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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.
Quant trading framework by OctoBot. Write, backtest & automate Python trading strategies like TradingView Pine Script. Work in progress.
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.
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.
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.
Blazing fast Julia backtester.
Fast, Transparent Backtesting
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.
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.
Python client library to give traders, quants, and analysts access to forex macroeconomic data via the FXMacroData API.
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.
Realistic limit-order fill simulator for options credit/debit spreads. Engine-agnostic, data-source-agnostic.
Sextant is a local Python Financial Backtest app with a Streamlit interface. The core is a strict bar-by-bar event loop (MarketEvent → SignalEvent → OrderEvent → FillEvent) — fully deterministic, with a complete JSON audit trail of every event.