diff --git a/projects.csv b/projects.csv
index 5f51a59..73d6892 100644
--- a/projects.csv
+++ b/projects.csv
@@ -1,17 +1,17 @@
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,2026-10-07,33047,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,2026-10-07,15090,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,2026-10-07,49927,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,2026-10-07,39992,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
+numpy,Python,Python,Numerical Libraries & Data Structures,Numerical Libraries & Data Structures,numerical-libraries-data-structures,2026-10-08,33049,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,2026-10-09,15096,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,2026-10-08,49939,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,2026-10-08,40020,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,2017-10-26,384,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,2026-10-08,14992,https://www.sympy.org/,SymPy is a Python library for symbolic mathematics. [GitHub](https://github.com/sympy/sympy),True,False,False,False,sympy/sympy
-pymc3,Python,Python,Numerical Libraries & Data Structures,Numerical Libraries & Data Structures,numerical-libraries-data-structures,2026-10-07,9796,https://docs.pymc.io/,Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Theano. [GitHub](https://github.com/pymc-devs/pymc),True,False,False,False,pymc-devs/pymc
+sympy,Python,Python,Numerical Libraries & Data Structures,Numerical Libraries & Data Structures,numerical-libraries-data-structures,2026-10-08,14994,https://www.sympy.org/,SymPy is a Python library for symbolic mathematics. [GitHub](https://github.com/sympy/sympy),True,False,False,False,sympy/sympy
+pymc3,Python,Python,Numerical Libraries & Data Structures,Numerical Libraries & Data Structures,numerical-libraries-data-structures,2026-10-07,9798,https://docs.pymc.io/,Probabilistic Programming in Python: Bayesian Modeling and Probabilistic Machine Learning with Theano. [GitHub](https://github.com/pymc-devs/pymc),True,False,False,False,pymc-devs/pymc
modelx,Python,Python,Numerical Libraries & Data Structures,Numerical Libraries & Data Structures,numerical-libraries-data-structures,2026-09-05,134,https://docs.modelx.io/,Python reimagination of spreadsheets as formula-centric objects that are interoperable with pandas. [GitHub](https://github.com/fumitoh/modelx),True,False,False,False,fumitoh/modelx
ArcticDB,Python,Python,Numerical Libraries & Data Structures,Numerical Libraries & Data Structures,numerical-libraries-data-structures,2026-09-24,2539,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,2026-09-10,3923,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,2026-09-10,3925,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,
@@ -23,25 +23,25 @@ Temporal.jl,Julia,Julia,Numerical Libraries & Data Structures,Numerical Librarie
DataFrames.jl,Julia,Julia,Numerical Libraries & Data Structures,Numerical Libraries & Data Structures,numerical-libraries-data-structures,2026-10-05,1835,https://github.com/JuliaData/DataFrames.jl,In-memory tabular data in Julia.,True,False,False,False,JuliaData/DataFrames.jl
TSFrames.jl,Julia,Julia,Numerical Libraries & Data Structures,Numerical Libraries & Data Structures,numerical-libraries-data-structures,2024-06-18,100,https://github.com/xKDR/TSFrames.jl,Handle timeseries data on top of the powerful and mature DataFrames.jl.,True,False,False,False,xKDR/TSFrames.jl
TimeArrays.jl,Julia,Julia,Numerical Libraries & Data Structures,Numerical Libraries & Data Structures,numerical-libraries-data-structures,2026-07-03,41,https://github.com/bhftbootcamp/TimeArrays.jl,Time series handling for Julia.,True,False,False,False,bhftbootcamp/TimeArrays.jl
-jacobian,Python,"Python,MCP",Numerical Libraries & Data Structures,Numerical Libraries & Data Structures,numerical-libraries-data-structures,2026-10-04,205,https://github.com/morluto/jacobian,"Exact computation and conjecture testing across polynomial maps, linear algebra, and graph algorithms for agent-driven mathematical research.",True,False,False,False,morluto/jacobian
-PyQL,Python,Python,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2026-07-16,1345,https://github.com/enthought/pyql,QuantLib's Python port.,True,False,False,False,enthought/pyql
+jacobian,Python,"Python,MCP",Numerical Libraries & Data Structures,Numerical Libraries & Data Structures,numerical-libraries-data-structures,2026-10-04,209,https://github.com/morluto/jacobian,"Exact computation and conjecture testing across polynomial maps, linear algebra, and graph algorithms for agent-driven mathematical research.",True,False,False,False,morluto/jacobian
+PyQL,Python,Python,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2026-07-16,1344,https://github.com/enthought/pyql,QuantLib's Python port.,True,False,False,False,enthought/pyql
vollib,Python,Python,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2023-04-01,1030,https://github.com/vollib/vollib,"vollib is a python library for calculating option prices, implied volatility and greeks.",True,False,False,False,vollib/vollib
-py_vollib,Python,Python,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2026-04-30,437,https://github.com/vollib/py_vollib,vollib Python implementation.,True,False,False,False,vollib/py_vollib
-vanilla-option-pricers,Python,Python,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2026-10-07,14,https://github.com/ArturSepp/VanillaOptionPricers,"Fast, vectorised Black-Scholes-Merton and Bachelier pricers and implied volatility fitters, including inverse options for crypto derivatives.",True,False,False,False,ArturSepp/VanillaOptionPricers
-StochVolModels,Python,Python,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2026-10-07,238,https://github.com/ArturSepp/StochVolModels,"Pricing analytics and Monte Carlo simulation for stochastic volatility models, including the log-normal SV model and the Heston model.",True,False,False,False,ArturSepp/StochVolModels
-QuantPy,Python,Python,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2017-11-28,1066,https://github.com/jsmidt/QuantPy,A framework for quantitative finance In python.,True,False,False,False,jsmidt/QuantPy
+py_vollib,Python,Python,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2026-04-30,438,https://github.com/vollib/py_vollib,vollib Python implementation.,True,False,False,False,vollib/py_vollib
+vanilla-option-pricers,Python,Python,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2026-10-08,14,https://github.com/ArturSepp/VanillaOptionPricers,"Fast, vectorised Black-Scholes-Merton and Bachelier pricers and implied volatility fitters, including inverse options for crypto derivatives.",True,False,False,False,ArturSepp/VanillaOptionPricers
+StochVolModels,Python,Python,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2026-10-08,239,https://github.com/ArturSepp/StochVolModels,"Pricing analytics and Monte Carlo simulation for stochastic volatility models, including the log-normal SV model and the Heston model.",True,False,False,False,ArturSepp/StochVolModels
+QuantPy,Python,Python,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2017-11-28,1067,https://github.com/jsmidt/QuantPy,A framework for quantitative finance In python.,True,False,False,False,jsmidt/QuantPy
Finance-Python,Python,Python,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2024-01-01,916,https://github.com/alpha-miner/Finance-Python,Python tools for Finance.,True,False,False,False,alpha-miner/Finance-Python
-ffn,Python,Python,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2026-10-07,2683,https://github.com/pmorissette/ffn,A financial function library for Python.,True,False,False,False,pmorissette/ffn
+ffn,Python,Python,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2026-10-08,2683,https://github.com/pmorissette/ffn,A financial function library for Python.,True,False,False,False,pmorissette/ffn
