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project,language,languages,category,section,section_slug,last_commit,stars,url,description,github,cran,pypi,commercial,repo
|
||||
numpy,Python,Python,Numerical Libraries & Data Structures,Numerical Libraries & Data Structures,numerical-libraries-data-structures,2026-10-19,33047,https://numpy.org/,NumPy is the fundamental package for scientific computing with Python. [GitHub](https://github.com/numpy/numpy),True,False,False,False,numpy/numpy
|
||||
scipy,Python,Python,Numerical Libraries & Data Structures,Numerical Libraries & Data Structures,numerical-libraries-data-structures,2026-10-18,15127,https://scipy.org/,"SciPy (pronounced “Sigh Pie”) is a Python-based ecosystem of open-source software for mathematics, science, and engineering. [GitHub](https://github.com/scipy/scipy)",True,False,False,False,scipy/scipy
|
||||
pandas,Python,Python,Numerical Libraries & Data Structures,Numerical Libraries & Data Structures,numerical-libraries-data-structures,2026-10-18,50225,https://pandas.pydata.org,"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)",True,False,False,False,pandas-dev/pandas
|
||||
polars,Python,Python,Numerical Libraries & Data Structures,Numerical Libraries & Data Structures,numerical-libraries-data-structures,2026-10-19,40119,https://docs.pola.rs/,Polars is a blazingly fast DataFrame library for manipulating structured data. [GitHub](https://github.com/pola-rs/polars),True,False,False,False,pola-rs/polars
|
||||
pandas,Python,Python,Numerical Libraries & Data Structures,Numerical Libraries & Data Structures,numerical-libraries-data-structures,2026-10-18,50226,https://pandas.pydata.org,"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)",True,False,False,False,pandas-dev/pandas
|
||||
polars,Python,Python,Numerical Libraries & Data Structures,Numerical Libraries & Data Structures,numerical-libraries-data-structures,2026-10-19,40120,https://docs.pola.rs/,Polars is a blazingly fast DataFrame library for manipulating structured data. [GitHub](https://github.com/pola-rs/polars),True,False,False,False,pola-rs/polars
|
||||
quantdsl,Python,Python,Numerical Libraries & Data Structures,Numerical Libraries & Data Structures,numerical-libraries-data-structures,2017-10-26,385,https://github.com/johnbywater/quantdsl,Domain specific language for quantitative analytics in finance and trading.,True,False,False,False,johnbywater/quantdsl
|
||||
statistics,Python,Python,Numerical Libraries & Data Structures,Numerical Libraries & Data Structures,numerical-libraries-data-structures,,0,https://docs.python.org/3/library/statistics.html,Builtin Python library for all basic statistical calculations.,False,False,False,False,
|
||||
sympy,Python,Python,Numerical Libraries & Data Structures,Numerical Libraries & Data Structures,numerical-libraries-data-structures,2026-10-18,15022,https://www.sympy.org/,SymPy is a Python library for symbolic mathematics. [GitHub](https://github.com/sympy/sympy),True,False,False,False,sympy/sympy
|
||||
@@ -11,7 +11,7 @@ modelx,Python,Python,Numerical Libraries & Data Structures,Numerical Libraries &
|
||||
ArcticDB,Python,Python,Numerical Libraries & Data Structures,Numerical Libraries & Data Structures,numerical-libraries-data-structures,2026-10-14,2551,https://github.com/man-group/ArcticDB,High performance datastore for time series and tick data.,True,False,False,False,man-group/ArcticDB
|
||||
CRNG,Python,Python,Numerical Libraries & Data Structures,Numerical Libraries & Data Structures,numerical-libraries-data-structures,2026-04-12,8,https://github.com/brotto/crng,"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.",True,False,False,False,brotto/crng
|
||||
xts,R,R,Numerical Libraries & Data Structures,Numerical Libraries & Data Structures,numerical-libraries-data-structures,2026-09-08,224,https://github.com/joshuaulrich/xts,"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.",True,False,False,False,joshuaulrich/xts
|
||||
data.table,R,R,Numerical Libraries & Data Structures,Numerical Libraries & Data Structures,numerical-libraries-data-structures,2026-10-18,3928,https://github.com/Rdatatable/data.table,"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.",True,False,False,False,Rdatatable/data.table
|
||||
data.table,R,R,Numerical Libraries & Data Structures,Numerical Libraries & Data Structures,numerical-libraries-data-structures,2026-10-19,3928,https://github.com/Rdatatable/data.table,"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.",True,False,False,False,Rdatatable/data.table
|
||||
sparseEigen,R,R,Numerical Libraries & Data Structures,Numerical Libraries & Data Structures,numerical-libraries-data-structures,2018-12-22,13,https://github.com/dppalomar/sparseEigen,Sparse principal component analysis.,True,False,False,False,dppalomar/sparseEigen
|
||||
TSdbi,R,R,Numerical Libraries & Data Structures,Numerical Libraries & Data Structures,numerical-libraries-data-structures,,0,http://tsdbi.r-forge.r-project.org/,Provides a common interface to time series databases.,False,False,False,False,
|
||||
tseries,R,R,Numerical Libraries & Data Structures,Numerical Libraries & Data Structures,numerical-libraries-data-structures,2026-08-11,0,https://cran.r-project.org/web/packages/tseries/index.html,Time Series Analysis and Computational Finance.,False,True,False,False,
|
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@@ -42,6 +42,7 @@ willowtree,Python,Python,Financial Instruments & Pricing,Financial Instruments &
|
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financial-engineering,Python,Python,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2017-11-20,548,https://github.com/federicomariamassari/financial-engineering,"Applications of Monte Carlo methods to financial engineering projects, in Python.",True,False,False,False,federicomariamassari/financial-engineering
|
||||
optlib,Python,Python,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2022-11-18,1636,https://github.com/dbrojas/optlib,A library for financial options pricing written in Python.,True,False,False,False,dbrojas/optlib
|
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tf-quant-finance,Python,Python,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2026-08-06,5533,https://github.com/google/tf-quant-finance,High-performance TensorFlow library for quantitative finance.,True,False,False,False,google/tf-quant-finance
|
||||
stochPathSim,Python,Python,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2026-10-15,15,https://github.com/AIM-IT4/stochPathSim,"Stochastic path simulation (Heston, rough Bergomi, Kou, curve-fitted Hull-White and G2++, CIR, commodity and credit models) with Monte Carlo pricing, exposure/CVA, risk-factor backtesting and a model-validation lab producing interactive Plotly HTML reports.",True,False,False,False,AIM-IT4/stochPathSim
|
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Q-Fin,Python,Python,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2023-04-07,667,https://github.com/RomanMichaelPaolucci/Q-Fin,A Python library for mathematical finance.,True,False,False,False,RomanMichaelPaolucci/Q-Fin
|
||||
Quantsbin,Python,Python,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2021-05-23,656,https://github.com/quantsbin/Quantsbin,"Tools for pricing and plotting of vanilla option prices, greeks and various other analysis around them.",True,False,False,False,quantsbin/Quantsbin
|
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finoptions,Python,Python,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2026-09-26,302,https://github.com/bbcho/finoptions-dev,Complete python implementation of R package fOptions with partial implementation of fExoticOptions for pricing various options.,True,False,False,False,bbcho/finoptions-dev
|
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@@ -80,6 +81,7 @@ LSMonteCarlo,R,R,Financial Instruments & Pricing,Financial Instruments & Pricing
|
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OptHedging,R,R,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2013-10-11,0,https://cran.r-project.org/web/packages/OptHedging/index.html,Estimation of value and hedging strategy of call and put options.,False,True,False,False,
|
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tvm,R,R,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2023-08-30,0,https://cran.r-project.org/web/packages/tvm/index.html,Time Value of Money Functions.,False,True,False,False,
|
||||
OptionPricing,R,R,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2023-09-16,0,https://cran.r-project.org/web/packages/OptionPricing/index.html,Option Pricing with Efficient Simulation Algorithms.,False,True,False,False,
|
||||
CustomDerivative,R,R,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2026-07-28,2,https://cran.r-project.org/package=CustomDerivative,"Black-Scholes-Merton pricing, Monte Carlo with antithetic and control variates and confidence intervals, path-dependent payoffs and finite-difference Greeks. [GitHub](https://github.com/AIM-IT4/CustomDerivative)",True,True,False,False,AIM-IT4/CustomDerivative
|
||||
credule,R,R,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2015-08-05,7,https://github.com/blenezet/credule,Credit Default Swap Functions.,True,False,False,False,blenezet/credule
|
||||
derivmkts,R,R,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2026-02-12,37,https://cran.r-project.org/web/packages/derivmkts/index.html,Functions and R Code to Accompany Derivatives Markets. [GitHub](https://github.com/rmcd1024/derivmkts),True,True,False,False,rmcd1024/derivmkts
|
||||
FinCal,R,R,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2025-10-30,25,https://github.com/felixfan/FinCal,"Package for time value of money calculation, time series analysis and computational finance.",True,False,False,False,felixfan/FinCal
|
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@@ -117,9 +119,10 @@ lppls,Python,Python,Technical Indicators,Technical Indicators,technical-indicato
|
