- [numpy](https://www.numpy.org) - `Python` - NumPy is the fundamental package for scientific computing with Python. [GitHub](https://github.com/numpy/numpy)
- [scipy](https://www.scipy.org) - `Python` - SciPy (pronounced “Sigh Pie”) is a Python-based ecosystem of open-source software for mathematics, science, and engineering. [GitHub](https://github.com/scipy/scipy)
- [pandas](https://pandas.pydata.org) - `Python` - pandas is an open source, BSD-licensed library providing high-performance, easy-to-use data structures and data analysis tools for the Python programming language. [GitHub](https://github.com/pandas-dev/pandas)
- [polars](https://docs.pola.rs/) - `Python` - Polars is a blazingly fast DataFrame library for manipulating structured data. [GitHub](https://github.com/pola-rs/polars)
- [sympy](https://www.sympy.org/) - `Python` - SymPy is a Python library for symbolic mathematics. [GitHub](https://github.com/sympy/sympy)
- [pymc3](https://docs.pymc.io/) - `Python` - Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Theano. [GitHub](https://github.com/pymc-devs/pymc)
- [modelx](https://docs.modelx.io/) - `Python` - Python reimagination of spreadsheets as formula-centric objects that are interoperable with pandas. [GitHub](https://github.com/fumitoh/modelx)
- [CRNG](https://github.com/brotto/crng) - `Python` - Contingency Random Number Generator that produces random numbers with real financial market statistical signatures (fat tails, volatility clustering, kurtosis). Matches 86% of real market metrics vs 14% for NumPy.
- [xts](https://github.com/joshuaulrich/xts) - `R` - eXtensible Time Series: Provide for uniform handling of R's different time-based data classes by extending zoo, maximizing native format information preservation and allowing for user level customization and extension, while simplifying cross-class interoperability.
- [data.table](https://github.com/Rdatatable/data.table) - `R` - Extension of data.frame: Fast aggregation of large data (e.g. 100GB in RAM), fast ordered joins, fast add/modify/delete of columns by group using no copies at all, list columns and a fast file reader (fread). Offers a natural and flexible syntax, for faster development.
- [sparseEigen](https://github.com/dppalomar/sparseEigen) - `R` - Sparse principal component analysis.
- [TSdbi](http://tsdbi.r-forge.r-project.org/) - `R` - Provides a common interface to time series databases.
- [tseries](https://cran.r-project.org/web/packages/tseries/index.html) - `R` - Time Series Analysis and Computational Finance.
- [zoo](https://cran.r-project.org/web/packages/zoo/index.html) - `R` - S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered Observations).
- [tis](https://cran.r-project.org/web/packages/tis/index.html) - `R` - Functions and S3 classes for time indexes and time indexed series, which are compatible with FAME frequencies.
- [tfplot](https://cran.r-project.org/web/packages/tfplot/index.html) - `R` - Utilities for simple manipulation and quick plotting of time series data.
- [tframe](https://cran.r-project.org/web/packages/tframe/index.html) - `R` - A kernel of functions for programming time series methods in a way that is relatively independently of the representation of time.
- [Temporal.jl](https://github.com/dysonance/Temporal.jl) - `Julia` - Flexible and efficient time series class & methods.
- [StochVolModels](https://github.com/ArturSepp/StochVolModels) - `Python` - Pricing analytics and Monte Carlo simulation for stochastic volatility models, including the log-normal SV model and the Heston model.
- [QuantPy](https://github.com/jsmidt/QuantPy) - `Python` - A framework for quantitative finance In python.
- [Finance-Python](https://github.com/alpha-miner/Finance-Python) - `Python` - Python tools for Finance.
- [ffn](https://github.com/pmorissette/ffn) - `Python` - A financial function library for Python.
- [pynance](https://github.com/GriffinAustin/pynance) - `Python` - Lightweight Python library for assembling and analyzing financial data.
- [tia](https://github.com/bpsmith/tia) - `Python` - Toolkit for integration and analysis.
- [pysabr](https://github.com/ynouri/pysabr) - `Python` - SABR model Python implementation.
- [FinancePy](https://github.com/domokane/FinancePy) - `Python` - A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
- [willowtree](https://github.com/federicomariamassari/willowtree) - `Python` - Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.
- [financial-engineering](https://github.com/federicomariamassari/financial-engineering) - `Python` - Applications of Monte Carlo methods to financial engineering projects, in Python.
- [optlib](https://github.com/dbrojas/optlib) - `Python` - A library for financial options pricing written in Python.
- [Q-Fin](https://github.com/RomanMichaelPaolucci/Q-Fin) - `Python` - A Python library for mathematical finance.
- [Quantsbin](https://github.com/quantsbin/Quantsbin) - `Python` - Tools for pricing and plotting of vanilla option prices, greeks and various other analysis around them.
- [finoptions](https://github.com/bbcho/finoptions-dev) - `Python` - Complete python implementation of R package fOptions with partial implementation of fExoticOptions for pricing various options.
- [AbsBox](https://github.com/yellowbean/AbsBox) - `Python` - A Python based library to model cashflow for structured product like Asset-backed securities (ABS) and Mortgage-backed securities (MBS).
- [mortgagemath](https://github.com/murraystokely/mortgagemath) - `Python` - Cent-accurate mortgage amortization schedules with Decimal arithmetic and published-source validation across six countries.
- [Intrinsic-Value-Calculator](https://github.com/akashaero/Intrinsic-Value-Calculator) - `Python` - A Python tool for quick calculations of a stock's fair value using Discounted Cash Flow analysis.
- [Kelly-Criterion](https://github.com/deltaray-io/kelly-criterion) - `Python` - Kelly Criterion implemented in Python to size portfolios based on J. L. Kelly Jr's formula.
- [rateslib](https://github.com/attack68/rateslib) - `Python` - A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps.
- [fypy](https://github.com/jkirkby3/fypy) - `Python` - Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.
- [Pyderivatives](https://github.com/Julian-Beatty/Pyderivatives) - `Python` - Toolkit for option pricing, implied volatility surfaces, risk-neutral densities, and pricing kernel surfaces with support for advanced models including Heston, Kou, and Bates.
- [quantra](https://github.com/joseprupi/quantraserver) - `Python` - High-performance pricing engine built on QuantLib. It exposes QuantLib's functionality through gRPC and REST APIs, enabling distributed computations with FlatBuffers serialization.
- [optionlab](https://github.com/rgaveiga/optionlab) - `Python` - A Python library for evaluating option trading strategies.
- [QuantOracle](https://github.com/QuantOracledev/quantoracle) - `Python` - Free quant finance API with 63 deterministic endpoints + 15 free interactive calculators at [quantoracle.dev](https://quantoracle.dev). Options pricing with full Greeks, Monte Carlo, Kelly, VaR, Sharpe, CAGR, crypto liquidation, impermanent loss, plus live crypto volatility/funding data and 24/7 position monitoring with webhook alerts. 1,000 free calls/day, no API key.
- [implied-expectations](https://github.com/Keenan-ux/implied-expectations) - `Python` - Reverse DCF that solves for the revenue growth, duration, and operating margin a stock price implies, from SEC EDGAR fundamentals.
- [sde](https://cran.r-project.org/web/packages/sde/index.html) - `R` - Simulation and Inference for Stochastic Differential Equations.
- [YieldCurve](https://cran.r-project.org/web/packages/YieldCurve/index.html) - `R` - Modelling and estimation of the yield curve.
- [SmithWilsonYieldCurve](https://cran.r-project.org/web/packages/SmithWilsonYieldCurve/index.html) - `R` - Constructs a yield curve by the Smith-Wilson method from a table of LIBOR and SWAP rates.
- [ycinterextra](https://cran.r-project.org/web/packages/ycinterextra/index.html) - `R` - Yield curve or zero-coupon prices interpolation and extrapolation.
- [AmericanCallOpt](https://cran.r-project.org/web/packages/AmericanCallOpt/index.html) - `R` - This package includes pricing function for selected American call options with underlying assets that generate payouts.
- [VarSwapPrice](https://cran.r-project.org/web/packages/VarSwapPrice/index.html) - `R` - Pricing a variance swap on an equity index.
- [RND](https://cran.r-project.org/web/packages/RND/index.html) - `R` - Risk Neutral Density Extraction Package.
- [LSMonteCarlo](https://cran.r-project.org/web/packages/LSMonteCarlo/index.html) - `R` - American options pricing with Least Squares Monte Carlo method.
- [OptHedging](https://cran.r-project.org/web/packages/OptHedging/index.html) - `R` - Estimation of value and hedging strategy of call and put options.
- [tvm](https://cran.r-project.org/web/packages/tvm/index.html) - `R` - Time Value of Money Functions.
- [derivmkts](https://cran.r-project.org/web/packages/derivmkts/index.html) - `R` - Functions and R Code to Accompany Derivatives Markets. [GitHub](https://github.com/rmcd1024/derivmkts)
- [FinCal](https://github.com/felixfan/FinCal) - `R` - Package for time value of money calculation, time series analysis and computational finance.
- [r-quant](https://github.com/artyyouth/r-quant) - `R` - R code for quantitative analysis in finance.
- [options.studies](https://github.com/taylorizing/options.studies) - `R` - options trading studies functions for use with options.data package and shiny.
- [fmbasics](https://github.com/imanuelcostigan/fmbasics) - `R` - Financial Market Building Blocks.
- [R-fixedincome](https://github.com/wilsonfreitas/R-fixedincome) - `R` - Fixed income tools for R.
- [QuantLib.jl](https://github.com/pazzo83/QuantLib.jl) - `Julia` - Quantlib implementation in pure Julia.
- [Ito.jl](https://github.com/aviks/Ito.jl) - `Julia` - A Julia package for quantitative finance.