pynance,Python,Python,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2021-02-03,482,https://github.com/GriffinAustin/pynance,Lightweight Python library for assembling and analyzing financial data.,True,False,False,False,GriffinAustin/pynance
tia,Python,Python,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2017-06-05,427,https://github.com/bpsmith/tia,Toolkit for integration and analysis.,True,False,False,False,bpsmith/tia
pysabr,Python,Python,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2022-04-21,626,https://github.com/ynouri/pysabr,SABR model Python implementation.,True,False,False,False,ynouri/pysabr
FinancePy,Python,Python,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2026-10-04,3169,https://github.com/domokane/FinancePy,"A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.",True,False,False,False,domokane/FinancePy
-gs-quant,Python,Python,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2026-10-07,13096,https://github.com/goldmansachs/gs-quant,Python toolkit for quantitative finance.,True,False,False,False,goldmansachs/gs-quant
+gs-quant,Python,Python,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2026-10-07,13124,https://github.com/goldmansachs/gs-quant,Python toolkit for quantitative finance.,True,False,False,False,goldmansachs/gs-quant
willowtree,Python,Python,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2018-07-14,385,https://github.com/federicomariamassari/willowtree,Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.,True,False,False,False,federicomariamassari/willowtree
financial-engineering,Python,Python,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2017-11-20,549,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,2022-11-18,1635,https://github.com/dbrojas/optlib,A library for financial options pricing written in Python.,True,False,False,False,dbrojas/optlib
tf-quant-finance,Python,Python,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2026-08-06,5519,https://github.com/google/tf-quant-finance,High-performance TensorFlow library for quantitative finance.,True,False,False,False,google/tf-quant-finance
-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
+Q-Fin,Python,Python,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2023-04-07,668,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
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
pypme,Python,Python,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2026-01-16,14,https://github.com/ymyke/pypme,PME (Public Market Equivalent) calculation.,True,False,False,False,ymyke/pypme
@@ -52,7 +52,7 @@ Kelly-Criterion,Python,Python,Financial Instruments & Pricing,Financial Instrume
rateslib,Python,Python,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2026-04-09,365,https://github.com/attack68/rateslib,"A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps.",True,False,False,False,attack68/rateslib
fypy,Python,Python,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2025-02-27,147,https://github.com/jkirkby3/fypy,"Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.",True,False,False,False,jkirkby3/fypy
Pyderivatives,Python,Python,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2026-09-25,47,https://github.com/Julian-Beatty/Pyderivatives,"Toolkit for option pricing, implied volatility surfaces, risk-neutral densities, and pricing kernel surfaces with support for advanced models including Heston, Kou, and Bates.",True,False,False,False,Julian-Beatty/Pyderivatives
-quantra,Python,Python,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2026-10-07,30,https://github.com/joseprupi/quantraserver,"High-performance pricing engine built on QuantLib. It exposes QuantLib's functionality through gRPC and REST APIs, enabling distributed computations with FlatBuffers serialization.",True,False,False,False,joseprupi/quantraserver
+quantra,Python,Python,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2026-10-08,30,https://github.com/joseprupi/quantraserver,"High-performance pricing engine built on QuantLib. It exposes QuantLib's functionality through gRPC and REST APIs, enabling distributed computations with FlatBuffers serialization.",True,False,False,False,joseprupi/quantraserver
optionlab,Python,Python,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2026-09-09,575,https://github.com/rgaveiga/optionlab,A Python library for evaluating option trading strategies.,True,False,False,False,rgaveiga/optionlab
flashalpha,Python,Python,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2026-09-09,6,https://github.com/FlashAlpha-lab/flashalpha-python,Python client for the FlashAlpha options analytics API.,True,False,False,False,FlashAlpha-lab/flashalpha-python
QuantOracle,Python,Python,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2026-09-14,12,https://github.com/QuantOracledev/quantoracle,"Free quant finance API with 63 deterministic endpoints + 15 free interactive calculators at [quantoracle.dev](https://quantoracle.dev). Options pricing with full Greeks, Monte Carlo, Kelly, VaR, Sharpe, CAGR, crypto liquidation, impermanent loss, plus live crypto volatility/funding data and 24/7 position monitoring with webhook alerts. 1,000 free calls/day, no API key.",True,False,False,False,QuantOracledev/quantoracle
@@ -88,7 +88,7 @@ fmbasics,R,R,Financial Instruments & Pricing,Financial Instruments & Pricing,fin
R-fixedincome,R,R,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2025-05-10,64,https://github.com/wilsonfreitas/R-fixedincome,Fixed income tools for R.,True,False,False,False,wilsonfreitas/R-fixedincome
QuantLib.jl,Julia,Julia,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2020-02-18,143,https://github.com/pazzo83/QuantLib.jl,Quantlib implementation in pure Julia.,True,False,False,False,pazzo83/QuantLib.jl
Miletus.jl,Julia,Julia,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2023-12-07,94,https://github.com/JuliaComputing/Miletus.jl,"A financial contract definition, modeling language, and valuation framework.",True,False,False,False,JuliaComputing/Miletus.jl
-Strata,Java,Java,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2026-10-07,971,https://strata.opengamma.io/,Modern open-source analytics and market risk library designed and written in Java. [GitHub](https://github.com/OpenGamma/Strata),True,False,False,False,OpenGamma/Strata
+Strata,Java,Java,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2026-10-07,972,https://strata.opengamma.io/,Modern open-source analytics and market risk library designed and written in Java. [GitHub](https://github.com/OpenGamma/Strata),True,False,False,False,OpenGamma/Strata
JQuantLib,Java,Java,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2016-02-26,155,https://github.com/frgomes/jquantlib,"JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java.",True,False,False,False,frgomes/jquantlib
finmath.net,Java,Java,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2026-08-29,584,https://www.finmath.net/,Java library with algorithms and methodologies related to mathematical finance. [GitHub](https://github.com/finmath/finmath-lib),True,False,False,False,finmath/finmath-lib
quantcomponents,Java,Java,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2015-10-07,169,https://github.com/lsgro/quantcomponents,Free Java components for Quantitative Finance and Algorithmic Trading.,True,False,False,False,lsgro/quantcomponents
@@ -106,16 +106,16 @@ Ffinar,Haskell,Haskell,Financial Instruments & Pricing,Financial Instruments & P
QuantScale,Scala,Scala,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2014-01-14,51,https://github.com/choucrifahed/quantscale,Scala Quantitative Finance Library.,True,False,False,False,choucrifahed/quantscale
Scala Quant,Scala,Scala,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2017-05-06,10,https://github.com/frankcash/Scala-Quant,Scala library for working with stock data from IFTTT recipes or Google Finance.,True,False,False,False,frankcash/Scala-Quant