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talipp,Python,Python,Technical Indicators,Technical Indicators,technical-indicators,2025-09-09,543,https://github.com/nardew/talipp,Incremental technical analysis library for Python.,True,False,False,False,nardew/talipp
|
||||
streaming_indicators,Python,Python,Technical Indicators,Technical Indicators,technical-indicators,2026-10-16,152,https://github.com/mr-easy/streaming_indicators,A python library for computing technical analysis indicators on streaming data.,True,False,False,False,mr-easy/streaming_indicators
|
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QuantWave,Python,"Python,Rust,Polars",Technical Indicators,Technical Indicators,technical-indicators,2026-10-18,20,https://github.com/lavs9/quantwave,"Polars-native technical analysis and backtesting with bit-identical batch and streaming parity, plus an agent skill for consistent research-to-live strategy code.",True,False,False,False,lavs9/quantwave
|
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TA-Lib Python,Python,Python,Technical Indicators,Technical Indicators,technical-indicators,2026-10-17,12305,https://github.com/TA-Lib/ta-lib-python,Python wrapper for TA-Lib (<https://ta-lib.org/>).,True,False,False,False,TA-Lib/ta-lib-python
|
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TA-Lib Python,Python,Python,Technical Indicators,Technical Indicators,technical-indicators,2026-10-17,12306,https://github.com/TA-Lib/ta-lib-python,Python wrapper for TA-Lib (<https://ta-lib.org/>).,True,False,False,False,TA-Lib/ta-lib-python
|
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ta,Python,Python,Technical Indicators,Technical Indicators,technical-indicators,2026-03-18,5237,https://github.com/bukosabino/ta,Technical Analysis Library using Pandas (Python).,True,False,False,False,bukosabino/ta
|
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bta-lib,Python,Python,Technical Indicators,Technical Indicators,technical-indicators,2020-03-11,503,https://github.com/mementum/bta-lib,Technical Analysis library in pandas for backtesting algotrading and quantitative analysis.,True,False,False,False,mementum/bta-lib
|
||||
yfinance-ta-patterns,Python,Python,Technical Indicators,Technical Indicators,technical-indicators,2026-10-19,1,https://github.com/eminsk/yfinance-ta-patterns,Candlestick and chart pattern recognition library for Yahoo Finance OHLCV market data.,True,False,False,False,eminsk/yfinance-ta-patterns
|
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TTR,R,R,Technical Indicators,Technical Indicators,technical-indicators,2026-02-28,351,https://github.com/joshuaulrich/TTR,Technical Trading Rules.,True,False,False,False,joshuaulrich/TTR
|
||||
TALib.jl,Julia,Julia,Technical Indicators,Technical Indicators,technical-indicators,2017-08-22,53,https://github.com/femtotrader/TALib.jl,A Julia wrapper for TA-Lib.,True,False,False,False,femtotrader/TALib.jl
|
||||
Indicators.jl,Julia,Julia,Technical Indicators,Technical Indicators,technical-indicators,2022-12-06,228,https://github.com/JTAmos/Indicators.jl,Financial market technical analysis & indicators on top of Temporal.,True,False,False,False,JTAmos/Indicators.jl
|
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@@ -130,14 +133,14 @@ ta4j,Java,Java,Technical Indicators,Technical Indicators,technical-indicators,20
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IndicatorTS,JavaScript,JavaScript,Technical Indicators,Technical Indicators,technical-indicators,2026-09-08,481,https://github.com/cinar/indicatorts,"Indicator is a TypeScript module providing various stock technical analysis indicators, strategies, and a backtest framework for trading.",True,False,False,False,cinar/indicatorts
|
||||
technical-indicators,TypeScript,TypeScript,Technical Indicators,Technical Indicators,technical-indicators,2026-09-22,0,https://github.com/Pinxitu/technical-indicators,"Dependency-free technical indicators (RSI, MACD, Bollinger, ATR, ADX, Ichimoku, SuperTrend…) with hand-verifiable tests, open datasets with provenance and reproducible behaviour reports.",True,False,False,False,Pinxitu/technical-indicators
|
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orderflow,JavaScript,JavaScript,Technical Indicators,Technical Indicators,technical-indicators,2025-03-31,86,https://github.com/tiagosiebler/orderflow,Orderflow trade aggregator for building Footprint Candles from exchange websocket data.,True,False,False,False,tiagosiebler/orderflow
|
||||
IndicatorGo,Golang,Golang,Technical Indicators,Technical Indicators,technical-indicators,2026-09-12,1895,https://github.com/cinar/indicator,"IndicatorGo is a Golang module providing various stock technical analysis indicators, strategies, and a backtest framework for trading.",True,False,False,False,cinar/indicator
|
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IndicatorGo,Golang,Golang,Technical Indicators,Technical Indicators,technical-indicators,2026-09-12,1894,https://github.com/cinar/indicator,"IndicatorGo is a Golang module providing various stock technical analysis indicators, strategies, and a backtest framework for trading.",True,False,False,False,cinar/indicator
|
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TradeAggregation,Rust,Rust,Technical Indicators,Technical Indicators,technical-indicators,2026-02-05,121,https://github.com/MathisWellmann/trade_aggregation-rs,Aggregate trades into user-defined candles using information driven rules.,True,False,False,False,MathisWellmann/trade_aggregation-rs
|
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SlidingFeatures,Rust,Rust,Technical Indicators,Technical Indicators,technical-indicators,2026-10-12,80,https://github.com/MathisWellmann/sliding_features-rs,Chainable tree-like sliding windows for signal processing and technical analysis.,True,False,False,False,MathisWellmann/sliding_features-rs
|
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fin-primitives,Rust,Rust,Technical Indicators,Technical Indicators,technical-indicators,2026-10-17,16,https://github.com/Mattbusel/fin-primitives,"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.",True,False,False,False,Mattbusel/fin-primitives
|
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Wickra,Rust,"Rust,Python,JavaScript,C++,C#,Golang,Java,R",Technical Indicators,Technical Indicators,technical-indicators,2026-10-17,68,https://github.com/wickra-lib/wickra,"Streaming-first technical-analysis library with a Rust core: 514 indicators updating in O(1) per tick, with bit-exact batch-vs-streaming results.",True,False,False,False,wickra-lib/wickra
|
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wickworks,REST,"REST,MCP",Technical Indicators,Technical Indicators,technical-indicators,2026-10-17,4,https://github.com/psyb0t/docker-wickworks,"Stateless OHLC analyzer: POST bars and requested indicators, get back RSI/MACD/Bollinger/ADX/ATR/VWAP/Ichimoku plus smart-money-concept primitives (order blocks, FVGs, BOS/CHoCH, swing structure). No database, no AI signals.",True,False,False,False,psyb0t/docker-wickworks
|
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gamma-seed,Python,"Python,Pine,Options",Technical Indicators,Technical Indicators,technical-indicators,2026-09-16,2,https://github.com/Timonkru/gamma-seed,"Daily dealer-gamma levels (gamma flip, call and put walls, max pain, expected move) for DAX, Nasdaq, Dow and gold, computed from options open interest (Eurex ODAX for the DAX, ETF proxies for the US) and written into a TradingView Pine v6 indicator; the method is documented in open studies on the author's site. [Website](https://kruegeralgorithms.com/en/research)",True,False,False,False,Timonkru/gamma-seed
|
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QuantDinger,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-19,12915,https://github.com/OpenByteInc/QuantDinger,"Self-hosted platform for AI-assisted Python strategy development, backtesting, and paper and live trading across crypto exchanges and traditional brokers.",True,False,False,False,OpenByteInc/QuantDinger
|
||||
QuantDinger,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-19,12917,https://github.com/OpenByteInc/QuantDinger,"Self-hosted platform for AI-assisted Python strategy development, backtesting, and paper and live trading across crypto exchanges and traditional brokers.",True,False,False,False,OpenByteInc/QuantDinger
|
||||
Crypto Pump Scanner,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-04-27,10,https://github.com/stefanoviana/crypto-pump-scanner,"Bybit perpetual-futures trading bot with volume-spike detection, new-listing monitoring, staged take profits, and trailing stops.",True,False,False,False,stefanoviana/crypto-pump-scanner
|
||||
SHORTLIST,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-09-21,132,https://github.com/zc6503204-collab/stock-strategy-dashboard,"Local-first macOS workbench for A-share and US stock strategy screening, paper trading, position sizing, and risk alerts with read-only broker integrations.",True,False,False,False,zc6503204-collab/stock-strategy-dashboard
|
||||
AgentQuant,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-18,216,https://github.com/OnePunchMonk/AgentQuant,"Trading-strategy research framework with iterative proposal generation, backtesting, SQLite memory, holdout evaluation, walk-forward experiments, and experimental genetic-algorithm and differential-evolution optimizers.",True,False,False,False,OnePunchMonk/AgentQuant
|
||||
@@ -163,7 +166,7 @@ mx-trader-bridge,Python,Python,Trading & Backtesting,Trading & Backtesting,tradi
|
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AI Quant Agents,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-03-24,15,https://github.com/demandai/ai-quant-agents,"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.",True,False,False,False,demandai/ai-quant-agents
|
||||
TradeSight,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-08,168,https://github.com/rmbell09-lang/tradesight,"Self-hosted AI trading platform with strategy evolution, technical analysis, backtesting, and paper trading via Alpaca.",True,False,False,False,rmbell09-lang/tradesight