- [Miletus.jl](https://github.com/JuliaComputing/Miletus.jl) - `Julia` - A financial contract definition, modeling language, and valuation framework.
- [Strata](http://strata.opengamma.io/) - `Java` - Modern open-source analytics and market risk library designed and written in Java. [GitHub](https://github.com/OpenGamma/Strata)
- [JQuantLib](https://github.com/frgomes/jquantlib) - `Java` - JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java.
- [finmath.net](http://finmath.net) - `Java` - Java library with algorithms and methodologies related to mathematical finance. [GitHub](https://github.com/finmath/finmath-lib)
- [hagan-sabr](https://github.com/moshejs/hagan-sabr) - `TypeScript` - SABR stochastic-volatility model (Hagan 2002 lognormal/normal expansions, Obłój correction, smile calibration); zero dependencies, matches QuantLib's sabrVolatility to 1e-9.
- [svi-vol-surface](https://github.com/moshejs/svi-vol-surface) - `TypeScript` - Gatheral SVI volatility surface (raw/natural/jump-wings), butterfly and calendar arbitrage checks, slice calibration; zero dependencies.
- [compounded-sofr](https://github.com/moshejs/compounded-sofr) - `TypeScript` - SOFR compounding-in-arrears per ARRC/ISDA conventions (lookback, observation shift, lockout) and the SOFR Index method; reproduces the NY Fed's published averages.
- [day-count-conventions](https://github.com/moshejs/day-count) - `TypeScript` - ISDA 2006 day-count conventions (30/360 family, ACT/360, ACT/365F, ACT/ACT ISDA and ICMA); zero dependencies.
- [tips-index-ratio](https://github.com/moshejs/tips-index-ratio) - `TypeScript` - US TIPS inflation math per 31 CFR 356 Appendix B (reference-CPI interpolation, index ratios); reproduces TreasuryDirect's published values.
- [32nds](https://github.com/moshejs/32nds) - `TypeScript` - US Treasury price quote math: parse and format 32nds quotes (105-16+), ticks, and basis points; zero dependencies.
- [lppls](https://github.com/Boulder-Investment-Technologies/lppls) - `Python` - A Python module for fitting the [Log-Periodic Power Law Singularity (LPPLS)](https://en.wikipedia.org/wiki/Didier_Sornette#The_JLS_and_LPPLS_models) model.
- [bta-lib](https://github.com/mementum/bta-lib) - `Python` - Technical Analysis library in pandas for backtesting algotrading and quantitative analysis.
- [TuneTA](https://github.com/jmrichardson/tuneta) - `Python` - TuneTA optimizes technical indicators using a distance correlation measure to a user defined target feature such as next day return.
- [TALib.jl](https://github.com/femtotrader/TALib.jl) - `Julia` - A Julia wrapper for TA-Lib.
- [Indicators.jl](https://github.com/dysonance/Indicators.jl) - `Julia` - Financial market technical analysis & indicators on top of Temporal.
- [TechnicalIndicatorCharts.jl](https://github.com/g-gundam/TechnicalIndicatorCharts.jl) - `Julia` - Visualize OnlineTechnicalIndicators.jl using LightweightCharts.jl.
- [MarketTechnicals.jl](https://github.com/JuliaQuant/MarketTechnicals.jl) - `Julia` - Technical analysis of financial time series on top of TimeSeries.
- [OnlineTechnicalIndicators.jl](https://github.com/femtotrader/OnlineTechnicalIndicators.jl) - `Julia` - Julia Technical Analysis Indicators via online algorithms.
- [ta4j](https://github.com/ta4j/ta4j) - `Java` - A Java library for technical analysis.
- [IndicatorTS](https://github.com/cinar/indicatorts) - `JavaScript` - Indicator is a TypeScript module providing various stock technical analysis indicators, strategies, and a backtest framework for trading.
- [chart-patterns](https://github.com/focus1691/chart-patterns) - `JavaScript` - Technical analysis library for Market Profile, Volume Profile, Stacked Imbalances and High Volume Node indicators.
- [orderflow](https://github.com/focus1691/orderflow) - `JavaScript` - Orderflow trade aggregator for building Footprint Candles from exchange websocket data.
- [IndicatorGo](https://github.com/cinar/indicator) - `Golang` - IndicatorGo is a Golang module providing various stock technical analysis indicators, strategies, and a backtest framework for trading.
- [TradeAggregation](https://github.com/MathisWellmann/trade_aggregation-rs) - `Rust` - Aggregate trades into user-defined candles using information driven rules.
- [SlidingFeatures](https://github.com/MathisWellmann/sliding_features-rs) - `Rust` - Chainable tree-like sliding windows for signal processing and technical analysis.
- [fin-primitives](https://github.com/Mattbusel/fin-primitives) - `Rust` - Financial market primitives in Rust: Price/Quantity/Symbol newtypes, BTreeMap order book, OHLCV aggregation, SMA/EMA/RSI indicators, position ledger with PnL, and composable risk monitor.
- [Wickra](https://github.com/wickra-lib/wickra) - `Rust``Python``JavaScript``C++``C#``Golang``Java``R` - Streaming-first technical-analysis library with a Rust core: 514 indicators updating in O(1) per tick, with bit-exact batch-vs-streaming results.
- [rulelint](https://github.com/momoddo/rulelint) - `Python` - Linter for mechanical trading-rule conditions: replays every condition over historical bars to catch look-ahead levels, dead branches that can never fire, and regime-drifted absolute thresholds before you trust a backtest.
- [FAIG](https://github.com/tg12/FAIG) - `Python` - Fully automated trading bot for the IG Index platform (spread betting and CFDs), supporting demo and live accounts.
- [quantify](https://github.com/Zhanghanser/quantify) - `Python` - Binance-style trading terminal with multi-strategy backtesting and a real-time, signal-only decision desk for crypto, A-shares, and US stocks.
- [alpha-forge-mcp](https://github.com/alforge-labs/alpha-forge-mcp) - `Python` - MCP server wrapping the AlphaForge CLI for AI-agent-native backtesting, Optuna TPE optimization, and walk-forward testing of trading strategies from Claude Desktop, Cursor, or Claude Code.
- [capitalcom-cli](https://github.com/SimonTarara62/capitalcom-cli) - `Python` - Unofficial CLI and async SDK for the Capital.com broker API: market data, guarded order execution, and real-time streaming.
- [Inalpha](https://github.com/mirror29/inalpha) - `Python``TypeScript` - Conversational multi-agent quant framework where agents rank currently-effective factors for entry timing (time-series rank IC), write complete strategy code that passes sandboxed audit before backtesting, and evolve strategies under multi-objective fitness; every order requires machine approval and the LLM never has a direct order path.
- [mx-trader-bridge](https://github.com/27dream/mx-trader-bridge) - `Python` - AI auto-trading bridge for East Money's miaoxiang (妙想) China A-share simulation platform; BYOK multi-LLM (OpenAI/DeepSeek/Moonshot/GLM/Qwen) decision brain → automated order placement via miaoxiang API, with daily cron review and weekly AI reflection.
- [AI Quant Agents](https://github.com/demandai/ai-quant-agents) - `Python` - 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.
- [TradeSight](https://github.com/rmbell09-lang/tradesight) - `Python` - Self-hosted AI trading platform with strategy evolution, technical analysis, backtesting, and paper trading via Alpaca.
- [Orallexa](https://github.com/alex-jb/orallexa-ai-trading-agent) - `Python` - AI trading operating system with 9 ML models (RF, XGBoost, EMAformer, MOIRAI-2, Chronos-2, DDPM, PPO RL, GNN, LR) ranked by Sharpe ratio, Claude AI synthesis with dual-tier routing (~$0.003/analysis), real-time Next.js dashboard, Alpaca paper trading, and 277 automated tests.
- [Vibe-Trading](https://github.com/HKUDS/Vibe-Trading) - `Python` - Natural-language multi-agent finance research agent with 29 swarm presets, 70 skills, and 28 auto-discovered tools; 7 backtest engines covering A-shares/US/Crypto/Futures/Forex/Options plus a cross-market CompositeEngine with shared capital pool; 5-source auto-fallback data layer (tushare/okx/yfinance/akshare/ccxt); 17-tool MCP server; includes trade-journal behavioral diagnostics for 同花顺/东财/富途 exports.
- [DeepAlpha](https://deepalphabot.com) - `Python` - AI crypto trading bot for Bybit with 70.9% walk-forward validated accuracy on out-of-sample data, LightGBM + XGBoost ensemble with 72 ML features. [GitHub](https://github.com/stefanoviana/deepalpha)
- [the0](https://github.com/alexanderwanyoike/the0) - `Python` - Self-hosted execution engine for algorithmic trading bots. Write strategies in Python, TypeScript, Rust, C++, C#, Scala, or Haskell and deploy with one command. Each bot runs in an isolated container with scheduled or streaming execution.
- [Lumibot](https://github.com/Lumiwealth/lumibot) - `Python` - Algorithmic trading framework where the same code runs for backtesting and live trading across stocks, options, crypto, futures, and forex with multiple brokers including Alpaca, Interactive Brokers, Tradier, and Schwab.
- [QuantSoftware Toolkit](https://github.com/QuantSoftware/QuantSoftwareToolkit) - `Python` - Python-based open source software framework designed to support portfolio construction and management.
- [quantitative](https://github.com/jeffrey-liang/quantitative) - `Python` - Quantitative finance, and backtesting library.
- [analyzer](https://github.com/llazzaro/analyzer) - `Python` - Python framework for real-time financial and backtesting trading strategies.
- [bt](https://github.com/pmorissette/bt) - `Python` - Flexible Backtesting for Python.