QuantMath,Rust,Rust,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2020-05-28,410,https://github.com/MarcusRainbow/QuantMath,Financial maths library for risk-neutral pricing and risk.,True,False,False,False,MarcusRainbow/QuantMath
-RustQuant,Rust,Rust,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2026-10-04,1819,https://github.com/avhz/RustQuant,Quantitative finance library written in Rust.,True,False,False,False,avhz/RustQuant
+RustQuant,Rust,Rust,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2026-10-04,1820,https://github.com/avhz/RustQuant,Quantitative finance library written in Rust.,True,False,False,False,avhz/RustQuant
QoX,Python,Python,Financial Instruments & Pricing,Financial Instruments & Pricing,financial-instruments-pricing,2026-10-07,5,https://github.com/bboutelje/qox-python-samples,Finite difference pricing library written in Rust.,True,False,False,False,bboutelje/qox-python-samples
pandas_talib,Python,Python,Technical Indicators,Technical Indicators,technical-indicators,2018-05-30,783,https://github.com/femtotrader/pandas_talib,A Python Pandas implementation of technical analysis indicators.,True,False,False,False,femtotrader/pandas_talib
Tulipy,Python,Python,Technical Indicators,Technical Indicators,technical-indicators,2019-04-11,93,https://github.com/cirla/tulipy,Financial Technical Analysis Indicator Library (Python bindings for [tulipindicators](https://github.com/TulipCharts/tulipindicators)).,True,False,False,False,cirla/tulipy
lppls,Python,Python,Technical Indicators,Technical Indicators,technical-indicators,2026-05-30,478,https://github.com/Boulder-Investment-Technologies/lppls,A Python module for fitting the [Log-Periodic Power Law Singularity (LPPLS)](https://en.wikipedia.org/wiki/Didier_Sornette#The_JLS_and_LPPLS_models) model.,True,False,False,False,Boulder-Investment-Technologies/lppls
-talipp,Python,Python,Technical Indicators,Technical Indicators,technical-indicators,2025-09-09,538,https://github.com/nardew/talipp,Incremental technical analysis library for Python.,True,False,False,False,nardew/talipp
+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,2025-04-27,152,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
QuantWave,Python,"Python,Rust,Polars",Technical Indicators,Technical Indicators,technical-indicators,2026-10-04,20,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
-TA-Lib Python,Python,Python,Technical Indicators,Technical Indicators,technical-indicators,2026-09-13,12274,https://github.com/TA-Lib/ta-lib-python,Python wrapper for TA-Lib ().,True,False,False,False,TA-Lib/ta-lib-python
-ta,Python,Python,Technical Indicators,Technical Indicators,technical-indicators,2026-03-18,5235,https://github.com/bukosabino/ta,Technical Analysis Library using Pandas (Python).,True,False,False,False,bukosabino/ta
+TA-Lib Python,Python,Python,Technical Indicators,Technical Indicators,technical-indicators,2026-09-13,12276,https://github.com/TA-Lib/ta-lib-python,Python wrapper for TA-Lib ().,True,False,False,False,TA-Lib/ta-lib-python
+ta,Python,Python,Technical Indicators,Technical Indicators,technical-indicators,2026-03-18,5236,https://github.com/bukosabino/ta,Technical Analysis Library using Pandas (Python).,True,False,False,False,bukosabino/ta
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
TTR,R,R,Technical Indicators,Technical Indicators,technical-indicators,2026-02-28,350,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
@@ -124,21 +124,21 @@ TechnicalIndicatorCharts.jl,Julia,Julia,Technical Indicators,Technical Indicator
MarketTechnicals.jl,Julia,Julia,Technical Indicators,Technical Indicators,technical-indicators,2021-07-12,131,https://github.com/JuliaQuant/MarketTechnicals.jl,Technical analysis of financial time series on top of TimeSeries.,True,False,False,False,JuliaQuant/MarketTechnicals.jl
OnlineTechnicalIndicators.jl,Julia,Julia,Technical Indicators,Technical Indicators,technical-indicators,2026-09-07,33,https://github.com/femtotrader/OnlineTechnicalIndicators.jl,Julia Technical Analysis Indicators via online algorithms.,True,False,False,False,femtotrader/OnlineTechnicalIndicators.jl
ta4j,Java,Java,Technical Indicators,Technical Indicators,technical-indicators,2026-10-07,2500,https://github.com/ta4j/ta4j,A Java library for technical analysis.,True,False,False,False,ta4j/ta4j
-IndicatorTS,JavaScript,JavaScript,Technical Indicators,Technical Indicators,technical-indicators,2026-09-08,480,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
+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
orderflow,JavaScript,JavaScript,Technical Indicators,Technical Indicators,technical-indicators,2025-03-31,85,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,2026-09-12,1853,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
+IndicatorGo,Golang,Golang,Technical Indicators,Technical Indicators,technical-indicators,2026-09-12,1854,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
TradeAggregation,Rust,Rust,Technical Indicators,Technical Indicators,technical-indicators,2026-02-05,119,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
SlidingFeatures,Rust,Rust,Technical Indicators,Technical Indicators,technical-indicators,2026-10-06,80,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
fin-primitives,Rust,Rust,Technical Indicators,Technical Indicators,technical-indicators,2026-10-04,16,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
Wickra,Rust,"Rust,Python,JavaScript,C++,C#,Golang,Java,R",Technical Indicators,Technical Indicators,technical-indicators,2026-10-07,65,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
wickworks,REST,"REST,MCP",Technical Indicators,Technical Indicators,technical-indicators,2026-09-05,1,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
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,2026-09-21,129,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,2026-10-07,209,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
+SHORTLIST,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-09-21,130,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,2026-10-07,210,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
exitkit,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-09-03,1,https://github.com/charlieyanhx/exitkit,"Catalogue of twenty-seven position-exit policies (stop-loss, take-profit, time, volatility, signal-reversal and convergence) behind one interface, with a drop-in adapter for backtesting.py.",True,False,False,False,charlieyanhx/exitkit
lesson-book,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-09-08,1,https://github.com/holdout-labs/lesson-book,"Local-first deterministic tuition memory for traders: pattern-matched reminders, no LLM, overridable rule tables.",True,False,False,False,holdout-labs/lesson-book
cl-lp-rotation-scanner,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,error,0,https://github.com/donnywin85/cl-lp-rotation-scanner,"Estimates fees and impermanent loss for concentrated-liquidity pools whose volatile assets can be hedged, then backtests whether rotating capital among pools outperforms remaining in one pool. It does not execute trades or manage liquidity.",True,False,False,False,donnywin85/cl-lp-rotation-scanner
-orderbook,Go,"Go,WebAssembly",Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-07,22,https://github.com/intrepidkarthi/orderbook,"Embeddable limit order book and matching engine with integer-exact pricing, a single-writer core and write-ahead-log crash recovery, plus a microstructure research harness whose order-flow-imbalance, Kyle's lambda and CVD studies are measured against simulator ground truth.",True,False,False,False,intrepidkarthi/orderbook
+orderbook,Go,"Go,WebAssembly",Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-08,23,https://github.com/intrepidkarthi/orderbook,"Embeddable limit order book and matching engine with integer-exact pricing, a single-writer core and write-ahead-log crash recovery, plus a microstructure research harness whose order-flow-imbalance, Kyle's lambda and CVD studies are measured against simulator ground truth.",True,False,False,False,intrepidkarthi/orderbook
