TimeFrame (essentially for resampling TimeSeries)

No description.

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

Bitcoin and macro market briefings for AI agents: trend signals, regimes, liquidity and ETF flows.

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.

Solo Crypto Quant Starter Kit

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.

REST API for real-time prediction market arbitrage detection. Scans 12,000+ Polymarket markets. Free tier available. Built with FastAPI + Python.

No description.

Run predictions inside the database

high-performance Julia package for real-time resampling of financial market data

No description.

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

Free AI Stock Reports Delivered Daily — Wall Street-grade analysis for US, China & HK stocks. 100% free.

Yahoo! YQL library.

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