- [pybacktest](https://github.com/ematvey/pybacktest) - `Python` - Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier.
- [basana](https://github.com/gbeced/basana) - `Python` - A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies.
- [algobroker](https://github.com/joequant/algobroker) - `Python` - This is an execution engine for algo trading.
- [finmarketpy](https://github.com/cuemacro/finmarketpy) - `Python` - Python library for backtesting trading strategies and analyzing financial markets.
- [binary-martingale](https://github.com/metaperl/binary-martingale) - `Python` - Computer program to automatically trade binary options martingale style.
- [fooltrader](https://github.com/foolcage/fooltrader) - `Python` - the project using big-data technology to provide an uniform way to analyze the whole market.
- [zvt](https://github.com/zvtvz/zvt) - `Python` - the project using sql, pandas to provide an uniform and extendable way to record data, computing factors, select securities, backtesting, realtime trading and it could show all of them in clearly charts in realtime.
- [pylivetrader](https://github.com/alpacahq/pylivetrader) - `Python` - zipline-compatible live trading library.
- [pipeline-live](https://github.com/alpacahq/pipeline-live) - `Python` - zipline's pipeline capability with IEX for live trading.
- [zipline-extensions](https://github.com/quantrocket-llc/zipline-extensions) - `Python` - Zipline extensions and adapters for QuantRocket.
- [moonshot](https://github.com/quantrocket-llc/moonshot) - `Python` - Vectorized backtester and trading engine for QuantRocket based on Pandas.
- [pyqstrat](https://github.com/abbass2/pyqstrat) - `Python` - A fast, extensible, transparent python library for backtesting quantitative strategies.
- [NowTrade](https://github.com/edouardpoitras/NowTrade) - `Python` - Python library for backtesting technical/mechanical strategies in the stock and currency markets.
- [pinkfish](https://github.com/fja05680/pinkfish) - `Python` - A backtester and spreadsheet library for security analysis.
- [PRISM-INSIGHT](https://github.com/dragon1086/prism-insight) - `Python` - AI-powered stock analysis system with 13 specialized agents, automated trading via KIS API, supporting Korean & US markets.
- [FinClaw](https://github.com/NeuZhou/finclaw) - `Python` - AI-powered financial intelligence engine with 8 master strategies across US, CN, and HK markets. Multi-agent architecture with +29.1% annual alpha. 227 tests.
- [jquantstats](https://github.com/Jebel-Quant/jquantstats) - `Python` - Modern variation of quantstats, with additional features and performance improvements.
- [algorithmic-trading-with-python](https://github.com/chrisconlan/algorithmic-trading-with-python) - `Python` - Free `pandas` and `scikit-learn` resources for trading simulation, backtesting, and machine learning on financial data.
- [Qlib](https://github.com/microsoft/qlib) - `Python` - An AI-oriented Quantitative Investment Platform by Microsoft. Full ML pipeline of data processing, model training, back-testing; and covers the entire chain of quantitative investment: alpha seeking, risk modeling, portfolio optimization, and order execution.
- [machine-learning-for-trading](https://github.com/stefan-jansen/machine-learning-for-trading) - `Python` - Code and resources for Machine Learning for Algorithmic Trading.
- [AlphaPy](https://github.com/ScottfreeLLC/AlphaPy) - `Python` - Automated Machine Learning [AutoML] with Python, scikit-learn, Keras, XGBoost, LightGBM, and CatBoost.
- [jesse](https://github.com/jesse-ai/jesse) - `Python` - An advanced crypto trading bot written in Python.
- [FinRL-Library](https://github.com/AI4Finance-LLC/FinRL-Library) - `Python` - A Deep Reinforcement Learning Library for Automated Trading in Quantitative Finance. NeurIPS 2020.
- [bulbea](https://github.com/achillesrasquinha/bulbea) - `Python` - Deep Learning based Python Library for Stock Market Prediction and Modelling.
- [ib_nope](https://github.com/ajhpark/ib_nope) - `Python` - Automated trading system for NOPE strategy over IBKR TWS.
- [OctoBot](https://github.com/Drakkar-Software/OctoBot) - `Python` - Open source cryptocurrency trading bot for high frequency, arbitrage, TA and social trading with an advanced web interface.
- [OpenFinClaw](https://github.com/cryptoSUN2049/openFinclaw) - `Python``Rust` - AI-native hedge fund platform: natural language strategy generation, Rust backtesting engine, multi-market execution, and self-evolving strategy pipeline with community leaderboard.
- [Stock-Prediction-Models](https://github.com/huseinzol05/Stock-Prediction-Models) - `Python` - Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations.
- [AutoTrader](https://github.com/kieran-mackle/AutoTrader) - `Python` - A Python-based development platform for automated trading systems - from backtesting to optimization to livetrading.
- [fast-trade](https://github.com/jrmeier/fast-trade) - `Python` - A library built with backtest portability and performance in mind for backtest trading strategies.
- [qf-lib](https://github.com/quarkfin/qf-lib) - `Python` - QF-Lib is a Python library that provides high quality tools for quantitative finance.
- [tda-api](https://github.com/alexgolec/tda-api) - `Python` - Gather data and trade equities, options, and ETFs via TDAmeritrade.
- [vectorbt](https://github.com/polakowo/vectorbt) - `Python` - Find your trading edge, using a powerful toolkit for backtesting, algorithmic trading, and research.
- [pysystemtrade](https://github.com/robcarver17/pysystemtrade) - `Python` - pysystemtrade is the open source version of Robert Carver's backtesting and trading engine that implements systems according to the framework outlined in his book "Systematic Trading", which is further developed on his [blog](https://qoppac.blogspot.com/).
- [pytrendseries](https://github.com/rafa-rod/pytrendseries) - `Python` - Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.
- [PyLOB](https://github.com/DrAshBooth/PyLOB) - `Python` - Fully functioning fast Limit Order Book written in Python.
- [PyBroker](https://github.com/edtechre/pybroker) - `Python` - Algorithmic Trading with Machine Learning.
- [OctoBot Script](https://github.com/Drakkar-Software/OctoBot-Script) - `Python` - A quant framework to create cryptocurrencies strategies - from backtesting to optimization to livetrading.
- [hftbacktest](https://github.com/nkaz001/hftbacktest) - `Python` - A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.
- [flashalpha-fill-simulator](https://github.com/FlashAlpha-lab/flashalpha-fill-simulator) - `Python` - Realistic limit-order fill simulator for options credit/debit spreads with post-and-wait limits, stale-quote guards, deterministic same-bar tiebreaks, and a patient-then-cross exit; engine-agnostic and zero runtime dependencies.
- [Intelligent Trading Bot](https://github.com/asavinov/intelligent-trading-bot) - `Python` - Automatically generating signals and trading based on machine learning and feature engineering.
- [fastquant](https://github.com/enzoampil/fastquant) - `Python` - fastquant allows you to easily backtest investment strategies with as few as 3 lines of python code.
- [nautilus_trader](https://github.com/nautechsystems/nautilus_trader) - `Python``Rust` - A high-performance algorithmic trading platform and event-driven backtester.
- [YABTE](https://github.com/bsdz/yabte) - `Python` - Yet Another (Python) BackTesting Engine.
- [Trading Strategy](https://github.com/tradingstrategy-ai/getting-started) - `Python` - TradingStrategy.ai is a market data, backtesting, live trading and investor management framework for decentralised finance.
- [Hikyuu](https://github.com/fasiondog/hikyuu) - `Python``C++` - A base on Python/C++ open source high-performance quant framework for faster analysis and backtesting, contains the complete trading system components for reuse and combination.
- [rust_bt](https://github.com/jensnesten/rust_bt) - `Python` - A high performance, low-latency backtesting engine for testing quantitative trading strategies on historical and live data in Rust.
- [Gunbot Quant](https://github.com/GuntharDeNiro/gunbot-quant) - `Python` - Toolkit for quantitative trading analysis. It integrates an advanced market screener, a multi-strategy, multi-asset backtesting engine. Use with built-in GUI or through CLI.
- [StrateQueue](https://github.com/StrateQueue/StrateQueue) - `Python` - An open‑source, broker‑agnostic Python library that lets you seamlessly deploy strategies from any major backtesting engine to live (or paper) trading with zero code changes and built‑in safety controls.
- [QTradeX-AI-Agents](https://github.com/squidKid-deluxe/QTradeX-AI-Agents) - `Python` - Example strategies for the QTradeX platfrom.
- [QTradeX-Algo-Trading-SDK](https://github.com/squidKid-deluxe/QTradeX-Algo-Trading-SDK) - `Python` - AI-powered SDK featuring algorithmic trading, backtesting, deployment on 100+ exchanges, and multiple optimization engines.
- [antback](https://github.com/ts-kontakt/antback) - `Python` - A lightweight, event-loop-style backtest engine that allows a function-driven imperative style using efficient stateful helper functions and data containers.
- [VARRD](https://github.com/augiemazza/varrd) - `Python` - AI-powered trading edge discovery platform that validates trading ideas with event studies, statistical tests, and real market data. Web app, MCP server, CLI (`pip install varrd`), and Python SDK.
- [JIT-Optimization-Engine](https://github.com/cloudsealed/JIT-Optimization-Engine) - `Python` - High-performance analytical core using LLVM JIT (Numba) to process large-scale telemetry for quant diagnostics.
- [backtester-mcp](https://pypi.org/project/backtester-mcp/) - `Python` - Local-first backtesting engine with built-in overfitting checks (PBO, deflated Sharpe, bootstrap CI, walk-forward) and a native MCP server for AI agents. [GitHub](https://github.com/bcosm/backtester-mcp)
- [blotter](https://github.com/braverock/blotter) - `R` - Transaction infrastructure for defining instruments, transactions, portfolios and accounts for trading systems and simulation. Provides portfolio support for multi-asset class and multi-currency portfolios. Actively maintained and developed.