ERN-WO Options Backtester,Java,"Java,Spring Boot",Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-08-16,8,https://github.com/Javier-Garzo/ern-wo-options-backtester,Streaming backtesting engine for short-duration index options with conservative five-minute execution modeling and reproducible Early Retirement Now and WealthyOption strategy replication results.,True,False,False,False,Javier-Garzo/ern-wo-options-backtester
midas-core,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-07,2,https://github.com/w2ur/midas-core,Multi-agent paper-trading framework where LLM agents author orders and a separate broker process enforces fifteen fill-time safety rails; each fill is stamped with the git commit it executed against for reproducibility.,True,False,False,False,w2ur/midas-core
Manifold-BT,Python,"Python,Rust",Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-05,39,https://github.com/manifoldbt/manifoldbt,"High-performance Rust-powered backtesting engine for quantitative research with parameter sweeps, walk-forward and Monte Carlo.",True,False,False,False,manifoldbt/manifoldbt
@@ -148,33 +148,33 @@ honest-signals,Python,Python,Trading & Backtesting,Trading & Backtesting,trading
rulelint,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-07-11,0,https://github.com/momoddo/rulelint,"Linter for mechanical trading-rule conditions: replays every condition over historical bars to catch look-ahead levels, dead branches that can never fire, and regime-drifted absolute thresholds before you trust a backtest.",True,False,False,False,momoddo/rulelint
quantify,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-06-30,9,https://github.com/Zhanghanser/quantify,"Binance-style trading terminal with multi-strategy backtesting and a real-time, signal-only decision desk for crypto, A-shares, and US stocks.",True,False,False,False,Zhanghanser/quantify
purgedcv,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-01,39,https://github.com/eslazarev/purged-cross-validation,"scikit-learn-compatible purged, group-purged, and combinatorial purged (CPCV) cross-validation, walk-forward splitting, and backtest-overfitting statistics (deflated and probabilistic Sharpe ratios, PBO, minimum backtest length) to prevent leakage and overfitting when backtesting trading strategies.",True,False,False,False,eslazarev/purged-cross-validation
-AlgoVault,TypeScript,TypeScript,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-07,10,https://github.com/AlgoVaultLabs/crypto-quant-signal-mcp,"MCP server returning composite crypto trade verdicts (direction, confidence, regime) across 5 perpetual-futures venues, with cross-venue funding-rate arbitrage and an on-chain Merkle-verified track record. Free tier.",True,False,False,False,AlgoVaultLabs/crypto-quant-signal-mcp
+AlgoVault,TypeScript,TypeScript,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-08,10,https://github.com/AlgoVaultLabs/crypto-quant-signal-mcp,"MCP server returning composite crypto trade verdicts (direction, confidence, regime) across 5 perpetual-futures venues, with cross-venue funding-rate arbitrage and an on-chain Merkle-verified track record. Free tier.",True,False,False,False,AlgoVaultLabs/crypto-quant-signal-mcp
capitalcom-cli,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-06-16,1,https://github.com/SimonTarara62/capitalcom-cli,"Unofficial CLI and async SDK for the Capital.com broker API: market data, guarded order execution, and real-time streaming.",True,False,False,False,SimonTarara62/capitalcom-cli
DepthSight,Python,"Python,TypeScript",Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-07,26,https://github.com/depthsight-pro/depthsight,"Self-hosted visual algo-trading platform featuring a drag-and-drop strategy builder, an AI co-pilot, and integrated billing.",True,False,False,False,depthsight-pro/depthsight
-Inalpha,Python,"Python,TypeScript",Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-09-30,43,https://github.com/mirror29/inalpha,"Conversational multi-agent quant framework where agents rank currently-effective factors for entry timing (time-series rank IC), write complete strategy code that passes sandboxed audit before backtesting, and evolve strategies under multi-objective fitness; every order requires machine approval and the LLM never has a direct order path.",True,False,False,False,mirror29/inalpha
-income-desk,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-07,18,https://github.com/nitinblue/income-desk,"Systematic options trading intelligence for small accounts with desk-based portfolio management, pre-trade validation, and multi-broker consolidation.",True,False,False,False,nitinblue/income-desk
+Inalpha,Python,"Python,TypeScript",Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-08,43,https://github.com/mirror29/inalpha,"Conversational multi-agent quant framework where agents rank currently-effective factors for entry timing (time-series rank IC), write complete strategy code that passes sandboxed audit before backtesting, and evolve strategies under multi-objective fitness; every order requires machine approval and the LLM never has a direct order path.",True,False,False,False,mirror29/inalpha
+income-desk,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-08,18,https://github.com/nitinblue/income-desk,"Systematic options trading intelligence for small accounts with desk-based portfolio management, pre-trade validation, and multi-broker consolidation.",True,False,False,False,nitinblue/income-desk
mx-trader-bridge,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-07-07,8,https://github.com/27dream/mx-trader-bridge,"AI auto-trading bridge for East Money's miaoxiang (妙想) China A-share simulation platform; BYOK multi-LLM (OpenAI/DeepSeek/Moonshot/GLM/Qwen) decision brain → automated order placement via miaoxiang API, with daily cron review and weekly AI reflection.",True,False,False,False,27dream/mx-trader-bridge
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,2026-07-15,169,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,2026-07-12,70,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,2026-10-05,34939,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
+TradeSight,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-08,169,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,2026-10-08,35027,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
DeepAlpha,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-05-12,46,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,2026-10-02,431,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
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,
-Investing algorithm framework,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-09-30,2161,https://github.com/coding-kitties/investing-algorithm-framework,"Framework for developing, backtesting, and deploying automated trading algorithms.",True,False,False,False,coding-kitties/investing-algorithm-framework
-Lumibot,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-07,2109,https://github.com/Lumiwealth/lumibot,"Algorithmic trading framework where the same code runs for backtesting and live trading across stocks, options, crypto, futures, and forex with multiple brokers including Alpaca, Interactive Brokers, Tradier, and Schwab.",True,False,False,False,Lumiwealth/lumibot
+Investing algorithm framework,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-09-30,2163,https://github.com/coding-kitties/investing-algorithm-framework,"Framework for developing, backtesting, and deploying automated trading algorithms.",True,False,False,False,coding-kitties/investing-algorithm-framework
+Lumibot,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-09,2111,https://github.com/Lumiwealth/lumibot,"Algorithmic trading framework where the same code runs for backtesting and live trading across stocks, options, crypto, futures, and forex with multiple brokers including Alpaca, Interactive Brokers, Tradier, and Schwab.",True,False,False,False,Lumiwealth/lumibot
