awesome-quant

Hyperliquid and Lighter market data through REST, WebSocket and replay, with a permanent free tier offering 50,000 credits per month, 15 requests per second and the most recent 30 days of history without a credit card.

Institutional holdings research with a free tier offering one year of holdings history and five AI questions per day, without a credit card.

Stock-research and portfolio-review API with 250 free calls per month without payment information.

Natural-language trading-strategy builder with backtesting and forward testing; a permanent free tier includes five backtests and 40 assistant messages per month without payment details, while live trading requires a paid plan.

Trading-signal validation service with a free browser-based Deflated Sharpe Ratio calculator requiring no account, alongside paid backtest validation and forensics.

Proprietary local backtesting and optimization CLI with a permanent free plan requiring no registration, limited to historical data through 2023-12-31; Pine Script export requires a paid plan.

Implementation of

All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.

Jupyter Notebooks and code for the book Artificial Intelligence in Finance (O'Reilly) by Yves Hilpisch.

Source code for Algorithmic Trading with Python (2020) by Chris Conlan.

A catalog of algorithmic trading libraries, frameworks, strategies, and educational materials.

Background and resources on Automatic Differentiation (AD) / Adjoint Algorithmic Differentitation (AAD).

US Treasury price quote math: parse and format 32nds quotes (105-16+), ticks, and basis points; zero dependencies.

A Python based library to model cashflow for structured product like Asset-backed securities (ABS) and Mortgage-backed securities (MBS).

This package includes pricing function for selected American call options with underlying assets that generate payouts.

Multi-factor quantitative stock analysis MCP server for US, HK, and CN A-share markets. Transparent 0-100 scoring from 40+ indicators. Listed on Official MCP Registry.

SOFR compounding-in-arrears per ARRC/ISDA conventions (lookback, observation shift, lockout) and the SOFR Index method; reproduces the NY Fed's published averages.

Credit Default Swap Functions.

Async Algorithmic Trading Engine.

Trading-strategy research framework with iterative proposal generation, backtesting, SQLite memory, holdout evaluation, walk-forward experiments, and experimental genetic-algorithm and differential-evolution optimizers.

Multi-agent LLM trading analysis where 12 AI agents (analysts, debaters, risk manager) debate stock picks in real-time, supporting US equities and China A-shares.

This is an execution engine for algo trading.

Library of 501 agentskills.io-format skills giving AI coding agents trading-infrastructure playbooks for order idempotency, look-ahead-bias elimination, kill switches, execution algorithms and point-in-time data, each with a standalone Python reference implementation and its own unittest suite.

MCP server returning composite crypto trade verdicts (direction, confidence, regime) across 5 perpetual-futures venues, with cross-venue funding-rate arbitrage and an on-chain Merkle-verified track record. Free tier.

API server for crypto and market data with technical indicators, on-chain analytics, and MCP access; includes x402 payment support for hosted endpoints.

AkShare is an elegant and simple financial data interface library for Python, built for human beings!

Terminal stock dashboard with keyless quotes, candlestick charts and portfolio tracking, plus optional news and SEC filing views powered by the AlphAI API.

CLI + MCP server for SEC 13F institutional holdings, Form 4 insider trading, and smart money convergence signals (tickers where hedge funds and company insiders are both buying). Free anonymous tier, no signup required.

A python wrapper for Alpha Vantage API for financial data.

A-share daily-bar data immunity: cleaning, board-aware price limits (ST date-aware), suspensions, audits, SHA-256 snapshots and evidence-tracked repair.

Pre-analyzed financial news via REST API and MCP for AI agents: per-ticker impact and sentiment, a category, and a 1-10 relevance score on every story, plus structured SEC Form 4 insider data. Free tier, no card.

Sentiment analysis and report generation package for financial assets and securities utilizing GPT models.

LLM-powered A-share stock analysis via P2P agent collaboration. Technical analysis (MA60, volume-price patterns, golden eye), deep research reports using proprietary methodology, and market state summaries. Analysis logic stays private via Skill-as-API protocol.

Local research workbench that a coding agent drives from one sentence: dated US large-cap research positions bounded by each date's information cutoff, SEC-filing evidence review, and an investment committee that changes no numbers.

Agent-native quantitative research harness with plugin-based tasks for data processing, factor analysis, model training, and backtesting, traceable artifacts, and CLI and web interfaces.

Agent-native quantitative research toolkit for DeepSeek Harness: 46 tools across data, alpha, ML, risk, execution and ecosystem domains, with an end-to-end research pipeline.

Local-first AI research workbench for China A-shares: unified market overview, theme radar, limit-up ladder and sentiment-cycle analysis, AI stock reports, portfolio inspection, and agent-based collection of post-market commentary with evidence tracing.

Performance analysis of predictive alpha factors.

Performance analysis of predictive (alpha) stock factors.

AI skills for quantitative factor research: discover, evaluate, mine, backtest, and monitor factors through any AI coding assistant. Supports A-share, HK, and US markets.

Covariance matrix estimation via factor models.

Open-source algorithm that scores two US-listed companies against each other on 8 fundamentals computed directly from SEC EDGAR XBRL data (10-K/10-Q); live comparison tool at duelstocks.com.