- [quantstrat](https://github.com/braverock/quantstrat) - `R` - Transaction-oriented infrastructure for constructing trading systems and simulation. Provides support for multi-asset class and multi-currency portfolios for backtesting and other financial research.
- [QUANTAXIS](https://github.com/yutiansut/quantaxis) - `Matlab` - Integrated Quantitative Toolbox with Matlab.
- [Fastback.jl](https://github.com/rbeeli/Fastback.jl) - `Julia` - Blazing fast Julia backtester.
- [Lucky.jl](https://github.com/oliviermilla/Lucky.jl) - `Julia` - Modular, asynchronous trading engine in pure Julia.
- [Strategems.jl](https://github.com/dysonance/Strategems.jl) - `Julia` - Quantitative systematic trading strategy development and backtesting.
- [ccxt](https://github.com/ccxt/ccxt) - `JavaScript``Python``PHP` - A JavaScript / Python / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges.
- [binance-fix-connector-python](https://github.com/AlexanderMerkel/binance-fix-connector-python) - `Python` - Async Python connector for Binance Spot FIX sessions with Order Entry, Market Data, and Drop Copy support.
- [Workbench](https://github.com/fremantle-industries/workbench) - `Elixir/Erlang` - From Idea to Execution - Manage your trading operation across a globally distributed cluster.
- [Prop](https://github.com/fremantle-industries/prop) - `Elixir/Erlang` - An open and opinionated trading platform using productive & familiar open source libraries and tools for strategy research, execution and operation.
- [Kelp](https://github.com/stellar/kelp) - `Golang` - Kelp is an open-source Golang algorithmic cryptocurrency trading bot that runs on centralized exchanges and Stellar DEX (command-line usage and desktop GUI).
- [TradeFrame](https://github.com/rburkholder/trade-frame) - `CPP` - C++ 17 based framework/library (with sample applications) for testing options based automated trading ideas using DTN IQ real time data feed and Interactive Brokers (TWS API) for trade execution. Comes with built-in [Option Greeks/IV](https://github.com/rburkholder/trade-frame/tree/master/lib/TFOptions) calculation library.
- [Hikyuu](https://github.com/fasiondog/hikyuu) - `Python``C++` - A base on Python/C++ open source high-performance quant framework for faster analysis and backtesting, contains the complete trading system components for reuse and combination. You can use python or c++ freely.
- [NexusFix](https://github.com/SilverstreamsAI/NexusFix) - `CPP` - C++23 FIX protocol engine with zero-copy parsing and SIMD acceleration, 3x faster than QuickFIX.
- [QuantConnect](https://github.com/QuantConnect/Lean) - `CSharp` - Lean Engine is an open-source fully managed C# algorithmic trading engine built for desktop and cloud usage.
- [StockSharp](https://github.com/StockSharp/StockSharp) - `CSharp` - Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).
- [TDAmeritrade.DotNetCore](https://github.com/NVentimiglia/TDAmeritrade.DotNetCore) - `CSharp` - Free, open-source .NET Client for the TD Ameritrade Trading Platform. Helps developers integrate TD Ameritrade API into custom trading solutions.
- [Sextant](https://github.com/raphaub-hub/SEXTANT) - `Python` - Local event-driven backtesting engine with no-code strategy builder and FRED vintage, ALFRED, yFinance support.
- [TradeClaw](https://github.com/naimkatiman/tradeclaw) - `Node.js``TypeScript` - Open-source self-hosted AI trading signal platform. Generates buy/sell signals using RSI, MACD, EMA, Bollinger Bands for forex, crypto and commodities. Deployable via Docker Compose. ([Demo](https://tradeclaw.win/dashboard))
- [ShowMe](https://github.com/nazmiefearmutcu/showMe) - `Python``Rust``TypeScript` - Open-source native macOS market cockpit. 12-timeframe consensus scan across 3370 symbols (crypto + equity + ETF + FX + commodity + bond), 23 technical indicators with per-market calibration, real WebSocket streaming. Tauri shell + Python sidecar (FastAPI) + React UI; 110+ exchanges via ccxt.
- [TBV1](https://github.com/nazmiefearmutcu/TRADING-BOT) - `Python` - Crypto perpetual-futures bot with a 7-tab web dashboard and a 15-indicator consensus engine voting across 12 timeframes (1m → 1d). Paper-mode by default. Includes packaged macOS reference build and Windows distribution.
- [VerumTrade](https://github.com/muye1202/VerumTrade) - `Python` - A reasoning & decision-trace visible Multi-agent LLM trading-research framework where bull/bear analysts debate each ticker and every decision cites the evidence it rests on.
- [AutoHypothesis](https://github.com/arteemg/AutoHypothesis) - `Python` - An agentic framework that mimics the real quant trading pipeline to find alpha: economic hypothesis, in-sample iteration, and out-of-sample validation.
- [skfolio](https://github.com/skfolio/skfolio) - `Python` - Python library for portfolio optimization built on top of scikit-learn. It provides a unified interface and sklearn compatible tools to build, tune and cross-validate portfolio models.
- [PyPortfolioOpt](https://github.com/robertmartin8/PyPortfolioOpt) - `Python` - Financial portfolio optimization in python, including classical efficient frontier and advanced methods.
- [OptimalPortfolios](https://github.com/ArturSepp/OptimalPortfolios) - `Python` - Optimisation analytics for constructing and backtesting optimal multi-asset portfolios: covariance estimation, rolling optimisation, and performance reporting in one pipeline.
- [Eiten](https://github.com/tradytics/eiten) - `Python` - Eiten is an open source toolkit by Tradytics that implements various statistical and algorithmic investing strategies such as Eigen Portfolios, Minimum Variance Portfolios, Maximum Sharpe Ratio Portfolios, and Genetic Algorithms based Portfolios.
- [etfray](https://github.com/alwank/etfray) - `Python` - Terminal-based ETF research and portfolio analytics application for holdings, exposure, concentration, margin, and risk workflows.
- [empyrical](https://github.com/quantopian/empyrical) - `Python` - Common financial risk and performance metrics.
- [fecon235](https://github.com/rsvp/fecon235) - `Python` - Computational tools for financial economics include: Gaussian Mixture model of leptokurtotic risk, adaptive Boltzmann portfolios.
- [finance](https://pypi.org/project/finance/) - `Python` - Financial Risk Calculations. Optimized for ease of use through class construction and operator overload.
- [visualize-wealth](https://github.com/benjaminmgross/visualize-wealth) - `Python` - Portfolio construction and quantitative analysis.
- [VisualPortfolio](https://github.com/wegamekinglc/VisualPortfolio) - `Python` - This tool is used to visualize the performance of a portfolio.
- [universal-portfolios](https://github.com/Marigold/universal-portfolios) - `Python` - Collection of algorithms for online portfolio selection.
- [FinQuant](https://github.com/fmilthaler/FinQuant) - `Python` - A program for financial portfolio management, analysis and optimization.
- [Empyrial](https://github.com/ssantoshp/Empyrial) - `Python` - Portfolio's risk and performance analytics and returns predictions.
- [risktools](https://github.com/bbcho/risktools-dev) - `Python` - Risk tools for use within the crude and crude products trading space with partial implementation of R's PerformanceAnalytics.
- [Riskfolio-Lib](https://github.com/dcajasn/Riskfolio-Lib) - `Python` - Portfolio Optimization and Quantitative Strategic Asset Allocation in Python.
- [empyrical-reloaded](https://github.com/stefan-jansen/empyrical-reloaded) - `Python` - Common financial risk and performance metrics. [empyrical](https://github.com/quantopian/empyrical) fork.
- [pyfolio-reloaded](https://github.com/stefan-jansen/pyfolio-reloaded) - `Python` - Portfolio and risk analytics in Python. [pyfolio](https://github.com/quantopian/pyfolio) fork.
- [fortitudo.tech](https://github.com/fortitudo-tech/fortitudo.tech) - `Python` - Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python.
- [quantitative-finance-tools](https://github.com/omichauhan-lgtm/quantitative-finance-tools) - `Python` - Library for portfolio optimization (MVO) and rigorous risk metrics (VaR/CVaR).
- [curistat](https://github.com/moxiespirit/MyClone/tree/main/volatility_platform) - `Python` - Futures volatility forecasting platform for ES/NQ. Proprietary CVN rating (1-10), regime detection (CRC composite), 8 directional signals, economic event impact analytics. Includes MCP server for AI agent integration.
- [Prop Trader Compass](https://otto-ships.github.io/prop-trader-compass/) - `Python` - Interactive risk and payout calculator for Futures and CFD traders; features one-time fee firm comparisons.
- [riskkit](https://github.com/HasibVortex369/riskkit) - `Python` - Framework-agnostic risk-management toolkit for systematic trading — position sizing, drawdown control, a composable stop engine, correlation limits, and portfolio exposure caps, with adapters for backtesting.py, freqtrade, and vectorbt.
- [sparseIndexTracking](https://github.com/dppalomar/sparseIndexTracking) - `R` - Portfolio design to track an index.
- [riskParityPortfolio](https://github.com/dppalomar/riskParityPortfolio) - `R` - Blazingly fast design of risk parity portfolios.
- [PortfolioAnalytics](https://github.com/braverock/PortfolioAnalytics) - `R` - Portfolio Analysis, Including Numerical Methods for Optimizationof Portfolios.
- [PerformanceAnalytics](https://github.com/braverock/PerformanceAnalytics) - `R` - Econometric tools for performance and risk analysis.