QSTrader,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2024-06-24,3470,https://github.com/mhallsmoore/qstrader,QSTrader backtesting simulation engine.,True,False,False,False,mhallsmoore/qstrader
Blankly,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2024-12-30,2479,https://github.com/Blankly-Finance/Blankly,"Fully integrated backtesting, paper trading, and live deployment.",True,False,False,False,Blankly-Finance/Blankly
-zipline,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2020-10-14,20139,https://github.com/quantopian/zipline,Pythonic algorithmic trading library.,True,False,False,False,quantopian/zipline
+zipline,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2020-10-14,20140,https://github.com/quantopian/zipline,Pythonic algorithmic trading library.,True,False,False,False,quantopian/zipline
zipline-reloaded,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2025-11-13,1959,https://github.com/stefan-jansen/zipline-reloaded,"Zipline, a Pythonic Algorithmic Trading Library.",True,False,False,False,stefan-jansen/zipline-reloaded
QuantSoftware Toolkit,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2016-10-07,479,https://github.com/QuantSoftware/QuantSoftwareToolkit,Python-based open source software framework designed to support portfolio construction and management.,True,False,False,False,QuantSoftware/QuantSoftwareToolkit
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,2026-10-06,2996,https://github.com/pmorissette/bt,Flexible Backtesting for Python.,True,False,False,False,pmorissette/bt
-qis,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-07,641,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,2023-04-19,23424,https://github.com/mementum/backtrader,Python Backtesting library for trading strategies.,True,False,False,False,mementum/backtrader
+bt,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-08,2996,https://github.com/pmorissette/bt,Flexible Backtesting for Python.,True,False,False,False,pmorissette/bt
+qis,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-09,641,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,2023-04-19,23428,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,2026-09-21,195,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,2026-10-07,31,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,2026-09-14,12,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
+TrendFollowingSystems,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-08,31,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
falsification-ledger,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-09-08,1,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
@@ -187,7 +187,7 @@ moonshot,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backt
pyqstrat,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2023-11-05,371,https://github.com/abbass2/pyqstrat,"A fast, extensible, transparent python library for backtesting quantitative strategies.",True,False,False,False,abbass2/pyqstrat
NowTrade,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2017-02-07,103,https://github.com/edouardpoitras/NowTrade,Python library for backtesting technical/mechanical strategies in the stock and currency markets.,True,False,False,False,edouardpoitras/NowTrade
pinkfish,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-09-07,306,https://github.com/fja05680/pinkfish,A backtester and spreadsheet library for security analysis.,True,False,False,False,fja05680/pinkfish
-PRISM-INSIGHT,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-07,773,https://github.com/dragon1086/prism-insight,"AI-powered stock analysis system with 13 specialized agents, automated trading via KIS API, supporting Korean & US markets.",True,False,False,False,dragon1086/prism-insight
+PRISM-INSIGHT,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-08,772,https://github.com/dragon1086/prism-insight,"AI-powered stock analysis system with 13 specialized agents, automated trading via KIS API, supporting Korean & US markets.",True,False,False,False,dragon1086/prism-insight
FinClaw,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-03-17,2,https://github.com/IlyasFardaouix/finclaw,"Community fork of NeuZhou's quantitative finance toolkit with backtesting, paper trading, and command-line tools.",True,False,False,False,IlyasFardaouix/finclaw
tw-stock-radar,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-07-05,6,https://github.com/carsonchou/tw-stock-radar,"AI-powered Taiwan stock scanner for all 1,900+ TWSE/TPEX listed stocks; chips module (T86 institutional net buy/sell + TDCC 16-tier retail distribution), 13 technical indicators scored 0–100, ATR Chandelier signals with TP1/TP2, dark three.js HUD dashboard. 100% free open data, ~110 unit tests, no API key required.",True,False,False,False,carsonchou/tw-stock-radar
aat,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-07-27,835,https://github.com/AsyncAlgoTrading/aat,Async Algorithmic Trading Engine.,True,False,False,False,AsyncAlgoTrading/aat
@@ -195,40 +195,40 @@ Backtesting.py,Python,Python,Trading & Backtesting,Trading & Backtesting,trading
quantstats,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-09-27,7686,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,2026-10-06,48,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,2026-10-07,55110,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,2026-10-08,55148,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,2021-06-01,3488,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,2026-09-16,49208,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,2026-10-05,0,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,2026-10-06,21255,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
+Qlib,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-08,49220,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,2026-10-08,0,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,2026-10-08,21263,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,2026-10-05,1763,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,2026-10-01,8615,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,2026-09-24,6815,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,2026-09-28,16581,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
+jesse,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-01,8619,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,2026-09-24,6816,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,2026-10-08,16595,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,2026-07-19,55,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,2017-03-19,2335,https://github.com/achillesrasquinha/bulbea,Deep Learning based Python Library for Stock Market Prediction and Modelling.,True,False,False,False,achillesrasquinha/bulbea
+bulbea,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2017-03-19,2336,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
-OctoBot,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-07,6683,https://github.com/Drakkar-Software/OctoBot,"Open source cryptocurrency trading bot for high frequency, arbitrage, TA and social trading with an advanced web interface.",True,False,False,False,Drakkar-Software/OctoBot
-fast-trade,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-06,594,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
+OctoBot,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-07,6691,https://github.com/Drakkar-Software/OctoBot,"Open source cryptocurrency trading bot for high frequency, arbitrage, TA and social trading with an advanced web interface.",True,False,False,False,Drakkar-Software/OctoBot
+fast-trade,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-06,595,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,2026-08-24,971,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,2024-06-16,1328,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,2026-09-26,9291,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,2026-10-06,21899,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,2026-09-30,3542,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