|
||||
Orallexa,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-07-12,71,https://github.com/alex-jb/orallexa-ai-trading-agent,"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.",True,False,False,False,alex-jb/orallexa-ai-trading-agent
|
||||
Vibe-Trading,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-19,35895,https://github.com/HKUDS/Vibe-Trading,"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.",True,False,False,False,HKUDS/Vibe-Trading
|
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Vibe-Trading,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-19,35904,https://github.com/HKUDS/Vibe-Trading,"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.",True,False,False,False,HKUDS/Vibe-Trading
|
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DeepAlpha,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-05-12,50,https://deepalphabot.com,"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)",True,False,False,False,stefanoviana/deepalpha
|
||||
the0,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-13,430,https://github.com/alexanderwanyoike/the0,"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.",True,False,False,False,alexanderwanyoike/the0
|
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autonomous-audit,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-07-03,0,https://pypi.org/project/autonomous-audit/,"Tamper-evident SHA-256 hash-chain audit log and human-readable report for AI trading-agent decisions; read-only, offline, and dependency-free (Python standard library only). [GitHub](https://github.com/Autonomous-Asset-Management-Agents/autonomous_/tree/main/packages/autonomous-audit)",False,False,True,False,
|
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@@ -177,10 +180,11 @@ QuantSoftware Toolkit,Python,Python,Trading & Backtesting,Trading & Backtesting,
|
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quantitative,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2019-03-03,66,https://github.com/jeffrey-liang/quantitative,"Quantitative finance, and backtesting library.",True,False,False,False,jeffrey-liang/quantitative
|
||||
bt,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-17,2996,https://github.com/pmorissette/bt,Flexible Backtesting for Python.,True,False,False,False,pmorissette/bt
|
||||
qis,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-18,642,https://github.com/ArturSepp/QuantInvestStrats,"Performance analytics, portfolio backtesting, risk analysis, and factsheet reporting.",True,False,False,False,ArturSepp/QuantInvestStrats
|
||||
backtrader,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2023-04-19,23517,https://github.com/mementum/backtrader,Python Backtesting library for trading strategies.,True,False,False,False,mementum/backtrader
|
||||
backtrader,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2023-04-19,23518,https://github.com/mementum/backtrader,Python Backtesting library for trading strategies.,True,False,False,False,mementum/backtrader
|
||||
backtrader (cloudQuant fork),Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-09-21,201,https://github.com/cloudQuant/backtrader,"Actively maintained, high-performance backtesting and live trading framework with AI-assisted strategy tooling (MCP server, skills, agent, web platform). Fork of backtrader.",True,False,False,False,cloudQuant/backtrader
|
||||
TrendFollowingSystems,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-19,31,https://github.com/ArturSepp/TrendFollowingSystems,"Closed-form expected returns, Sharpe ratios, and skewness of trend-following systems, with complete implementations and multi-decade futures backtests.",True,False,False,False,ArturSepp/TrendFollowingSystems
|
||||
backtest-bias,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-09-14,13,https://github.com/Finance-broski/backtest-bias,"Checks whether backtest price data is survivor-only: dead-name detection, measured bias benchmarks, CI integrity gates.",True,False,False,False,Finance-broski/backtest-bias
|
||||
Evidence Deflator,Python,"Python,MCP",Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-19,0,https://github.com/Beltran12138/evidence-deflator,"Checks how much of an LLM trading backtest falls on or before the model's training cutoff and how many clean months a claimed Sharpe needs once the number of attempts is counted, with an MCP server and an evidence-adjusted leaderboard of public AI trading competitions.",True,False,False,False,Beltran12138/evidence-deflator
|
||||
falsification-ledger,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-13,1,https://github.com/holdout-labs/falsification-ledger,"Hash-chained pre-registration and falsification ledger for research claims: write down what evidence would kill your claim before seeing the data; append-only JSONL with a sha256 chain (`fl verify` detects any edit), Wilson-CI hit-rate vs the random baseline, fail-closed falsification report contracts. [PyPI](https://pypi.org/project/falsification-ledger/)",True,False,False,False,holdout-labs/falsification-ledger
|
||||
basana,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-08-09,871,https://github.com/gbeced/basana,"A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies.",True,False,False,False,gbeced/basana
|
||||
algobroker,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2016-03-31,96,https://github.com/joequant/algobroker,This is an execution engine for algo trading.,True,False,False,False,joequant/algobroker
|
||||
@@ -201,15 +205,15 @@ Backtesting.py,Python,Python,Trading & Backtesting,Trading & Backtesting,trading
|
||||
quantstats,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-09-27,7723,https://github.com/ranaroussi/quantstats,"Portfolio analytics for quants, written in Python.",True,False,False,False,ranaroussi/quantstats
|
||||
jquantstats,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-14,48,https://github.com/Jebel-Quant/jquantstats,"Modern variation of quantstats, with additional features and performance improvements.",True,False,False,False,Jebel-Quant/jquantstats
|
||||
Quantdom,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2019-03-12,772,https://github.com/constverum/Quantdom,Python-based framework for backtesting trading strategies & analyzing financial markets [GUI :neckbeard:.],True,False,False,False,constverum/Quantdom
|
||||
freqtrade,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-19,55609,https://github.com/freqtrade/freqtrade,"Free, open source crypto trading bot.",True,False,False,False,freqtrade/freqtrade
|
||||
freqtrade,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-19,55613,https://github.com/freqtrade/freqtrade,"Free, open source crypto trading bot.",True,False,False,False,freqtrade/freqtrade
|
||||
algorithmic-trading-with-python,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2021-06-01,3511,https://github.com/chrisconlan/algorithmic-trading-with-python,"Free `pandas` and `scikit-learn` resources for trading simulation, backtesting, and machine learning on financial data.",True,False,False,False,chrisconlan/algorithmic-trading-with-python
|
||||
Qlib,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-08,49510,https://github.com/microsoft/qlib,"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.",True,False,False,False,microsoft/qlib
|
||||
finlab,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-10,0,https://pypi.org/project/finlab/,"Python package for Taiwan stock market data, factor research, and vectorized backtesting with pandas-style strategy definitions.",False,False,True,False,
|
||||
machine-learning-for-trading,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-19,21459,https://github.com/stefan-jansen/machine-learning-for-trading,Code and resources for Machine Learning for Algorithmic Trading.,True,False,False,False,stefan-jansen/machine-learning-for-trading
|
||||
machine-learning-for-trading,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-19,21460,https://github.com/stefan-jansen/machine-learning-for-trading,Code and resources for Machine Learning for Algorithmic Trading.,True,False,False,False,stefan-jansen/machine-learning-for-trading
|
||||
AlphaPy,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-05,1766,https://github.com/ScottfreeLLC/AlphaPy,"Automated Machine Learning [AutoML] with Python, scikit-learn, Keras, XGBoost, LightGBM, and CatBoost.",True,False,False,False,ScottfreeLLC/AlphaPy
|
||||
jesse,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-16,8670,https://github.com/jesse-ai/jesse,An advanced crypto trading bot written in Python.,True,False,False,False,jesse-ai/jesse
|
||||
rqalpha,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-09,6830,https://github.com/ricequant/rqalpha,"A extendable, replaceable Python algorithmic backtest && trading framework supporting multiple securities.",True,False,False,False,ricequant/rqalpha
|
||||
FinRL,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-13,16744,https://github.com/AI4Finance-Foundation/FinRL,A Deep Reinforcement Learning Library for Automated Trading in Quantitative Finance. NeurIPS 2020.,True,False,False,False,AI4Finance-Foundation/FinRL
|
||||
FinRL,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-13,16745,https://github.com/AI4Finance-Foundation/FinRL,A Deep Reinforcement Learning Library for Automated Trading in Quantitative Finance. NeurIPS 2020.,True,False,False,False,AI4Finance-Foundation/FinRL
|
||||
aurumq-rl,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-07-19,56,https://github.com/yupoet/aurumq-rl,"Reinforcement learning stock-selection framework for the China A-share market with multi-source factor input (alpha101 + main-force flow + hot-money seats + northbound + institutional + fundamentals), board-aware price limits, and ONNX CPU inference.",True,False,False,False,yupoet/aurumq-rl
|
||||
bulbea,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2017-03-19,2340,https://github.com/achillesrasquinha/bulbea,Deep Learning based Python Library for Stock Market Prediction and Modelling.,True,False,False,False,achillesrasquinha/bulbea