- [OnlinePortfolioAnalytics.jl](https://github.com/femtotrader/OnlinePortfolioAnalytics.jl) - `Julia` - A Julia quantitative portfolio analytics (risk / performance) via online algorithms.
- [RiskPerf.jl](https://github.com/rbeeli/RiskPerf.jl) - `Julia` - Quantitative risk and performance analysis package for financial time series powered by the Julia language.
- [portfolio-allocation](https://github.com/lequant40/portfolio_allocation_js) - `JavaScript` - PortfolioAllocation is a JavaScript library designed to help constructing financial portfolios made of several assets: bonds, commodities, cryptocurrencies, currencies, exchange traded funds (ETFs), mutual funds, stocks...
- [Ghostfolio](https://github.com/ghostfolio/ghostfolio) - `JavaScript` - Wealth management software to keep track of financial assets like stocks, ETFs or cryptocurrencies and make solid, data-driven investment decisions.
- [Alpha Skills](https://github.com/VernonOY/alpha-skills) - `Python` - 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.
- [FactorAnalytics](https://github.com/braverock/FactorAnalytics) - `R` - The FactorAnalytics package contains fitting and analysis methods for the three main types of factor models used in conjunction with portfolio construction, optimization and risk management, namely fundamental factor models, time series factor models and statistical factor models.
- [Expected Returns](https://github.com/JustinMShea/ExpectedReturns) - `R` - Solutions for enhancing portfolio diversification and replications of seminal papers with R, most of which are discussed in one of the best investment references of the recent decade, Expected Returns: An Investors Guide to Harvesting Market Rewards by Antti Ilmanen.
## Sentiment Analysis & Alternative Data
- [Asset News Sentiment Analyzer](https://github.com/KVignesh122/AssetNewsSentimentAnalyzer) - `Python` - Sentiment analysis and report generation package for financial assets and securities utilizing GPT models.
- [Social Stock Sentiment API](https://api.adanos.org/docs) - `Python` - REST API analyzing Reddit and X/Twitter for stock mentions and sentiment, providing buzz scores, trending stocks, and AI-generated trend explanations.
- [CoWorker Fin-Agent](https://github.com/ZiwayZhao/agent-coworker) - `Python` - 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.
- [StockKit](https://stockkit.net/) - `TypeScript` - Free AI-powered stock research reports for US, China & HK using Claude Opus and multi-model AI with 20+ technical indicators. [GitHub](https://github.com/kentmswood-ui/stockkit)
- [AlphaAI](https://alphai.io/developers) - `Python` - 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. [GitHub](https://github.com/makeev/alphai-mcp)
- [dynts](https://github.com/quantmind/dynts) - `Python` - Python package for timeseries analysis and manipulation.
- [PyFlux](https://github.com/RJT1990/pyflux) - `Python` - Python library for timeseries modelling and inference (frequentist and Bayesian) on models.
- [tsfresh](https://github.com/blue-yonder/tsfresh) - `Python` - Automatic extraction of relevant features from time series.
- [Facebook Prophet](https://github.com/facebook/prophet) - `Python` - Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.
- [tsmoothie](https://github.com/cerlymarco/tsmoothie) - `Python` - A python library for time-series smoothing and outlier detection in a vectorized way.
- [pmdarima](https://github.com/alkaline-ml/pmdarima) - `Python` - A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.
- [gluon-ts](https://github.com/awslabs/gluon-ts) - `Python` - vProbabilistic time series modeling in Python.
- [OmniOracle](https://github.com/cesabici-bit/omni-oracle) - `Python` - Automatic discovery of non-trivial statistical relationships across 500+ time series from FRED, World Bank, EIA, and NOAA using mutual information screening, lagged MI directional testing, and FDR correction.
- [functime](https://github.com/functime-org/functime) - `Python` - Time-series machine learning at scale. Built with Polars for embarrassingly parallel feature extraction and forecasts on panel data.
- [etf-pattern-match-pybind11](https://github.com/redamancy231-create/etf-pattern-match-pybind11) - `Python``C++` - High-performance ETF pattern matching via DTW with cosine pre-filtering. 43× DTW and 58× pattern-match speedup over pure Python using pybind11/C++20. Includes Jupyter notebook with full algorithm walkthrough.
- [tidypredict](https://github.com/edgararuiz/tidypredict) - `R` - Run predictions inside the database <https://tidypredict.netlify.com/>.
- [tidyquant](https://github.com/business-science/tidyquant) - `R` - Bringing financial analysis to the tidyverse.
- [timetk](https://github.com/business-science/timetk) - `R` - A toolkit for working with time series in R.
- [tibbletime](https://github.com/business-science/tibbletime) - `R` - Built on top of the tidyverse, tibbletime is an extension that allows for the creation of time aware tibbles through the setting of a time index.
- [matrixprofile](https://github.com/matrix-profile-foundation/matrixprofile) - `R` - Time series data mining library built on top of the novel Matrix Profile data structure and algorithms.
- [garchmodels](https://github.com/AlbertoAlmuinha/garchmodels) - `R` - A parsnip backend for GARCH models.
- [TimeSeries.jl](https://github.com/JuliaStats/TimeSeries.jl) - `Julia` - Time series toolkit for Julia.
- [TimeFrames.jl](https://github.com/femtotrader/TimeFrames.jl) - `Julia` - A Julia library that defines TimeFrame (essentially for resampling TimeSeries).
- [PineForge](https://github.com/pineforge-4pass/pineforge-engine) - `C++` - Deterministic offline PineScript v6 → C++ backtest runtime, validated trade-for-trade against TradingView (245/246 strict, 0 engine bugs). Runs locally via Docker and is drivable by AI agents through a bundled MCP server.
- [Korea Stock Data](https://github.com/na77tech-creator/korea-stock-data) - `Data` - Free daily dataset of top KOSPI/KOSDAQ stocks by market cap: prices, fundamentals, and analyst consensus estimates in CSV/JSON, updated every trading day, LLM/AI-readable.
- [OpenBB Terminal](https://github.com/OpenBB-finance/OpenBBTerminal) - `Python` - Terminal for investment research for everyone.
- [Fincept Terminal](https://github.com/Fincept-Corporation/FinceptTerminal) - `Python` - Advance Data Based A.I Terminal for all Types of Financial Asset Research.
- [treasurydirect](https://github.com/moshejs/treasurydirect) - `TypeScript` - Zero-dependency client for the US TreasuryDirect API: auction results, upcoming auctions, CUSIP lookups, and Debt to the Penny; no API key required.
- [treasury-fiscaldata](https://github.com/moshejs/treasury-fiscaldata) - `TypeScript` - Typed client for the US Treasury FiscalData API (debt, average interest rates, exchange rates) with pagination and filtering; no API key required.
- [newyorkfed](https://github.com/moshejs/newyorkfed) - `TypeScript` - Client for the NY Fed Markets Data API: SOFR/EFFR/OBFR reference rates, SOFR averages and index, and SOMA holdings; no API key required.
- [commitments-of-traders](https://github.com/moshejs/commitments-of-traders) - `TypeScript` - Client for the CFTC Commitments of Traders reports (Legacy, Disaggregated, TFF; futures-only and combined) via the official Socrata API.
- [coinpaprika-api-python-client](https://github.com/coinpaprika/coinpaprika-api-python-client) - `Python` - Free crypto market data API client. 12,000+ coins, 350+ exchanges, tickers, OHLCV, historical prices. No API key for free tier.
- [FillBench](https://fillbench.com) - Reproducible crypto exchange REST API latency benchmarks (p50/p95/p99 and TLS connect time) measured every 2 hours from a fixed US East server. Raw data: [GitHub](https://github.com/sircharli3/fillbench-data).
- [defeatbeta-api](https://github.com/defeat-beta/defeatbeta-api) - `Python` - An open-source alternative to Yahoo Finance's market data APIs with higher reliability.
- [financekit-mcp](https://github.com/vdalhambra/financekit-mcp) - `Python` - MCP server (Model Context Protocol) exposing 17 tools for AI agents to perform quantitative analysis: real-time stock quotes, full technical analysis (RSI, MACD, Bollinger, ADX, Stochastic, ATR, OBV + pattern detection with structured verdicts), crypto prices via CoinGecko, risk metrics (VaR, Sharpe, Sortino, Beta, Max Drawdown), correlation matrix, options chains, earnings calendar, sector rotation, and portfolio analysis. Works with Claude Desktop, Cursor, Windsurf. No API keys for core tools. FastMCP 3.2.
- [pricehub](https://github.com/eslazarev/pricehub) - `Python` - Unified package for collecting OHLC prices from Binance, Bybit, Coinbase, OKX, Kraken, KuCoin, and Bitget (spot & futures) into a DataFrame, with flexible timestamp inputs and a wide range of intervals.
- [Helium MCP](https://heliumtrades.com/mcp-page/) - `Python` - Live stock/ETF/crypto data with AI-generated bull/bear cases and price forecasts, proprietary ML options pricing with probability ITM and fair value, and news bias scoring across 5,000+ sources. Available as MCP server or API. Free tier: 50 queries, no signup. [GitHub](https://github.com/connerlambden/helium-mcp)
- [AlphaSMO](https://github.com/alphasmo/alphasmo-tools) - `TypeScript` - 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.
- [yahoo-finance](https://github.com/lukaszbanasiak/yahoo-finance) - `Python` - Python module to get stock data from Yahoo! Finance.
- [pandas-datareader](https://github.com/pydata/pandas-datareader) - `Python` - Python module to get data from various sources (Google Finance, Yahoo Finance, FRED, OECD, Fama/French, World Bank, Eurostat...) into Pandas datastructures such as DataFrame, Panel with a caching mechanism.