+vectorbt,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-09-26,9299,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,2026-10-06,21914,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,2026-10-08,3543,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
PyLOB,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-08-14,204,https://github.com/DrAshBooth/PyLOB,Fully functioning fast Limit Order Book written in Python.,True,False,False,False,DrAshBooth/PyLOB
-PyBroker,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-08-28,3578,https://github.com/edtechre/pybroker,Algorithmic Trading with Machine Learning.,True,False,False,False,edtechre/pybroker
+PyBroker,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-08-28,3595,https://github.com/edtechre/pybroker,Algorithmic Trading with Machine Learning.,True,False,False,False,edtechre/pybroker
OctoBot Script,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-03-30,49,https://github.com/Drakkar-Software/OctoBot-Script,A quant framework to create cryptocurrencies strategies - from backtesting to optimization to livetrading.,True,False,False,False,Drakkar-Software/OctoBot-Script
-hftbacktest,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2025-12-23,4871,https://github.com/nkaz001/hftbacktest,"A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.",True,False,False,False,nkaz001/hftbacktest
+hftbacktest,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2025-12-23,4874,https://github.com/nkaz001/hftbacktest,"A high-frequency trading and market-making backtesting tool accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books.",True,False,False,False,nkaz001/hftbacktest
orderflow-metrics,TypeScript,"TypeScript,Python",Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-09-23,12,https://github.com/twowaymind/orderflow-metrics,"Dependency-free market-microstructure metrics: order-flow imbalance (OFI), VPIN, information-driven bars, realized volatility / covariance / beta, market impact, Kyle's lambda, trade-sign classification, and limit-order-book reconstruction. Same API in TypeScript (npm) and Python (PyPI).",True,False,False,False,twowaymind/orderflow-metrics
flashalpha-fill-simulator,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-08-26,4,https://github.com/FlashAlpha-lab/flashalpha-fill-simulator,"Realistic limit-order fill simulator for options credit/debit spreads with post-and-wait limits, stale-quote guards, deterministic same-bar tiebreaks, and a patient-then-cross exit; engine-agnostic and zero runtime dependencies.",True,False,False,False,FlashAlpha-lab/flashalpha-fill-simulator
-vnpy,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-06,45746,https://github.com/vnpy/vnpy,VeighNa is a Python-based open source quantitative trading system development framework.,True,False,False,False,vnpy/vnpy
+vnpy,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-06,45763,https://github.com/vnpy/vnpy,VeighNa is a Python-based open source quantitative trading system development framework.,True,False,False,False,vnpy/vnpy
Intelligent Trading Bot,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-08-30,1879,https://github.com/asavinov/intelligent-trading-bot,Automatically generating signals and trading based on machine learning and feature engineering.,True,False,False,False,asavinov/intelligent-trading-bot
fastquant,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2023-09-15,1755,https://github.com/enzoampil/fastquant,fastquant allows you to easily backtest investment strategies with as few as 3 lines of python code.,True,False,False,False,enzoampil/fastquant
-nautilus_trader,Python,"Python,Rust",Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-07,29692,https://github.com/nautechsystems/nautilus_trader,A high-performance algorithmic trading platform and event-driven backtester.,True,False,False,False,nautechsystems/nautilus_trader
+nautilus_trader,Python,"Python,Rust",Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-09,29724,https://github.com/nautechsystems/nautilus_trader,A high-performance algorithmic trading platform and event-driven backtester.,True,False,False,False,nautechsystems/nautilus_trader
NoEdge-Bench,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-08-07,1,https://github.com/nexusfinancial-dev/noedge-bench,"Reproducible negative-result benchmark: no model beats a memoryless synthetic binary-options feed (AUC ≈ 0.50), with permutation-null tests and a look-ahead-leak case study.",True,False,False,False,nexusfinancial-dev/noedge-bench
YABTE,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2024-05-11,7,https://github.com/bsdz/yabte,Yet Another (Python) BackTesting Engine.,True,False,False,False,bsdz/yabte
-Trading Strategy,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-09-29,256,https://github.com/tradingstrategy-ai/getting-started,"TradingStrategy.ai is a market data, backtesting, live trading and investor management framework for decentralised finance.",True,False,False,False,tradingstrategy-ai/getting-started
-Hikyuu,Python,"Python,C++",Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-07,3554,https://github.com/fasiondog/hikyuu,"A base on Python/C++ open source high-performance quant framework for faster analysis and backtesting, contains the complete trading system components for reuse and combination.",True,False,False,False,fasiondog/hikyuu
+Trading Strategy,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-09-29,257,https://github.com/tradingstrategy-ai/getting-started,"TradingStrategy.ai is a market data, backtesting, live trading and investor management framework for decentralised finance.",True,False,False,False,tradingstrategy-ai/getting-started
+Hikyuu,Python,"Python,C++",Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-08,3555,https://github.com/fasiondog/hikyuu,"A base on Python/C++ open source high-performance quant framework for faster analysis and backtesting, contains the complete trading system components for reuse and combination.",True,False,False,False,fasiondog/hikyuu
rust_bt,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-01-05,88,https://github.com/jensnesten/rust_bt,"A high performance, low-latency backtesting engine for testing quantitative trading strategies on historical and live data in Rust.",True,False,False,False,jensnesten/rust_bt
Gunbot Quant,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2025-08-19,56,https://github.com/GuntharDeNiro/gunbot-quant,"Toolkit for quantitative trading analysis. It integrates an advanced market screener, a multi-strategy, multi-asset backtesting engine. Use with built-in GUI or through CLI.",True,False,False,False,GuntharDeNiro/gunbot-quant
StrateQueue,Python,Python,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2025-12-30,214,https://github.com/StrateQueue/StrateQueue,"An open‑source, broker‑agnostic Python library that lets you seamlessly deploy strategies from any major backtesting engine to live (or paper) trading with zero code changes and built‑in safety controls.",True,False,False,False,StrateQueue/StrateQueue
@@ -244,26 +244,26 @@ pa,R,R,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2023-08-2
QuantTools,R,R,Trading & Backtesting,Trading & Backtesting,trading-backtesting,,0,https://quanttools.bitbucket.io/_site/index.html,Enhanced Quantitative Trading Modelling.,False,False,False,False,
blotter,R,R,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2024-12-13,117,https://github.com/braverock/blotter,"Transaction infrastructure for defining instruments, transactions, portfolios and accounts for trading systems and simulation. Provides portfolio support for multi-asset class and multi-currency portfolios. Actively maintained and developed.",True,False,False,False,braverock/blotter