|
||||
ib_nope,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2021-04-22,33,https://github.com/ajhpark/ib_nope,Automated trading system for NOPE strategy over IBKR TWS.,True,False,False,False,ajhpark/ib_nope
|
||||
@@ -217,7 +221,7 @@ OctoBot,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backte
|
||||
fast-trade,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-06,599,https://github.com/jrmeier/fast-trade,A library built with backtest portability and performance in mind for backtest trading strategies.,True,False,False,False,jrmeier/fast-trade
|
||||
qf-lib,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-08-24,973,https://github.com/quarkfin/qf-lib,QF-Lib is a Python library that provides high quality tools for quantitative finance.,True,False,False,False,quarkfin/qf-lib
|
||||
tda-api,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2024-06-16,1327,https://github.com/alexgolec/tda-api,"Gather data and trade equities, options, and ETFs via TDAmeritrade.",True,False,False,False,alexgolec/tda-api
|
||||
vectorbt,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-19,9431,https://github.com/polakowo/vectorbt,"Find your trading edge, using a powerful toolkit for backtesting, algorithmic trading, and research.",True,False,False,False,polakowo/vectorbt
|
||||
vectorbt,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-19,9432,https://github.com/polakowo/vectorbt,"Find your trading edge, using a powerful toolkit for backtesting, algorithmic trading, and research.",True,False,False,False,polakowo/vectorbt
|
||||
Lean,Python,"Python,C#",Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-16,22098,https://github.com/QuantConnect/Lean,"Lean Algorithmic Trading Engine by QuantConnect (Python, C#).",True,False,False,False,QuantConnect/Lean
|
||||
pysystemtrade,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-16,3557,https://github.com/pst-group/pysystemtrade,"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.",True,False,False,False,pst-group/pysystemtrade
|
||||
pytrendseries,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-03,167,https://github.com/rafa-rod/pytrendseries,"Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.",True,False,False,False,rafa-rod/pytrendseries
|
||||
@@ -256,7 +260,7 @@ Fastback.jl,Julia,Julia,Trading & Backtesting,Trading & Backtesting,trading-back
|
||||
Lucky.jl,Julia,Julia,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-06-25,30,https://github.com/oliviermilla/Lucky.jl,"Modular, asynchronous trading engine in pure Julia.",True,False,False,False,oliviermilla/Lucky.jl
|
||||
Planar.jl,Julia,Julia,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-10,12,https://github.com/BubbleParticles/Planar.jl,"Trading framework built around CCXT with Zarr-backed OHLCV persistence, contiguity-checked data feeds, isolated-margin position management, and a loop-based backtester sharing strategy code across simulation, paper, and live modes.",True,False,False,False,BubbleParticles/Planar.jl
|
||||
Strategems.jl,Julia,Julia,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2021-04-06,168,https://github.com/JTAmos/Strategems.jl,Quantitative systematic trading strategy development and backtesting.,True,False,False,False,JTAmos/Strategems.jl
|
||||
ccxt,JavaScript,"JavaScript,Python,PHP",Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-19,44465,https://github.com/ccxt/ccxt,A JavaScript / Python / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges.,True,False,False,False,ccxt/ccxt
|
||||
ccxt,JavaScript,"JavaScript,Python,PHP",Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-19,44464,https://github.com/ccxt/ccxt,A JavaScript / Python / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges.,True,False,False,False,ccxt/ccxt
|
||||
binance-fix-connector-python,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-05-26,2,https://github.com/AlexanderMerkel/binance-fix-connector-python,"Async Python connector for Binance Spot FIX sessions with Order Entry, Market Data, and Drop Copy support.",True,False,False,False,AlexanderMerkel/binance-fix-connector-python
|
||||
Jiji,Ruby,Ruby,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2019-01-22,249,https://github.com/unageanu/jiji2,Open Source Forex algorithmic trading framework using OANDA REST API.,True,False,False,False,unageanu/jiji2
|
||||
Tai,Elixir/Erlang,Elixir/Erlang,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2024-12-06,498,https://github.com/fremantle-industries/tai,"Open Source composable, real time, market data and trade execution toolkit.",True,False,False,False,fremantle-industries/tai
|
||||
@@ -273,16 +277,18 @@ StockSharp,CSharp,CSharp,Trading & Backtesting,Trading & Backtesting,trading-bac
|
||||
TDAmeritrade.DotNetCore,CSharp,CSharp,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2023-03-10,56,https://github.com/NVentimiglia/TDAmeritrade.DotNetCore,"Free, open-source .NET Client for the TD Ameritrade Trading Platform. Helps developers integrate TD Ameritrade API into custom trading solutions.",True,False,False,False,NVentimiglia/TDAmeritrade.DotNetCore
|
||||
Barter,Rust,Rust,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-01-05,2348,https://github.com/barter-rs/barter-rs,Open-source Rust framework for building event-driven live-trading & backtesting systems.,True,False,False,False,barter-rs/barter-rs
|
||||
LFEST,Rust,Rust,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-09-04,82,https://github.com/MathisWellmann/lfest-rs,Simulated perpetual futures exchange to trade your strategy against.,True,False,False,False,MathisWellmann/lfest-rs
|
||||
matching-engine,Rust,Rust,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-15,1,https://rekurt.github.io/matching-engine/,"Single-node spot order matching with price-time priority, fixed-point prices and quantities, and optional write-ahead-log recovery. [GitHub](https://github.com/rekurt/matching-engine)",True,False,False,False,rekurt/matching-engine
|
||||
Sextant,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-04-05,2,https://github.com/raphaub-hub/SEXTANT,"Local event-driven backtesting engine with no-code strategy builder and FRED vintage, ALFRED, yFinance support.",True,False,False,False,raphaub-hub/SEXTANT
|
||||
TradeClaw,Node.js,"Node.js,TypeScript",Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-13,42,https://github.com/naimkatiman/tradeclaw,"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))",True,False,False,False,naimkatiman/tradeclaw
|
||||
ShowMe,Python,"Python,Rust,TypeScript",Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-09-23,8,https://github.com/nazmiefearmutcu/showMe,"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.",True,False,False,False,nazmiefearmutcu/showMe
|
||||
Dive Into Crypto,Python,"Python,Kotlin",Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-09-12,9,https://github.com/nazmiefearmutcu/dive-into-crypto,"Binance perpetual-futures scanner with technical-indicator consensus, multi-timeframe analysis, and desktop and Android interfaces.",True,False,False,False,nazmiefearmutcu/dive-into-crypto
|
||||
TraderHarness,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-08-22,41,https://github.com/HephaestLab/TraderHarness,"Contamination-resistant A-share backtesting environment for LLM trading agents with point-in-time masking, entity/date anonymization, fingerprinted replay, and trajectory (SFT) export.",True,False,False,False,HephaestLab/TraderHarness
|
||||
VerumTrade,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-06-29,15,https://github.com/muye1202/VerumTrade,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.,True,False,False,False,muye1202/VerumTrade
|
||||
mt5-httpapi,Python,"Python,REST,MCP",Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-17,31,https://github.com/psyb0t/mt5-httpapi,"MetaTrader 5 in a Windows VM (Docker + QEMU/KVM) over REST and MCP: market data, order/position/history management for automated trading and bots, the strategy-tester (backtesting) API, and server-side indicators (RSI/MACD/Bollinger/ADX/VWAP/Ichimoku, order blocks, FVGs). Multi-broker, multi-account.",True,False,False,False,psyb0t/mt5-httpapi
|
||||
mt5-httpapi,Python,"Python,REST,MCP",Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-19,31,https://github.com/psyb0t/mt5-httpapi,"MetaTrader 5 in a Windows VM (Docker + QEMU/KVM) over REST and MCP: market data, order/position/history management for automated trading and bots, the strategy-tester (backtesting) API, and server-side indicators (RSI/MACD/Bollinger/ADX/VWAP/Ichimoku, order blocks, FVGs). Multi-broker, multi-account.",True,False,False,False,psyb0t/mt5-httpapi
|
||||
ibkr-httpapi,Python,"Python,REST,MCP",Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-17,1,https://github.com/psyb0t/ibkr-httpapi,"Interactive Brokers over REST and MCP (FastAPI + ib_async over a Linux-native IB Gateway): market data (quotes, historical bars) plus order/position/execution management for automated trading across stocks, options, futures, forex, crypto and CFDs.",True,False,False,False,psyb0t/ibkr-httpapi
|
||||
Algo-Trading-Skills,Python,"Python,AI,Agent-Skills",Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-09-14,49,https://github.com/HimanshuJ16/Algo-Trading-Skills,"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.",True,False,False,False,HimanshuJ16/Algo-Trading-Skills
|
||||
nt8-mcp,C#,"C#,Python,MCP",Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-09-30,24,https://github.com/tbraman-dev/nt8-mcp,"MCP server and NinjaTrader 8 AddOn that give an AI coding assistant a build loop for NinjaScript: offline and in-platform compile with structured errors, chart and log reads, headless backtests, optimization and walk-forward; read-only by default.",True,False,False,False,tbraman-dev/nt8-mcp
|
||||
portfolio-risk-lab,Python,Python,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2026-10-19,3,https://github.com/garroshub/portfolio-risk-lab,"Uncertainty-aware portfolio optimization: compare covariance estimates, test allocations across risk scenarios, and see the cost of tighter constraints.",True,False,False,False,garroshub/portfolio-risk-lab