- [pandas-finance](https://github.com/davidastephens/pandas-finance) - `Python` - High level API for access to and analysis of financial data.
- [pyhoofinance](https://github.com/innes213/pyhoofinance) - `Python` - Rapidly queries Yahoo Finance for multiple tickers and returns typed data for analysis.
- [yfinanceapi](https://github.com/Karthik005/yfinanceapi) - `Python` - Finance API for Python.
- [yql-finance](https://github.com/slawek87/yql-finance) - `Python` - yql-finance is simple and fast. API returns stock closing prices for current period of time and current stock ticker (i.e. APPL, GOOGL).
- [ystockquote](https://github.com/cgoldberg/ystockquote) - `Python` - Retrieve stock quote data from Yahoo Finance.
- [jugaad-data](https://github.com/jugaad-py/jugaad-data) - `Python` - Download historical and live stock data from NSE (National Stock Exchange of India), BSE, and RBI.
- [nsetools](https://github.com/vsjha18/nsetools) - `Python` - Python library for extracting real-time data from National Stock Exchange (India).
- [bsedata](https://github.com/sdrdis/bsedata) - `Python` - Python library for extracting real-time data from Bombay Stock Exchange (India).
- [nse-insights-api](https://github.com/pratik-choudhari/nse-insights) - `Python` - Unofficial NSE India API for stock quotes, indices, historical data and more.
- [finsymbols](https://github.com/skillachie/finsymbols) - `Python` - Obtains stock symbols and relating information for SP500, AMEX, NYSE, and NASDAQ.
- [FRB](https://github.com/avelkoski/FRB) - `Python` - Python Client for FRED® API.
- [inquisitor](https://github.com/econdb/inquisitor) - `Python` - Python Interface to Econdb.com API.
- [unirate-api](https://github.com/UniRate-API/unirate-api-python) - `Python` - Client for UniRateAPI providing real-time and historical exchange rates for 170+ fiat and crypto currencies plus VAT rates, with a free tier and no credit card required.
- [Chart Library](https://github.com/grahammccain/chart-library-mcp) - `Python` - Historical chart pattern similarity search API. 24M+ pre-computed embeddings across 15K+ symbols and 10 years of data using pgvector. Returns forward returns, regime analysis, and pattern detection. Also available as MCP server. [Website](https://chartlibrary.io)
- [tushare](https://pypi.org/project/tushare/) - `Python` - A utility for crawling historical and Real-time Quotes data of China stocks. (Last updated: 2024-08-27).
- [edinetdb](https://edinetdb.com/) - `Python` - Free API and MCP server for Japanese company financials. Normalizes EDINET XBRL across JP-GAAP, IFRS, and US-GAAP for 3,800+ listed companies with 90 metrics, screening, and securities report text.
- [edinet-mcp](https://github.com/ajtgjmdjp/edinet-mcp) - `Python` - Parse Japanese XBRL financial statements from EDINET with 161 normalized labels, 26 financial metrics, and multi-company screening.
- [estat-mcp](https://github.com/ajtgjmdjp/estat-mcp) - `Python` - Access Japanese government statistics (e-Stat) covering population, GDP, CPI, labor, and trade data with MCP integration and Polars export.
- [tdnet-disclosure-mcp](https://github.com/ajtgjmdjp/tdnet-disclosure-mcp) - `Python` - Access Japanese timely disclosures (TDNet) via MCP. Retrieve earnings, dividends, forecasts, buybacks, and other filings for 4,000+ listed companies. No API key required.
- [bigtech-ai-stakes](https://github.com/YichengYang-Ethan/bigtech-ai-stakes) - `Python` - Open dataset of U.S. public-company equity stakes in Anthropic and OpenAI from primary 10-K / 10-Q / 8-K filings, court records, and press releases. Each row tagged with a confidence flag (V verified, P probable, S speculative).
- [BloombergFetch](https://github.com/ArturSepp/BloombergFetch) - `Python` - Bloomberg Desktop API data (prices, implied volatilities, fundamentals) as pandas DataFrames via blpapi.
- [finlight](https://finlight.me) - `Python``TypeScript` - Real-time financial and geopolitical news API with sentiment analysis and entity tagging over REST and WebSocket. [GitHub](https://github.com/jubeiargh/finlight-client-py)
- [iexfinance](https://github.com/addisonlynch/iexfinance) - `Python` - Python Interface for retrieving real-time and historical prices and equities data from The Investor's Exchange.
- [pyEX](https://github.com/timkpaine/pyEX) - `Python` - Python interface to IEX with emphasis on pandas, support for streaming data, premium data, points data (economic, rates, commodities), and technical indicators.
- [alpaca-trade-api](https://github.com/alpacahq/alpaca-trade-api-python) - `Python` - Python interface for retrieving real-time and historical prices from Alpaca API as well as trade execution.
- [metatrader5](https://pypi.org/project/MetaTrader5/) - `Python` - API Connector to MetaTrader 5 Terminal. (Last updated: 2026-02-20).
- [akshare](https://github.com/jindaxiang/akshare) - `Python` - AkShare is an elegant and simple financial data interface library for Python, built for human beings! <https://akshare.readthedocs.io>.
- [investpy](https://github.com/alvarobartt/investpy) - `Python` - Financial Data Extraction from Investing.com with Python! <https://investpy.readthedocs.io/>.
- [pystlouisfed](https://github.com/TomasKoutek/pystlouisfed) - `Python` - Python client for Federal Reserve Bank of St. Louis API - FRED, ALFRED, GeoFRED and FRASER.
- [python-bcb](https://github.com/wilsonfreitas/python-bcb) - `Python` - Python interface to Brazilian Central Bank web services.
- [swiss-finance-data](https://github.com/EMen11/swiss-finance-data) - `Python` - Python package for Swiss financial data (SNB Policy Rate, SARON, CHF FX rates, CPI, SMI equities, Confederation bond yields) from official SNB sources.
- [market-prices](https://github.com/maread99/market_prices) - `Python` - Create meaningful OHLCV datasets from knowledge of [exchange-calendars](https://github.com/gerrymanoim/exchange_calendars) (works out-the-box with data from Yahoo Finance).
- [tessera-api](https://github.com/tesseralytics/python-client) - `Python` - Official client for Tessera: order-flow-enriched OHLCV, funding-rate, and positioning datasets built from raw Hyperliquid trades, read straight into Polars or DuckDB over a REST API. [Website](https://tesseralytics.dev)
- [tessa](https://github.com/ymyke/tessa) - `Python` - simple, hassle-free access to price information of financial assets (currently based on yfinance and pycoingecko), including search and a symbol class.
- [pandaSDMX](https://github.com/dr-leo/pandaSDMX) - `Python` - Python package that implements SDMX 2.1 (ISO 17369:2013), a format for exchange of statistical data and metadata used by national statistical agencies, central banks, and international organisations.
- [cif](https://github.com/LenkaV/CIF) - `Python` - Python package that include few composite indicators, which summarize multidimensional relationships between individual economic indicators.
- [finagg](https://github.com/theOGognf/finagg) - `Python` - finagg is a Python package that provides implementations of popular and free financial APIs, tools for aggregating historical data from those APIs into SQL databases, and tools for transforming aggregated data into features useful for analysis and AI/ML.
- [FinanceDatabase](https://github.com/JerBouma/FinanceDatabase) - `Python` - This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets.
- [FinanceToolkit](https://github.com/JerBouma/FinanceToolkit) - `Python` - Toolkit with 200+ financial metrics including 80+ financial ratios, 30+ technical indicators, 20+ risk and performance metrics and 50+ macro indicators which pulls from Financial Modeling Prep, Yahoo Finance, OECD, GMBD and more.
- [datamule-python](https://github.com/john-friedman/datamule-python) - `Python` - A package to work with SEC data. Incorporates datamule endpoints.
- [fsynth](https://github.com/welcra/fsynth) - `Python` - Python library for high-fidelity unlimited synthetic financial data generation using Heston Stochastic Volatility and Merton Jump Diffusion.
- [fedfred](https://nikhilxsunder.github.io/fedfred/) - `Python` - FRED & GeoFRED Economic data API with preprocessed dataframe output in pandas/geopandas, polars/polars_st, and dask dataframes/geodataframes.
- [edgar-sec](https://nikhilxsunder.github.io/edgar-sec/) - `Python` - EDGAR Financial data API with preprocessed dataclass outputs.
- [edgartools](https://github.com/dgunning/edgartools) - `Python` - AI-native SEC EDGAR library with XBRL financials, clean text extraction, 17+ typed forms, and pandas DataFrames.
- [Tradevo Data](https://github.com/christianpichichero-max/pit-fundamentals) - `Python` - Point-in-time US equity fundamentals from SEC EDGAR that stamp each figure with the date it first became public and flag later restatements, so fundamental backtests avoid lookahead bias; free CC0 sample of 40 large-caps, with a paid JSON API. [Website](https://tradevodata.com)
- [FXMacroData](https://fxmacrodata.com/) - `Python` - Real-time forex macroeconomic API for all major currency pairs sourced from central bank announcements. [GitHub](https://github.com/fxmacrodata/fxmacrodata)
- [uk-sic-codes](https://github.com/borschai/uk-sic-codes) - `Python` - UK SIC 2007 industry classification code lookup, search, and validation. 731 codes, 21 sections. [PyPI](https://pypi.org/project/uk-sic-codes/)
- [uk-company-number](https://github.com/borschai/uk-company-number) - `Python` - Validate, format, and identify UK Companies House company numbers. Supports all 27 prefixes. [PyPI](https://pypi.org/project/uk-company-number/)
- [lse-data](https://github.com/londonstrategicedge/lse-data) - `Python` - Live ticks over WebSocket plus historical ticks and candles for stocks, FX, crypto, commodities, indices, ETFs and futures, with options chains and greeks, economics series and government bond yields, across 118,000+ datasets. US stocks from 2003, FX from 2009, options from 2014, economics back to 1900. Free, no subscription tiers. [PyPI](https://pypi.org/project/lse-data/)
- [GetTDData](https://github.com/msperlin/GetTDData) - `R` - Downloads and aggregates data for Brazilian government issued bonds directly from the website of Tesouro Direto.