quantstrat,R,R,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2023-09-14,311,https://github.com/braverock/quantstrat,Transaction-oriented infrastructure for constructing trading systems and simulation. Provides support for multi-asset class and multi-currency portfolios for backtesting and other financial research.,True,False,False,False,braverock/quantstrat
-QUANTAXIS,Matlab,Matlab,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-09-18,11259,https://github.com/yutiansut/quantaxis,Integrated Quantitative Toolbox with Matlab.,True,False,False,False,yutiansut/quantaxis
+QUANTAXIS,Matlab,Matlab,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-09-18,11261,https://github.com/yutiansut/quantaxis,Integrated Quantitative Toolbox with Matlab.,True,False,False,False,yutiansut/quantaxis
PROJ_Option_Pricing_Matlab,Matlab,Matlab,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2024-11-19,209,https://github.com/jkirkby3/PROJ_Option_Pricing_Matlab,"Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader.",True,False,False,False,jkirkby3/PROJ_Option_Pricing_Matlab
Fastback.jl,Julia,Julia,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-02,22,https://github.com/rbeeli/Fastback.jl,Blazing fast Julia backtester.,True,False,False,False,rbeeli/Fastback.jl
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,2026-10-06,11,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
+Planar.jl,Julia,Julia,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-08,11,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,2026-10-07,44277,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,2026-10-08,44287,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
Workbench,Elixir/Erlang,Elixir/Erlang,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2022-06-06,122,https://github.com/fremantle-industries/workbench,From Idea to Execution - Manage your trading operation across a globally distributed cluster.,True,False,False,False,fremantle-industries/workbench
Prop,Elixir/Erlang,Elixir/Erlang,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2022-06-06,57,https://github.com/fremantle-industries/prop,"An open and opinionated trading platform using productive & familiar open source libraries and tools for strategy research, execution and operation.",True,False,False,False,fremantle-industries/prop
TradeFrame,CPP,CPP,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-09-21,678,https://github.com/rburkholder/trade-frame,C++ 17 based framework/library (with sample applications) for testing options based automated trading ideas using DTN IQ real time data feed and Interactive Brokers (TWS API) for trade execution. Comes with built-in [Option Greeks/IV](https://github.com/rburkholder/trade-frame/tree/master/lib/TFOptions) calculation library.,True,False,False,False,rburkholder/trade-frame
-Hikyuu,Python,"Python,C++",Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-07,3554,https://github.com/fasiondog/hikyuu,"A base on Python/C++ open source high-performance quant framework for faster analysis and backtesting, contains the complete trading system components for reuse and combination. You can use python or c++ freely.",True,False,False,False,fasiondog/hikyuu
+Hikyuu,Python,"Python,C++",Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-08,3555,https://github.com/fasiondog/hikyuu,"A base on Python/C++ open source high-performance quant framework for faster analysis and backtesting, contains the complete trading system components for reuse and combination. You can use python or c++ freely.",True,False,False,False,fasiondog/hikyuu
OrderMatchingEngine,CPP,CPP,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-09-08,168,https://github.com/PIYUSH-KUMAR1809/order-matching-engine,"A production-grade, lock-free, high-frequency trading matching engine achieving 150M+ orders/sec.",True,False,False,False,PIYUSH-KUMAR1809/order-matching-engine
-PandoraTrader,CPP,CPP,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2025-07-29,1477,https://github.com/pegasusTrader/PandoraTrader,"A C++ CTP trading framework, with very clear logic.",True,False,False,False,pegasusTrader/PandoraTrader
+PandoraTrader,CPP,CPP,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2025-07-29,1478,https://github.com/pegasusTrader/PandoraTrader,"A C++ CTP trading framework, with very clear logic.",True,False,False,False,pegasusTrader/PandoraTrader
NexusFix,CPP,CPP,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-07-21,104,https://github.com/StratCraftsAI/NexusFix,"C++23 FIX protocol engine with zero-copy parsing and SIMD acceleration, 3x faster than QuickFIX.",True,False,False,False,StratCraftsAI/NexusFix
TolmachЁv Netcode SDK,CPP,CPP,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-08-09,11,https://github.com/billionerleha-111/Tolmachev-Netcode-SDK,"Enterprise-grade deterministic state synchronization engine for MFT gateways and statistical arbitrage. Eliminates microsecond deltas locking order books via topological mathematics. Throughput >41.5M TPS, physical RTT 24.175 ns, atomic validation (0 CPU load). [Website](https://tuhct-sdk.store)",True,False,False,False,billionerleha-111/Tolmachev-Netcode-SDK
-QuantConnect,CSharp,CSharp,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-06,21899,https://github.com/QuantConnect/Lean,Lean Engine is an open-source fully managed C# algorithmic trading engine built for desktop and cloud usage.,True,False,False,False,QuantConnect/Lean
-StockSharp,CSharp,CSharp,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-03,10848,https://github.com/StockSharp/StockSharp,"Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).",True,False,False,False,StockSharp/StockSharp
+QuantConnect,CSharp,CSharp,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-06,21914,https://github.com/QuantConnect/Lean,Lean Engine is an open-source fully managed C# algorithmic trading engine built for desktop and cloud usage.,True,False,False,False,QuantConnect/Lean
+StockSharp,CSharp,CSharp,Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-10-03,10855,https://github.com/StockSharp/StockSharp,"Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).",True,False,False,False,StockSharp/StockSharp
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,2026-01-05,2332,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
@@ -273,20 +273,20 @@ ShowMe,Python,"Python,Rust,TypeScript",Trading & Backtesting,Trading & Backtesti
Dive Into Crypto,Python,"Python,Kotlin",Trading & Backtesting,Trading & Backtesting,trading-backtesting,2026-09-12,8,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,2026-08-22,40,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,2026-06-29,13,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,2026-10-07,28,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,2026-10-08,28,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,2026-08-01,0,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,2026-09-14,46,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
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,2026-10-07,2468,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
-PyPortfolioOpt,Python,Python,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2026-07-07,6079,https://github.com/PyPortfolio/PyPortfolioOpt,"Financial portfolio optimization in python, including classical efficient frontier and advanced methods.",True,False,False,False,PyPortfolio/PyPortfolioOpt
-factorlasso,Python,Python,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2026-10-07,29,https://github.com/ArturSepp/factorlasso,"Sparse multi-asset factor models with cell-level sign constraints, prior-centred shrinkage, and hierarchical clustering group LASSO (HCGL); scikit-learn compatible.",True,False,False,False,ArturSepp/factorlasso
-OptimalPortfolios,Python,Python,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2026-10-07,98,https://github.com/ArturSepp/OptimalPortfolios,"Optimisation analytics for constructing and backtesting optimal multi-asset portfolios: covariance estimation, rolling optimisation, and performance reporting in one pipeline.",True,False,False,False,ArturSepp/OptimalPortfolios