|
||||
Multi-Axis Robust Portfolio Optimization,Python,Python,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2026-07-31,2,https://github.com/Viraj-Nigwekar/multi-axis-robust-portfolio-optimization,"Portfolio optimization framework combining covariance shrinkage, bootstrap aggregation, and parametric scenario modeling, with reproducible notebooks and an accompanying SSRN paper.",True,False,False,False,Viraj-Nigwekar/multi-axis-robust-portfolio-optimization
|
||||
AutoHypothesis,Python,Python,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2026-04-22,74,https://github.com/arteemg/AutoHypothesis,"An agentic framework that mimics the real quant trading pipeline to find alpha: economic hypothesis, in-sample iteration, and out-of-sample validation.",True,False,False,False,arteemg/AutoHypothesis
|
||||
skfolio,Python,Python,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2026-10-18,2519,https://github.com/skfolio/skfolio,"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.",True,False,False,False,skfolio/skfolio
|
||||
@@ -316,6 +322,7 @@ fortitudo.tech,Python,Python,Portfolio Optimization & Risk Analysis,Portfolio Op
|
||||
quantitative-finance-tools,Python,Python,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2025-12-13,6,https://github.com/omichauhan-lgtm/quantitative-finance-tools,Library for portfolio optimization (MVO) and rigorous risk metrics (VaR/CVaR).,True,False,False,False,omichauhan-lgtm/quantitative-finance-tools
|
||||
Prop Trader Compass,Python,Python,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,,0,https://otto-ships.github.io/prop-trader-compass/,Interactive risk and payout calculator for Futures and CFD traders; features one-time fee firm comparisons.,False,False,False,False,
|
||||
riskkit,Python,Python,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2026-07-02,3,https://github.com/HasibVortex369/riskkit,"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.",True,False,False,False,HasibVortex369/riskkit
|
||||
Deadlatch,Python,"Python,MCP",Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2026-10-16,0,https://github.com/Diabloluo/deadlatch,"Local, advisory-only pre-trade risk gate for trading agents with 12 deterministic fail-closed rules and a local audit log.",True,False,False,False,Diabloluo/deadlatch
|
||||
portfolio,R,R,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2024-08-19,17,https://github.com/dgerlanc/portfolio,Analysing equity portfolios.,True,False,False,False,dgerlanc/portfolio
|
||||
sparseIndexTracking,R,R,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2023-05-28,59,https://github.com/dppalomar/sparseIndexTracking,Portfolio design to track an index.,True,False,False,False,dppalomar/sparseIndexTracking
|
||||
riskParityPortfolio,R,R,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2022-11-15,122,https://github.com/dppalomar/riskParityPortfolio,Blazingly fast design of risk parity portfolios.,True,False,False,False,dppalomar/riskParityPortfolio
|
||||
@@ -324,7 +331,7 @@ PerformanceAnalytics,R,R,Portfolio Optimization & Risk Analysis,Portfolio Optimi
|
||||
OnlinePortfolioAnalytics.jl,Julia,Julia,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2026-09-07,15,https://github.com/femtotrader/OnlinePortfolioAnalytics.jl,A Julia quantitative portfolio analytics (risk / performance) via online algorithms.,True,False,False,False,femtotrader/OnlinePortfolioAnalytics.jl
|
||||
RiskPerf.jl,Julia,Julia,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2026-10-02,17,https://github.com/rbeeli/RiskPerf.jl,Quantitative risk and performance analysis package for financial time series powered by the Julia language.,True,False,False,False,rbeeli/RiskPerf.jl
|
||||
portfolio-allocation,JavaScript,JavaScript,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2022-08-11,187,https://github.com/lequant40/portfolio_allocation_js,"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...",True,False,False,False,lequant40/portfolio_allocation_js
|
||||
Ghostfolio,JavaScript,JavaScript,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2026-10-18,9524,https://github.com/ghostfolio/ghostfolio,"Wealth management software to keep track of financial assets like stocks, ETFs or cryptocurrencies and make solid, data-driven investment decisions.",True,False,False,False,ghostfolio/ghostfolio
|
||||
Ghostfolio,JavaScript,JavaScript,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2026-10-19,9524,https://github.com/ghostfolio/ghostfolio,"Wealth management software to keep track of financial assets like stocks, ETFs or cryptocurrencies and make solid, data-driven investment decisions.",True,False,False,False,ghostfolio/ghostfolio
|
||||
rebalance,JavaScript,JavaScript,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2026-03-01,3,https://github.com/cjroth/rebalance,"Interactive portfolio rebalancing tool that imports brokerage CSV data, sets target allocations, and generates trade instructions.",True,False,False,False,cjroth/rebalance
|
||||
position-sizing-data,Data,Data,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2026-10-11,1,https://github.com/tk25719/position-sizing-data,"Reference data and worked arithmetic for position sizing across forex, stocks and crypto futures: contract specifications (pip size, contract size, minimum step) for 131 instruments, pip value and 20-pip loss by lot size, losing-streak equity decay and drawdown-recovery tables, plus the risk-to-units formulas with two worked examples.",True,False,False,False,tk25719/position-sizing-data
|
||||
DUEL,Python,"Python,SEC EDGAR",Factor Analysis,Factor Analysis,factor-analysis,2026-09-30,2,https://github.com/duelstocks/duel-algorithm,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.,True,False,False,False,duelstocks/duel-algorithm
|
||||
@@ -374,6 +381,7 @@ garchmodels,R,R,Time Series Analysis,Time Series Analysis,time-series-analysis,2
|
||||
TimeSeries.jl,Julia,Julia,Time Series Analysis,Time Series Analysis,time-series-analysis,2026-03-30,370,https://github.com/JuliaStats/TimeSeries.jl,Time series toolkit for Julia.,True,False,False,False,JuliaStats/TimeSeries.jl
|
||||
TimeFrames.jl,Julia,Julia,Time Series Analysis,Time Series Analysis,time-series-analysis,2026-10-05,5,https://github.com/femtotrader/TimeFrames.jl,A Julia library that defines TimeFrame (essentially for resampling TimeSeries).,True,False,False,False,femtotrader/TimeFrames.jl
|
||||
PineForge,C++,C++,Time Series Analysis,Time Series Analysis,time-series-analysis,2026-10-19,190,https://github.com/pineforge-4pass/pineforge-engine,"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.",True,False,False,False,pineforge-4pass/pineforge-engine
|
||||
prop-firm-rules,Python,"Python,JavaScript,Data",Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-10-04,1,https://github.com/kburrus64-max/prop-firm-rules,"Sourced, dated dataset of prop-trading-firm daily-loss and max-drawdown rules (static and trailing, lock levels, reset times) for 9 firms and 13 programs, with a zero-dependency JS/Python drawdown calculator.",True,False,False,False,kburrus64-max/prop-firm-rules
|
||||
Dividend Data Toolkit,Python,"Python,Data",Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-09-11,1,https://github.com/holaclea/dividend-data-toolkit,"Dated SCHD payment and holdings snapshots with source URLs, data dictionaries, and Python tools for split-aware dividend windows and ETF company-exposure checks. [Website](https://dividendsteps.com/)",True,False,False,False,holaclea/dividend-data-toolkit
|
||||
Market Brief,Python,"Python,JavaScript",Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-10-17,2,https://github.com/beepboop2025/market-brief,"Source-linked money-market, capital-market, and liquidity briefs with local snapshot comparisons and explicit missing-data states.",True,False,False,False,beepboop2025/market-brief
|
||||
Cambio Uruguay,TypeScript,"TypeScript,REST,MCP",Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-10-19,8,https://cambio-uruguay.com,Collectors and public API for Uruguayan retail buy/sell exchange rates and historical series by source and quote type. [GitHub](https://github.com/eduair94/cambio-uruguay),True,False,False,False,eduair94/cambio-uruguay
|
||||
@@ -382,8 +390,9 @@ pit-adjuster,Python,Python,Market Data & Data Sources,Market Data & Data Sources
|
||||
perp-funding-collector,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,error,0,https://github.com/donnywin85/perp-funding-collector,"Collects and stores funding-rate snapshots from five decentralized perpetual-futures exchanges, normalizing rates hourly and flagging markets with less than $2 million in open interest. Intended for historical analysis and cross-venue comparisons; it does not trade.",True,False,False,False,donnywin85/perp-funding-collector
|
||||
BTC Orderbook Microstructure Research,Jupyter Notebook,Jupyter Notebook,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-04-21,9,https://github.com/mznowhere/btc-orderbook-research,"statistical analysis of Binance BTC/USDT orderbook: OBI, CVD, spread.",True,False,False,False,mznowhere/btc-orderbook-research
|
||||
itch-book,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-09-21,3,https://github.com/groovg/itch-book,"NASDAQ TotalView-ITCH 5.0 day files to Parquet: BBO, trades, order-by-order messages with the resting side already resolved, and MBP depth; downloads and verifies the free emi.nasdaq.com samples.",True,False,False,False,groovg/itch-book
|
||||
OpenBB,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-10-18,74436,https://github.com/OpenBB-finance/OpenBB,"Open-source financial data platform with extensible provider integrations, a Python interface, a command-line interface, and a local REST API.",True,False,False,False,OpenBB-finance/OpenBB
|
||||