- [GetHFData](https://github.com/msperlin/GetHFData) - `R` - Downloads and aggregates high frequency trading data for Brazilian instruments directly from Bovespa ftp site.
- [td](https://github.com/eddelbuettel/td) - `R` - Interfaces the 'twelvedata' API for stocks and (digital and standard) currencies.
- [rbcb](https://github.com/wilsonfreitas/rbcb) - `R` - R interface to Brazilian Central Bank web services.
- [rb3](https://github.com/ropensci/rb3) - `R` - A bunch of downloaders and parsers for data delivered from B3.
- [simfinapi](https://github.com/matthiasgomolka/simfinapi) - `R` - Makes 'SimFin' data (<https://simfin.com/>) easily accessible in R.
- [tidyfinance](https://github.com/tidy-finance/r-tidyfinance) - `R` - Tidy Finance helper functions to download financial data and process the raw data into a structured Format (tidy data), including.
- [CcyConv.jl](https://github.com/bhftbootcamp/CcyConv.jl) - `Julia` - Currency conversion library for Julia.
- [CryptoExchangeAPIs.jl](https://github.com/bhftbootcamp/CryptoExchangeAPIs.jl) - `Julia` - A Julia library for cryptocurrency exchange APIs.
- [MarketData.jl](https://github.com/JuliaQuant/MarketData.jl) - `Julia` - Time series market data.
- [OnlineResamplers.jl](https://github.com/femtotrader/OnlineResamplers.jl) - `Julia` - High-performance Julia package for real-time resampling of financial market data.
- [PENDAX](https://github.com/CompendiumFi/PENDAX-SDK) - `JavaScript` - Javascript SDK for Trading/Data API and Websockets for FTX, FTXUS, OKX, Bybit, & More.
- [PreReason](https://github.com/PreReason/mcp) - `JavaScript` - Pre-analyzed Bitcoin and macro market briefings for AI agents. 17 contexts with trend signals, confidence scores, and regime classification via REST API and MCP.
- [marketstore](https://github.com/alpacahq/marketstore) - `Golang` - DataFrame Server for Financial Timeseries Data.
- [fin-stream](https://github.com/Mattbusel/fin-stream) - `Rust` - Real-time market data streaming in Rust: lock-free SPSC ring buffer, 100K+ ticks/second ingestion, multi-timeframe OHLCV construction, and Lorentz transforms on financial time series.
- [finalytics](https://github.com/Nnamdi-sys/finalytics) - `Rust` - A rust library for financial data analysis.
- [pmxt](https://github.com/pmxt-dev/pmxt) - `Python``JavaScript` - The CCXT for prediction markets. A unified API for trading on Polymarket, Kalshi, and more.
- [polymarket-whales](https://github.com/al1enjesus/polymarket-whales) - `Python` - Real-time whale trade tracker for Polymarket — terminal alerts + Telegram notifications when large orders hit the book.
- [Polymarket Scanner API](https://github.com/vesper-astrena/polymarket-scanner-api) - `Python` - Real-time arbitrage detection API for Polymarket prediction markets, scanning 12,000+ markets for mispricings.
- [SimpleFunctions](https://github.com/spfunctions/simplefunctions-cli) - `JavaScript` - Prediction market intelligence CLI for Kalshi and Polymarket. Causal thesis models, edge detection, 24/7 orderbook monitoring, what-if scenarios, and trade execution. MCP server for AI agent integration.
- [pmxt](https://github.com/pmxt-dev/pmxt) - `Python``JavaScript` - The CCXT for prediction markets. A unified API for trading on Polymarket, Kalshi, and more.
- [prediction-market-maker](https://github.com/octavi42/prediction-market-maker) - `Python` - Open-source market-making strategy that placed #2 in Paradigm's prediction market challenge, with full strategy evolution and analysis.
- [bizdays](https://github.com/wilsonfreitas/python-bizdays) - `Python` - Business days calculations and utilities.
- [pandas_market_calendars](https://github.com/rsheftel/pandas_market_calendars) - `Python` - Exchange calendars to use with pandas for trading applications.
- [sifma-holidays](https://github.com/moshejs/sifma-holidays) - `TypeScript` - US bond-market (SIFMA) holidays, early closes, and T+1 settlement-date math; zero dependencies.
- [us-equity-market-calendar](https://github.com/moshejs/us-equity-market-calendar) - `TypeScript` - NYSE/NASDAQ trading calendar: holidays, 1pm early closes, trading-day navigation, and DST-aware is-market-open; zero dependencies.
- [fx-value-date](https://github.com/moshejs/fx-value-date) - `TypeScript` - FX spot/forward value-date calculation across two currency holiday calendars, with the USD-lag and end-of-month rules; zero dependencies.
- [D-Tale](https://github.com/man-group/dtale) - `Python` - Visualizer for pandas dataframes and xarray datasets.
- [mplfinance](https://github.com/matplotlib/mplfinance) - `Python` - matplotlib utilities for the visualization, and visual analysis, of financial data.
- [finplot](https://github.com/highfestiva/finplot) - `Python` - Performant and effortless finance plotting for Python.
- [market-analy](https://github.com/maread99/market_analy) - `Python` - Analysis and interactive charting using [market-prices](https://github.com/maread99/market_prices) and bqplot.
- [QuantInvestStrats](https://github.com/ArturSepp/QuantInvestStrats) - `Python` - Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.
- [LightweightCharts.jl](https://github.com/bhftbootcamp/LightweightCharts.jl) - `Julia` - Julia wrapper for Lightweight Charts™ by TradingView.
- [QUANTAXIS_Webkit](https://github.com/yutiansut/QUANTAXIS_Webkit) - `JavaScript` - An awesome visualization center based on quantaxis.
- [MyLinedChart](https://mylinedchart.com) - `Desktop` - Technical-analysis charting app for Interactive Brokers (IBKR) that exports drawings, notes, indicators and OHLCV as JSON/XLSX/CSV, and exposes chart context to AI agents over MCP.
- [xlwt](https://github.com/python-excel/xlwt) - `Python` - Library to create spreadsheet files compatible with MS Excel 97/2000/XP/2003 XLS files, on any platform.
- [xlloop](http://xlloop.sourceforge.net) - `Python` - XLLoop is an open source framework for implementing Excel user-defined functions (UDFs) on a centralised server (a function server). [GitHub](https://github.com/poidasmith/xlloop)
- [expy](http://www.bnikolic.co.uk/expy/expy.html) - `Python` - The ExPy add-in allows easy use of Python directly from within an Microsoft Excel spreadsheet, both to execute arbitrary code and to define new Excel functions.
- [pyxll](https://www.pyxll.com) - `Python` - PyXLL is an Excel add-in that enables you to extend Excel using nothing but Python code.
## Quant Research Environments
- [Jupyter Quant](https://github.com/gnzsnz/jupyter-quant) - `Python` - A dockerized Jupyter quant research environment with preloaded tools for quant analysis, statsmodels, pymc, arch, py_vollib, zipline-reloaded, PyPortfolioOpt, etc.
- [QuantLib](https://github.com/lballabio/QuantLib) - The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance.
- QuantLibRisks - Fast risks with QuantLib in [Python](https://pypi.org/project/QuantLib-Risks/) and [C++](https://github.com/auto-differentiation/QuantLib-Risks-Cpp)
- XAD - Automatic Differentiation (AAD) Library in [Python](https://pypi.org/project/xad/) and [C++](https://github.com/auto-differentiation/xad/)
- [RunMat](https://github.com/runmat-org/runmat) - Rust runtime for MATLAB-syntax array math with automatic CPU/GPU execution and fused kernels for quant simulations.
- [Wyckoff Method Course](https://arapov.trade/en/freestudying/wyckoff-method) - Free course on volume analysis and the Wyckoff method: market phases, spring/upthrust, order flow reading.
- [Derman Papers](https://github.com/MarcosCarreira/DermanPapers) - Notebooks that replicate original quantitative finance papers from Emanuel Derman.
- [volatility-trading](https://github.com/jasonstrimpel/volatility-trading) - A complete set of volatility estimators based on Euan Sinclair's Volatility Trading.
- [quant](https://github.com/paulperry/quant) - Quantitative Finance and Algorithmic Trading exhaust; mostly ipython notebooks based on Quantopian, Zipline, or Pandas.
- [fecon235](https://github.com/rsvp/fecon235) - Open source project for software tools in financial economics. Many jupyter notebook to verify theoretical ideas and practical methods interactively.
- [Python_Option_Pricing](https://github.com/dedwards25/Python_Option_Pricing) - An library to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options.
- [Stock_Analysis_For_Quant](https://github.com/LastAncientOne/Stock_Analysis_For_Quant) - Different Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau.
- [algorithmic-trading-with-python](https://github.com/chrisconlan/algorithmic-trading-with-python) - Source code for Algorithmic Trading with Python (2020) by Chris Conlan.
- [IPythonScripts](https://github.com/mgroncki/IPythonScripts) - Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning.
- [Machine-Learning-for-Asset-Managers](https://github.com/emoen/Machine-Learning-for-Asset-Managers) - Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.
- [NMOF](https://github.com/enricoschumann/NMOF) - Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658).
- [Value Investing Studies](https://github.com/euclidjda/value-investing-studies) - A collection of data analysis studies that examine the performance and characteristics of value investing over long periods of time.
