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Fast, Transparent Backtesting

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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

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