Fincept Terminal,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-10-13,32738,https://github.com/Fincept-Corporation/FinceptTerminal,Advance Data Based A.I Terminal for all Types of Financial Asset Research.,True,False,False,False,Fincept-Corporation/FinceptTerminal
|
||||
OpenBB,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-10-18,74439,https://github.com/OpenBB-finance/OpenBB,"Open-source financial data platform with extensible provider integrations, a Python interface, a command-line interface, and a local REST API.",True,False,False,False,OpenBB-finance/OpenBB
|
||||
Fincept Terminal,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-10-13,32741,https://github.com/Fincept-Corporation/FinceptTerminal,Advance Data Based A.I Terminal for all Types of Financial Asset Research.,True,False,False,False,Fincept-Corporation/FinceptTerminal
|
||||
Gloomberb,TypeScript,"TypeScript,Bun",Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-10-19,2468,https://github.com/gloom-sh/gloomberb,"Open-source finance terminal for quotes, charts, news, filings and portfolios, as a terminal UI, desktop app and web app.",True,False,False,False,gloom-sh/gloomberb
|
||||
yfinance,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-10-18,25553,https://github.com/ranaroussi/yfinance,Yahoo! Finance market data downloader (+faster Pandas Datareader).,True,False,False,False,ranaroussi/yfinance
|
||||
treasurydirect,TypeScript,TypeScript,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-10-10,0,https://github.com/moshejs/treasurydirect,"Zero-dependency client for the US TreasuryDirect API: auction results, upcoming auctions, CUSIP lookups, and Debt to the Penny; no API key required.",True,False,False,False,moshejs/treasurydirect
|
||||
treasury-fiscaldata,TypeScript,TypeScript,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-10-10,2,https://github.com/moshejs/treasury-fiscaldata,"Typed client for the US Treasury FiscalData API (debt, average interest rates, exchange rates) with pagination and filtering; no API key required.",True,False,False,False,moshejs/treasury-fiscaldata
|
||||
@@ -391,7 +400,7 @@ newyorkfed,TypeScript,TypeScript,Market Data & Data Sources,Market Data & Data S
|
||||
commitments-of-traders,TypeScript,TypeScript,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-10-10,1,https://github.com/moshejs/commitments-of-traders,"Client for the CFTC Commitments of Traders reports (Legacy, Disaggregated, TFF; futures-only and combined) via the official Socrata API.",True,False,False,False,moshejs/commitments-of-traders
|
||||
The Gold Barometer,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-10-18,1,https://github.com/thegoldbarometer/data,"Daily gold buying-conditions score (0-100), free JSON API and CC BY dataset back to 1971.",True,False,False,False,thegoldbarometer/data
|
||||
OpenChainBench,Go,"Go,TypeScript",Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-10-19,8,https://openchainbench.com,"Open benchmark harnesses for blockchain RPC latency, perpetual-market execution costs and funding, bridge quotes, and oracle price deviations. [GitHub](https://github.com/ChainBench/OpenChainBench)",True,False,False,False,ChainBench/OpenChainBench
|
||||
defeatbeta-api,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-10-19,786,https://github.com/defeat-beta/defeatbeta-api,An open-source alternative to Yahoo Finance's market data APIs with higher reliability.,True,False,False,False,defeat-beta/defeatbeta-api
|
||||
defeatbeta-api,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-10-19,787,https://github.com/defeat-beta/defeatbeta-api,An open-source alternative to Yahoo Finance's market data APIs with higher reliability.,True,False,False,False,defeat-beta/defeatbeta-api
|
||||
financekit-mcp,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-04-17,8,https://github.com/vdalhambra/financekit-mcp,"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.",True,False,False,False,vdalhambra/financekit-mcp
|
||||
pricehub,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-06-17,42,https://github.com/eslazarev/pricehub,"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.",True,False,False,False,eslazarev/pricehub
|
||||
Helium MCP,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,,0,https://heliumtrades.com/mcp-page/,"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.",False,False,False,False,
|
||||
@@ -434,7 +443,8 @@ pdblp,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market
|
||||
BloombergFetch,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-10-07,20,https://github.com/ArturSepp/BloombergFetch,"Bloomberg Desktop API data (prices, implied volatilities, fundamentals) as pandas DataFrames via blpapi.",True,False,False,False,ArturSepp/BloombergFetch
|
||||
tiingo,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2025-06-22,319,https://github.com/hydrosquall/tiingo-python,"Python interface for daily composite prices/OHLC/Volume + Real-time News Feeds, powered by the Tiingo Data Platform.",True,False,False,False,hydrosquall/tiingo-python
|
||||
metatrader5,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-09-27,0,https://pypi.org/project/metatrader5/,API Connector to MetaTrader 5 Terminal. (Last updated: 2026-02-20).,False,False,True,False,
|
||||
akshare,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-10-13,22993,https://github.com/akfamily/akshare,"AkShare is an elegant and simple financial data interface library for Python, built for human beings! <https://akshare.readthedocs.io>.",True,False,False,False,akfamily/akshare
|
||||
akshare,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-10-13,22994,https://github.com/akfamily/akshare,"AkShare is an elegant and simple financial data interface library for Python, built for human beings! <https://akshare.readthedocs.io>.",True,False,False,False,akfamily/akshare
|
||||
CNEquity,Python,"Python,MCP,A-shares",Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-10-18,726,https://github.com/rootSunc/CNEquity,"Self-hosted China A-share data lake that keeps 55 datasets (prices, financials, capital flows, corporate events, futures and options) in local Parquet with incremental updates, point-in-time queries, delisted-stock retention, DuckDB SQL and a read-only MCP server.",True,False,False,False,rootSunc/CNEquity
|
||||
yahooquery,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2025-05-15,919,https://github.com/dpguthrie/yahooquery,Python interface for retrieving data through unofficial Yahoo Finance API.,True,False,False,False,dpguthrie/yahooquery
|
||||
investpy,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2022-10-02,1859,https://github.com/alvarobartt/investpy,Financial Data Extraction from Investing.com with Python! <https://investpy.readthedocs.io/>.,True,False,False,False,alvarobartt/investpy
|
||||
yliveticker,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-03-28,174,https://github.com/yahoofinancelive/yliveticker,Live stream of market data from Yahoo Finance websocket.,True,False,False,False,yahoofinancelive/yliveticker
|
||||
@@ -445,6 +455,7 @@ FinanceDataReader,Python,Python,Market Data & Data Sources,Market Data & Data So
|
||||
pystlouisfed,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2024-01-09,22,https://github.com/TomasKoutek/pystlouisfed,"Python client for Federal Reserve Bank of St. Louis API - FRED, ALFRED, GeoFRED and FRASER.",True,False,False,False,TomasKoutek/pystlouisfed
|
||||
python-bcb,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-07-27,128,https://github.com/wilsonfreitas/python-bcb,Python interface to Brazilian Central Bank web services.,True,False,False,False,wilsonfreitas/python-bcb
|
||||
swiss-finance-data,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-04-13,5,https://github.com/EMen11/swiss-finance-data,"Python package for Swiss financial data (SNB Policy Rate, SARON, CHF FX rates, CPI, SMI equities, Confederation bond yields) from official SNB sources.",True,False,False,False,EMen11/swiss-finance-data
|
||||
yfinance-ir,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-10-11,2,https://github.com/Fazel94/yfinance-ir,"yfinance-shaped market data for Iranian markets: TSETMC equities, ETFs, indices and option chains, Codal financial statements, TGJU FX and gold, SCI CPI and Iranian crypto exchanges.",True,False,False,False,Fazel94/yfinance-ir
|
||||
market-prices,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-09-15,106,https://github.com/maread99/market_prices,Create meaningful OHLCV datasets from knowledge of [exchange-calendars](https://github.com/gerrymanoim/exchange_calendars) (works out-the-box with data from Yahoo Finance).,True,False,False,False,maread99/market_prices
|
||||
tardis-python,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-09-28,149,https://github.com/tardis-dev/tardis-python,Python interface for Tardis.dev high frequency crypto market data.,True,False,False,False,tardis-dev/tardis-python
|
||||
lake-api,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2025-11-02,75,https://github.com/crypto-lake/lake-api,Python interface for Crypto Lake high frequency crypto market data.,True,False,False,False,crypto-lake/lake-api
|
||||
@@ -461,6 +472,7 @@ fsynth,Python,Python,Market Data & Data Sources,Market Data & Data Sources,marke
|
||||
fedfred,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,,0,https://nikhilxsunder.github.io/fedfred/,"FRED & GeoFRED Economic data API with preprocessed dataframe output in pandas/geopandas, polars/polars_st, and dask dataframes/geodataframes.",False,False,False,False,
|
||||
edgar-sec,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-10-07,2,https://github.com/toros-dev/edgar-sec,EDGAR Financial data API with preprocessed dataclass outputs.,True,False,False,False,toros-dev/edgar-sec
|
||||
edgartools,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-10-18,2800,https://github.com/dgunning/edgartools,"AI-native SEC EDGAR library with XBRL financials, clean text extraction, 17+ typed forms, and pandas DataFrames.",True,False,False,False,dgunning/edgartools
|
||||