- [Deep Learning Machine Learning Stock](https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock) - Deep Learning and Machine Learning stocks represent a promising long-term or short-term opportunity for investors and traders.
- [Technical Analysis and Feature Engineering](https://github.com/jo-cho/Technical_Analysis_and_Feature_Engineering) - Feature Engineering and Feature Importance of Machine Learning in Financial Market.
- [Differential Machine Learning and Axes that matter by Brian Huge and Antoine Savine](https://github.com/differential-machine-learning/notebooks) - Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation details left out from the papers.
- [systematictradingexamples](https://github.com/robcarver17/systematictradingexamples) - Examples of code related to book [Systematic Trading](www.systematictrading.org) and [blog](http://qoppac.blogspot.com).
- [pysystemtrade_examples](https://github.com/robcarver17/pysystemtrade_examples) - Examples using pysystemtrade for Robert Carver's [blog](http://qoppac.blogspot.com).
- [Hands-On Machine Learning for Algorithmic Trading](https://github.com/packtpublishing/hands-on-machine-learning-for-algorithmic-trading) - Hands-On Machine Learning for Algorithmic Trading, published by Packt.
- [financialnoob-misc](https://github.com/financialnoob/misc) - Codes from @financialnoob's posts.
- [Quant-Finance-With-Python-Code](https://github.com/lingyixu/Quant-Finance-With-Python-Code) - Repo for code examples in Quantitative Finance with Python by Chris Kelliher.
- [QuantFinanceTraining](https://github.com/JoaoJungblut/QuantFinanceTraining) - This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are organized by class, facilitating navigation and reference.
- [Statistical-Learning-based-Portfolio-Optimization](https://github.com/YannickKae/Statistical-Learning-based-Portfolio-Optimization) - This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by Raffinot (2018).
- [Finance](https://github.com/shashankvemuri/Finance) - 150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data.
- [101_formulaic_alphas](https://github.com/ram-ki/101_formulaic_alphas) - Implementation of [101 formulaic alphas](https://arxiv.org/ftp/arxiv/papers/1601/1601.00991.pdf) using qstrader.
- [Tidy Finance](https://www.tidy-finance.org/) - An opinionated approach to empirical research in financial economics - a fully transparent, open-source code base in multiple programming languages (Python and R) to enable the reproducible implementation of financial research projects for students and practitioners.
- [AlgoTradingLib](https://github.com/usdaud/algotradinglib.github.io) - A catalog of algorithmic trading libraries, frameworks, strategies, and educational materials.
- [direct_vola](https://github.com/wol-fi/direct_vola) - `Python``R` - Demo code for direct Black-Scholes implied-volatility calculation from normalized call prices via the inverse-Gaussian quantile representation.
- [TradeMux Snippets](https://github.com/KVignesh122/trademux-examples) - `Python` - Code snippets for Metatrader (MT5) forex/CFD trading and data retrieval via trademux API client.
- [Chartscout](https://chartscout.io) - Real-time cryptocurrency chart pattern detection with automated alerts across multiple exchanges.
- [DayTradingBench](https://daytradingbench.com) - Live autonomous benchmark that evaluates LLM trading performance on DAX and Nasdaq indices using identical strategies and real-time market data. API access available.
- [invinoveritas/review](https://github.com/trustless-ai/agent-contracts-examples) - `Python` - Pre-execution governance gate for AI trading agents: a capital-scale-aware advisory verdict (approve / approve_with_concerns / reject) before an order is placed, via MCP server, REST, x402 (USDC), or Lightning pay-per-call. Dogfooded by a live Hyperliquid bot; verdicts are signed and recomputable against a public ledger. API: https://api.babyblueviper.com
- [CoinTester](https://cointester.io) - No-code crypto backtesting platform with 100+ indicators, AI sentiment signals, and 5+ years of historical data across 1,000+ trading pairs.
- [goMacro.ai](https://gomacro.ai) - AI-powered economic calendar with institutional-grade insights, bull/bear/base case scenario planning for NFP, CPI, PPI and other macro data releases.
- [StockAInsights](https://stockainsights.com) - AI-extracted financial statements API covering SEC filings including foreign filers (20-F, 6-K, 40-F), normalized quarterly and annual data from 2014+.
- [bolsai](https://usebolsai.com) - REST API and MCP server for Brazilian stock market data (B3). Covers 350+ stocks, 400+ FIIs with fundamentals (27+ indicators), dividends, historical prices, financials, and macro indicators sourced from B3, CVM, and BCB.
- [Teses da Bolsa](https://tesesdabolsa.com) - Free web app for Brazilian stock and FII fundamentalist analysis on B3. Covers 350+ stocks and 400+ FIIs with 27+ indicators (P/L, DY, ROE, P/VP), 40+ years of historical data, CVM financial statements, dividend history, fair value models, and head-to-head comparisons.
- [PortfolioSavvy](https://portfoliosavvy.com/) - Public SEC ownership research web app for exploring 13F portfolios, insider activity, Schedule 13D/G filings, company facts, and latest filing workflows.
- [Frostbyte](https://agent-gateway-kappa.vercel.app) - Real-time crypto prices for 500+ tokens via REST API with free tier, DeFi swap routing and portfolio tracking.
- [SaxoOpenAPI](https://www.developer.saxo/) - Saxo Bank financial data API.
- [RTPR](https://rtpr.io) - Real-time press release API delivering news from Business Wire, PR Newswire, and GlobeNewswire with sub-500ms latency. REST and WebSocket APIs for financial applications. Python and Node.js SDKs available.
- [Nasdaq Data Link](https://data.nasdaq.com/tools/full-list) - Financial data API with support for R, Python, Excel, Ruby, and many other languages (formerly Quandl).
- [Parsec](https://parsecfinance.com) - Prediction market API with Python SDK for normalized data and execution across 5 prediction market exchanges. Free tier: 10K requests/month.
- [Reddit WallstreetBets API](https://tradestie.com/apps/reddit/api/) - Provides daily top 50 stocks from reddit (subreddit) Wallstreetbets and their sentiments via the API.
- [System R](https://agents.systemr.ai) - AI-native risk intelligence API for trading agents. Position sizing, risk validation, and system health in one call.
- [Telonex](https://telonex.io) - Tick-level prediction market data (trades, quotes, orderbooks, on-chain fills) via REST API and Python SDK.
- [ValueRay](https://www.valueray.com/api) - Technical, quantitative and sentiment data for stocks and ETFs with risk metrics, peer percentiles and market regime signals. Optimized for AI/LLM agents.
- [VertData](https://vertdata.com) - Institutional-grade financial intelligence platform. Track 43K+ congressional trades (STOCK Act), SEC insider Form 4 filings, 25 superinvestor 13F portfolios, CFTC futures positioning, ARK ETF holdings, and short interest — all scored by AI for signal strength.
- [KeepRule](https://keeprule.com/) - Curated library of decision-making principles and investment wisdom from masters like Buffett and Munger, featuring mental models for better investment thinking.
- [RealMarketAPI](https://realmarketapi.com/) - Provides ultra-low latency market data for gold, forex, crypto, and stocks via REST, WebSocket, and MCP—built for speed, reliability, and scale.
- [Probalytics](https://probalytics.io) - Prediction market data infrastructure for Polymarket and Kalshi, with REST API, ClickHouse SQL access, 200–500M orderbook snapshots/day at 1ms resolution, and Parquet bulk exports.
- [The Stock Radar](https://thestockradar.com) - Daily multi-language stock movers, technical analysis, earnings recaps, and weekly research reports across 6 markets (US, Korea, Japan, Taiwan, India, Germany) published in 6 languages.
- [Webb Database](https://webb-database.com/) - Aggregates public financial data from HKEX, the SFC, the Hong Law Society, UK Companies House and other sources, has searchable datasets on listed companies, many in machine-readable formats.
- [GitDealFlow](https://gitdealflow.com) - Alternative-data signal platform ranking early-stage private companies by GitHub stars-per-day, hiring velocity, and package-registry adoption. Free weekly signal report, Chrome extension overlay on Crunchbase/AngelList, and MCP server on npm for LLM agent access.
- [Clear Street API](https://docs.clearstreet.com/?utm_source=github&utm_medium=developer&utm_campaign=api_listings&utm_content=awesome_quant) - REST API for US equities & options: reference & fundamental data, multi-year financial statements, corporate events, analyst consensus, a screener, and order execution.
- [NeuPortal](https://neuportal.ai) - AI forecasting-accountability lab: every forecast is locked pre-event, Bitcoin-timestamped (OpenTimestamps), and Brier-scored against prediction markets in public.
- [AlphaAssay](https://alphaassay.com) - `REST` - Independent statistical assay office for trading signals and backtests: deflated Sharpe with cumulative trial accounting, probability of backtest overfitting (PBO/CPCV), leakage forensics, placebo tests against matched synthetic null worlds, and pre-registration with Merkle-anchored timestamps — deterministic, Ed25519-signed verdicts anyone can replay. Free demo; hosted API and MCP server. Methodology audit, not investment advice. [GitHub](https://github.com/alphaassay/mcp)
- [Market Posture Daily](https://marketpd.com) - Daily trend, regime, momentum and relative-strength data for ~90 crypto assets and US stocks/ETFs, with a cointegration pair screener. Free terminal + JSON API.
- [awesome-sec-filings](https://github.com/vibeyclaw/awesome-sec-filings) - A curated list of tools, data sources, libraries, and resources for working with SEC filings (13F, 10-K, 10-Q, 8-K).
- [CONVEXFI](https://github.com/convexfi) - Official GitHub organization for the convex research group at the Hong Kong University of Science and Technology (HKUST).