edgar-full-text-search-examples,Python,"Python,SEC EDGAR",Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-10-14,0,https://github.com/svitury/edgar-full-text-search-examples,"Stdlib-only EDGAR full-text search to CSV that splits date ranges to get past the 10,000-result cap.",True,False,False,False,svitury/edgar-full-text-search-examples
|
||||
edgar-geo-revenue,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-09-04,1,https://pypi.org/project/edgar-geo-revenue/,Extract geographic revenue breakdowns from SEC EDGAR 10-K filings with no API key. [GitHub](https://github.com/Metricshour/edgar-geo-revenue),True,False,True,False,Metricshour/edgar-geo-revenue
|
||||
filingrail-mcp,Python,"Python,MCP",Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-10-08,0,https://pypi.org/project/filingrail-mcp/,"MCP server and Python SDK for a SEC EDGAR REST API covering XBRL fundamentals, Form 4 insider trades, 8-K events, 13F holdings and filings, where every record carries the source sec.gov filing URL it came from. [GitHub](https://github.com/adamhudson777/filingrail-mcp)",True,False,True,False,adamhudson777/filingrail-mcp
|
||||
disclosure-alpha,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-10-07,4,https://github.com/alwank/disclosure-alpha,"Deterministic SEC filing analytics for 10-K/10-Q: section extraction, tone and boilerplate metrics, year-over-year diff, and reproducible disclosure risk scores. CLI, Python SDK, HTTP panel screener, and MCP — no LLM required.",True,False,False,False,alwank/disclosure-alpha
|
||||
@@ -487,7 +499,7 @@ finalytics,Rust,Rust,Market Data & Data Sources,Market Data & Data Sources,marke
|
||||
AgentServices,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-09-06,2,https://github.com/vbkotecha/agentservices-api,"API server for crypto and market data with technical indicators, on-chain analytics, and MCP access; includes x402 payment support for hosted endpoints.",True,False,False,False,vbkotecha/agentservices-api
|
||||
The Stall,JavaScript,"JavaScript,MCP",Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-10-10,0,https://github.com/thebrierfox/the-stall,"Self-hostable data and analytics service with equity technical indicators, multi-chain portfolio valuation, market-data adapters, and MCP interfaces.",True,False,False,False,thebrierfox/the-stall
|
||||
ninjatrader-to-parquet,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-09-26,10,https://github.com/tbraman-dev/ninjatrader-to-parquet,"NinjaTrader 8 .ncd tick and minute history files to Parquet without NinjaTrader running; row-exact against NinjaTrader's own export, incremental re-runs.",True,False,False,False,tbraman-dev/ninjatrader-to-parquet
|
||||
pmxt,Python,"Python,JavaScript",Prediction Markets,Prediction Markets,prediction-markets,2026-07-18,2170,https://github.com/pmxt-dev/pmxt,"The CCXT for prediction markets. A unified API for trading on Polymarket, Kalshi, and more.",True,False,False,False,pmxt-dev/pmxt
|
||||
pmxt,Python,"Python,JavaScript",Prediction Markets,Prediction Markets,prediction-markets,2026-07-18,2171,https://github.com/pmxt-dev/pmxt,"The CCXT for prediction markets. A unified API for trading on Polymarket, Kalshi, and more.",True,False,False,False,pmxt-dev/pmxt
|
||||
polymarket-whales,Python,Python,Prediction Markets,Prediction Markets,prediction-markets,2026-03-20,64,https://github.com/al1enjesus/polymarket-whales,Real-time whale trade tracker for Polymarket — terminal alerts + Telegram notifications when large orders hit the book.,True,False,False,False,al1enjesus/polymarket-whales
|
||||
PolyMind,Python,Python,Prediction Markets,Prediction Markets,prediction-markets,2026-10-17,3,https://polyminds.netlify.app/,"Real-time Polymarket trading alerts with multi-AI analysis (Groq, Claude, Gemini). Track whale bets, volume spikes, coordinated wallets, and 12 signal types. Free tier available. [GitHub](https://github.com/samirasadov28-code/PolyMind)",True,False,False,False,samirasadov28-code/PolyMind
|
||||
prediction-market-maker,Python,Python,Prediction Markets,Prediction Markets,prediction-markets,2026-04-10,34,https://github.com/octavi42/prediction-market-maker,"Open-source market-making strategy that placed #2 in Paradigm's prediction market challenge, with full strategy evolution and analysis.",True,False,False,False,octavi42/prediction-market-maker
|
||||
@@ -498,6 +510,7 @@ Live Tennis API,REST,"REST,WebSocket,MCP",Prediction Markets,Prediction Markets,
|
||||
polymm,Python,"Python,Polymarket",Prediction Markets,Prediction Markets,prediction-markets,2026-08-16,113,https://github.com/kachence/polymm,"Market-making and arbitrage bot for Polymarket sports and esports markets, pricing from de-vigged sportsbook odds.",True,False,False,False,kachence/polymm
|
||||
QuantRank500,Python,Python,Prediction Markets,Prediction Markets,prediction-markets,2026-09-15,0,https://github.com/RusUsf/quantrank500,"Open-source public record of stock predictions: commit-reveal before the open, automatic settlement against exchange data, tamper-evident hash-chained ledger. Live at [quantrank500.com](https://quantrank500.com).",True,False,False,False,RusUsf/quantrank500
|
||||
outcometick,Python,"Python,JavaScript",Prediction Markets,Prediction Markets,prediction-markets,2026-10-15,0,https://outcometick.com,"Tick-level history for Polymarket and Predict.fun crypto Up/Down markets, including the full-precision Chainlink settlement feeds and each market's strike and settled outcome, with a sandboxed runner that replays a submitted strategy against the same archive. [GitHub](https://github.com/outcometick/outcometick-sdk-ts)",True,False,False,False,outcometick/outcometick-sdk-ts
|
||||
pm-hftbacktest,Rust,"Rust,Python",Prediction Markets,Prediction Markets,prediction-markets,2026-10-14,125,https://github.com/mileswangs/pm-hftbacktest,"High-frequency trading and market-making backtesting for Polymarket, written in Rust, with queue position, latency and maker/taker fee models applied to tick-level L2 order book and trade data.",True,False,False,False,mileswangs/pm-hftbacktest
|
||||
exchange_calendars,Python,Python,Calendars & Market Hours,Calendars & Market Hours,calendars-market-hours,2026-09-14,681,https://github.com/gerrymanoim/exchange_calendars,Stock Exchange Trading Calendars.,True,False,False,False,gerrymanoim/exchange_calendars
|
||||
bizdays,Python,Python,Calendars & Market Hours,Calendars & Market Hours,calendars-market-hours,2026-03-08,95,https://github.com/wilsonfreitas/python-bizdays,Business days calculations and utilities.,True,False,False,False,wilsonfreitas/python-bizdays
|
||||
pandas_market_calendars,Python,Python,Calendars & Market Hours,Calendars & Market Hours,calendars-market-hours,2026-10-05,1004,https://github.com/rsheftel/pandas_market_calendars,Exchange calendars to use with pandas for trading applications.,True,False,False,False,rsheftel/pandas_market_calendars
|
||||
@@ -525,7 +538,7 @@ xlloop,Python,Python,Excel & Spreadsheet Integration,Excel & Spreadsheet Integra
|
||||
expy,Python,Python,Excel & Spreadsheet Integration,Excel & Spreadsheet Integration,excel-spreadsheet-integration,,0,https://bnikolic.co.uk/expy/expy.html,"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.",False,False,False,False,
|
||||
pyxll,Python,Python,Excel & Spreadsheet Integration,Excel & Spreadsheet Integration,excel-spreadsheet-integration,,0,https://www.pyxll.com,PyXLL is an Excel add-in that enables you to extend Excel using nothing but Python code.,False,False,False,False,
|
||||
AxonX,Python,"Python,MCP",Quant Research Environments,Quant Research Environments,quant-research-environments,2026-10-19,5,https://github.com/FlowLLM-AI/AxonX,"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.",True,False,False,False,FlowLLM-AI/AxonX
|
||||
TradingAgents,Python,"Python,LLM",Quant Research Environments,Quant Research Environments,quant-research-environments,2026-10-16,112016,https://github.com/TauricResearch/TradingAgents,"Multi-agent financial research framework combining fundamental, technical, news, and sentiment analysis with structured investment debates and risk assessment.",True,False,False,False,TauricResearch/TradingAgents
|
||||
TradingAgents,Python,"Python,LLM",Quant Research Environments,Quant Research Environments,quant-research-environments,2026-10-16,112028,https://github.com/TauricResearch/TradingAgents,"Multi-agent financial research framework combining fundamental, technical, news, and sentiment analysis with structured investment debates and risk assessment.",True,False,False,False,TauricResearch/TradingAgents
|
||||
Nova-TradingAgent,Python,"Python,A-shares",Quant Research Environments,Quant Research Environments,quant-research-environments,2026-09-06,26,https://github.com/rufeng0411/Nova-TradingAgent,"Self-hosted 15-agent research desk (debate graph, optional Tushare L2 and Qlib). Does not place trades.",True,False,False,False,rufeng0411/Nova-TradingAgent
|
||||
QFO Quant Platform,Python,"Python,React,A-shares",Quant Research Environments,Quant Research Environments,quant-research-environments,2026-09-28,14,https://www.qfo-quant-platform.com/,"Local-first quantitative research and backtesting platform with data synchronization, multi-asset screening, factor analysis, portfolio optimization, risk analysis, and optional LLM-assisted news analysis. [GitHub](https://github.com/yeh2017/QFO-Quant-Platform)",True,False,False,False,yeh2017/QFO-Quant-Platform
|
||||
dsh-quant,TypeScript,"TypeScript,DeepSeek Harness",Quant Research Environments,Quant Research Environments,quant-research-environments,2026-10-18,53,https://github.com/pengpengyi92/dsh-quant,"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.",True,False,False,False,pengpengyi92/dsh-quant
|
||||
@@ -545,7 +558,7 @@ QuantLib.jl,,,Cross-Language Frameworks,Cross-Language Frameworks,cross-language
|
||||
QuantLib-Python Documentation,,,Cross-Language Frameworks,Cross-Language Frameworks,cross-language-frameworks,,0,https://quantlib-python-docs.readthedocs.io/,Documentation for the Python bindings for the QuantLib library.,False,False,False,False,
|
||||
TA-Lib,,,Cross-Language Frameworks,Cross-Language Frameworks,cross-language-frameworks,2026-10-15,1698,https://ta-lib.org,perform technical analysis of financial market data. [GitHub](https://github.com/TA-Lib/ta-lib),True,False,False,False,TA-Lib/ta-lib
|
||||
godzilla.dev,C++,"C++,Python",Cross-Language Frameworks,Cross-Language Frameworks,cross-language-frameworks,2026-08-11,381,https://godzilla.dev,"Open-source framework for crypto quant trading, funding rate arbitrage and ultra-low-latency market making. [GitHub](https://github.com/godzilla-foundation/godzilla-community)",True,False,False,False,godzilla-foundation/godzilla-community
|
||||
PineTS,TypeScript,"TypeScript,JavaScript,Pine Script",Cross-Language Frameworks,Cross-Language Frameworks,cross-language-frameworks,2026-10-12,878,https://github.com/LuxAlgo/PineTS,"Open-source transpiler and runtime that executes Pine Script logic in Node.js and the browser with 1:1 syntax compatibility, for running indicators and strategies on your own infrastructure.",True,False,False,False,LuxAlgo/PineTS
|
||||
PineTS,TypeScript,"TypeScript,JavaScript,Pine Script",Cross-Language Frameworks,Cross-Language Frameworks,cross-language-frameworks,2026-10-12,879,https://github.com/LuxAlgo/PineTS,"Open-source transpiler and runtime that executes Pine Script logic in Node.js and the browser with 1:1 syntax compatibility, for running indicators and strategies on your own infrastructure.",True,False,False,False,LuxAlgo/PineTS
|
||||
Goldman Sachs Quantitative Strategies Research Notes,Papers,"Papers,Derivatives","Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2025-11-17,452,https://github.com/s0ap/gs-quantitative-strategies-research-notes,"Collection of 1990s research papers on derivatives pricing, volatility modeling, hedging, and model risk.",True,False,False,False,s0ap/gs-quantitative-strategies-research-notes
|
||||
Quant Sprint,Training,"Training,Interviews","Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,,0,https://lambdia.com/play,"Free timed drill of first round quant interview questions on options and the Greeks, two sided quoting, probability and mental arithmetic.",False,False,False,False,
|
||||
QuantVault,Training,"Training,Interviews","Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,,0,https://quantvault.org,"Quant interview prep with 391 free problems with full worked solutions, per-firm online-assessment guides, and free playable replicas of real trading-firm OAs (Optiver, SIG, IMC).",False,False,False,False,
|
||||
@@ -559,7 +572,8 @@ fecon235,,,"Reproducing Works, Training & Books","Reproducing Works, Training &
|
||||
QuantEcon,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,,0,https://quantecon.org/,"Lecture series on economics, finance, econometrics and data science; QuantEcon.py, QuantEcon.jl, notebooks.",False,False,False,False,
|
||||
FinanceHub,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2021-05-25,805,https://github.com/Finance-Hub/FinanceHub,Resources for Quantitative Finance.,True,False,False,False,Finance-Hub/FinanceHub
|
||||
Python_Option_Pricing,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2025-05-13,849,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.",True,False,False,False,dedwards25/Python_Option_Pricing
|
||||
python-training,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2026-08-24,14264,https://github.com/jpmorganchase/python-training,J.P. Morgan's Python training for business analysts and traders.,True,False,False,False,jpmorganchase/python-training
|
||||
python-training,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2026-08-24,14263,https://github.com/jpmorganchase/python-training,J.P. Morgan's Python training for business analysts and traders.,True,False,False,False,jpmorganchase/python-training
|
||||
cfa-frm-formula-sheets,Training,"Training,Data","Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2026-10-14,0,https://github.com/marfa77/cfa-frm-formula-sheets,Machine-readable CFA Level I/II and FRM Part I formula reference in LaTeX and JSON/CSV with variable definitions and official topic weights.,True,False,False,False,marfa77/cfa-frm-formula-sheets
|
||||
Stock_Analysis_For_Quant,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2025-05-04,2084,https://github.com/LastAncientOne/Stock_Analysis_For_Quant,"Different Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau.",True,False,False,False,LastAncientOne/Stock_Analysis_For_Quant
|
||||
algorithmic-trading-with-python,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2021-06-01,3511,https://github.com/chrisconlan/algorithmic-trading-with-python,Source code for Algorithmic Trading with Python (2020) by Chris Conlan.,True,False,False,False,chrisconlan/algorithmic-trading-with-python
|
||||
MEDIUM_NoteBook,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2024-09-22,2144,https://github.com/cerlymarco/MEDIUM_NoteBook,Repository containing notebooks of [cerlymarco](https://github.com/cerlymarco)'s posts on Medium.,True,False,False,False,cerlymarco/MEDIUM_NoteBook
|
||||
@@ -602,11 +616,11 @@ AlgoTradingLib,,,"Reproducing Works, Training & Books","Reproducing Works, Train
|
||||
Portfolio Optimization Book,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2025-02-17,26,https://portfoliooptimizationbook.com/,Prof. Daniel Palomar's Portfolio Optimization Book. [GitHub](https://github.com/dppalomar/pob),True,False,False,False,dppalomar/pob
|
||||
direct_vola,Python,"Python,R","Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2026-05-01,6,https://github.com/wol-fi/direct_vola,Demo code for direct Black-Scholes implied-volatility calculation from normalized call prices via the inverse-Gaussian quantile representation.,True,False,False,False,wol-fi/direct_vola
|
||||
TradeMux Snippets,Python,Python,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2026-10-18,1,https://github.com/KVignesh122/trademux-examples,Code snippets for Metatrader (MT5) forex/CFD trading and data retrieval via trademux API client.,True,False,False,False,KVignesh122/trademux-examples
|
||||
EPSILON,Python,Python,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2026-10-18,204,https://epsilonfield.space/,Open-source backtesting simulator with a 25-minute Assumption Clinic worksheet that teaches students to inspect backtest assumptions using published failed cases. [GitHub](https://github.com/DresdenGman/EPSILON-trading-simulator),True,False,False,False,DresdenGman/EPSILON-trading-simulator
|
||||
EPSILON,Python,Python,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2026-10-19,204,https://epsilonfield.space/,Open-source backtesting simulator with a 25-minute Assumption Clinic worksheet that teaches students to inspect backtest assumptions using published failed cases. [GitHub](https://github.com/DresdenGman/EPSILON-trading-simulator),True,False,False,False,DresdenGman/EPSILON-trading-simulator
|
||||
Korea Stock Data,Data,Data,Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,2026-09-22,7,https://aikstockdata.com/,"Free Korean equity settled closes with 250 trading days of per-stock history, DART filings and earnings as JSON/CSV, without signup, an API key or request quotas. [GitHub](https://github.com/na77tech-creator/aikstockdata)",True,False,False,True,na77tech-creator/aikstockdata
|
||||
Korean Market Data,Data,Data,Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,2026-10-17,0,https://kexportstars.com/tools/,"Free Korean investor-flow and sector-index datasets in English CSV/JSON, updated each trading day under CC BY 4.0 without signup. [GitHub](https://github.com/james-brand/korea-market-data)",True,False,False,True,james-brand/korea-market-data
|
||||
CoinPaprika,Python,Python,Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,2026-08-06,34,https://coinpaprika.com/api/,"Cryptocurrency market data API with 20,000 free calls per month for personal use, including one year of daily price history, without an API key. [GitHub](https://github.com/coinpaprika/coinpaprika-api-python-client)",True,False,False,True,coinpaprika/coinpaprika-api-python-client
|
||||
FillBench,,,Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,2026-10-18,0,https://fillbench.com,"Free crypto-exchange API latency benchmarks with p50/p95/p99 measurements, separate TLS timing and downloadable CC BY datasets. [GitHub](https://github.com/sircharli3/fillbench-data)",True,False,False,True,sircharli3/fillbench-data
|
||||
FillBench,,,Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,2026-10-19,0,https://fillbench.com,"Free crypto-exchange API latency benchmarks with p50/p95/p99 measurements, separate TLS timing and downloadable CC BY datasets. [GitHub](https://github.com/sircharli3/fillbench-data)",True,False,False,True,sircharli3/fillbench-data
|
||||
DexPaprika,Python,Python,Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,2026-10-16,26,https://dexpaprika.com/,"DEX pool, token and OHLCV data API with 50,000 free monthly credits without signup and up to 60-second data delays. [GitHub](https://github.com/coinpaprika/dexpaprika-sdk-python)",True,False,False,True,coinpaprika/dexpaprika-sdk-python
|
||||
Tradevo Data,Python,Python,Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,2026-09-24,4,https://tradevodata.com,"Point-in-time US equity fundamentals from SEC EDGAR with filing dates and restatement flags; free API access includes 250 requests per day without a credit card, and a 40-company CC0 annual dataset is available without signup. [GitHub](https://github.com/christianpichichero-max/pit-fundamentals)",True,False,False,True,christianpichichero-max/pit-fundamentals
|
||||
Massive,,,Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,2026-10-16,1523,https://massive.com/,"Financial market data API with a permanent free personal-use tier offering two years of US stock history, end-of-day prices, and reference data at five requests per minute, with no credit card required. [GitHub](https://github.com/massive-com/client-python)",True,False,False,True,massive-com/client-python
|
||||
|
||||
|
Reference in New Issue
Block a user