-Eiten,Python,Python,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2020-09-21,3308,https://github.com/tradytics/eiten,"Eiten is an open source toolkit by Tradytics that implements various statistical and algorithmic investing strategies such as Eigen Portfolios, Minimum Variance Portfolios, Maximum Sharpe Ratio Portfolios, and Genetic Algorithms based Portfolios.",True,False,False,False,tradytics/eiten
+skfolio,Python,Python,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2026-10-08,2472,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
+PyPortfolioOpt,Python,Python,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2026-07-07,6082,https://github.com/PyPortfolio/PyPortfolioOpt,"Financial portfolio optimization in python, including classical efficient frontier and advanced methods.",True,False,False,False,PyPortfolio/PyPortfolioOpt
+factorlasso,Python,Python,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2026-10-08,29,https://github.com/ArturSepp/factorlasso,"Sparse multi-asset factor models with cell-level sign constraints, prior-centred shrinkage, and hierarchical clustering group LASSO (HCGL); scikit-learn compatible.",True,False,False,False,ArturSepp/factorlasso
+OptimalPortfolios,Python,Python,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2026-10-09,98,https://github.com/ArturSepp/OptimalPortfolios,"Optimisation analytics for constructing and backtesting optimal multi-asset portfolios: covariance estimation, rolling optimisation, and performance reporting in one pipeline.",True,False,False,False,ArturSepp/OptimalPortfolios
+Eiten,Python,Python,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2020-09-21,3309,https://github.com/tradytics/eiten,"Eiten is an open source toolkit by Tradytics that implements various statistical and algorithmic investing strategies such as Eigen Portfolios, Minimum Variance Portfolios, Maximum Sharpe Ratio Portfolios, and Genetic Algorithms based Portfolios.",True,False,False,False,tradytics/eiten
riskparity.py,Python,Python,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2026-08-31,325,https://github.com/convexfi/riskparity.py,Fast and scalable design of risk parity portfolios.,True,False,False,False,convexfi/riskparity.py
mlfinlab,Python,Python,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2021-12-01,4935,https://github.com/hudson-and-thames/mlfinlab,"Implementations regarding ""Advances in Financial Machine Learning"" by Marcos Lopez de Prado. (Feature Engineering, Financial Data Structures, Meta-Labeling).",True,False,False,False,hudson-and-thames/mlfinlab
DeepDow,Python,Python,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2024-01-24,1186,https://github.com/jankrepl/deepdow,Portfolio optimization with deep learning.,True,False,False,False,jankrepl/deepdow
-goal-based-allocation,Python,Python,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2026-10-07,13,https://github.com/ArturSepp/GoalBasedAllocation,"Dynamic mean-variance portfolio allocation under regime-switching jump-diffusions with wealth floors, solved analytically via Laplace transforms.",True,False,False,False,ArturSepp/GoalBasedAllocation
+goal-based-allocation,Python,Python,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2026-10-08,13,https://github.com/ArturSepp/GoalBasedAllocation,"Dynamic mean-variance portfolio allocation under regime-switching jump-diffusions with wealth floors, solved analytically via Laplace transforms.",True,False,False,False,ArturSepp/GoalBasedAllocation
QuantLibRisks,Python,Python,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2026-04-02,22,https://github.com/auto-differentiation/QuantLib-Risks-Py,Fast risks with QuantLib.,True,False,False,False,auto-differentiation/QuantLib-Risks-Py
XAD,Python,Python,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2026-04-02,21,https://github.com/auto-differentiation/xad-py,Automatic Differentation (AAD) Library.,True,False,False,False,auto-differentiation/xad-py
pyfolio,Python,Python,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2020-02-28,6425,https://github.com/quantopian/pyfolio,Portfolio and risk analytics in Python.,True,False,False,False,quantopian/pyfolio
@@ -298,14 +298,14 @@ qfrm,Python,Python,Portfolio Optimization & Risk Analysis,Portfolio Optimization
visualize-wealth,Python,Python,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2015-06-10,149,https://github.com/benjaminmgross/visualize-wealth,Portfolio construction and quantitative analysis.,True,False,False,False,benjaminmgross/visualize-wealth
VisualPortfolio,Python,Python,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2017-02-28,108,https://github.com/wegamekinglc/VisualPortfolio,This tool is used to visualize the performance of a portfolio.,True,False,False,False,wegamekinglc/VisualPortfolio
universal-portfolios,Python,Python,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2026-07-31,864,https://github.com/Marigold/universal-portfolios,Collection of algorithms for online portfolio selection.,True,False,False,False,Marigold/universal-portfolios
-FinQuant,Python,Python,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2023-09-03,1829,https://github.com/fmilthaler/FinQuant,"A program for financial portfolio management, analysis and optimization.",True,False,False,False,fmilthaler/FinQuant
+FinQuant,Python,Python,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2023-09-03,1830,https://github.com/fmilthaler/FinQuant,"A program for financial portfolio management, analysis and optimization.",True,False,False,False,fmilthaler/FinQuant
EigenLedger,Python,Python,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2025-09-14,1085,https://github.com/santoshlite/EigenLedger,"Portfolio backtesting, optimization, and risk and performance analysis.",True,False,False,False,santoshlite/EigenLedger
risktools,Python,Python,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2024-12-07,43,https://github.com/bbcho/risktools-dev,Risk tools for use within the crude and crude products trading space with partial implementation of R's PerformanceAnalytics.,True,False,False,False,bbcho/risktools-dev
Riskfolio-Lib,Python,Python,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2026-10-04,4537,https://github.com/dcajasn/Riskfolio-Lib,Portfolio Optimization and Quantitative Strategic Asset Allocation in Python.,True,False,False,False,dcajasn/Riskfolio-Lib
empyrical-reloaded,Python,Python,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2025-07-29,125,https://github.com/stefan-jansen/empyrical-reloaded,Common financial risk and performance metrics. [empyrical](https://github.com/quantopian/empyrical) fork.,True,False,False,False,stefan-jansen/empyrical-reloaded
pyfolio-reloaded,Python,Python,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2025-06-02,617,https://github.com/stefan-jansen/pyfolio-reloaded,Portfolio and risk analytics in Python. [pyfolio](https://github.com/quantopian/pyfolio) fork.,True,False,False,False,stefan-jansen/pyfolio-reloaded
fincore,Python,Python,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2026-09-20,5,https://github.com/cloudQuant/fincore,"Quantitative performance and risk analytics with 150+ metrics, portfolio optimization, Monte Carlo simulation, and attribution; actively maintained successor to [empyrical](https://github.com/quantopian/empyrical)/[pyfolio](https://github.com/quantopian/pyfolio).",True,False,False,False,cloudQuant/fincore
-fortitudo.tech,Python,Python,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2026-10-05,311,https://github.com/fortitudo-tech/fortitudo.tech,Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python.,True,False,False,False,fortitudo-tech/fortitudo.tech
+fortitudo.tech,Python,Python,Portfolio Optimization & Risk Analysis,Portfolio Optimization & Risk Analysis,portfolio-optimization-risk-analysis,2026-10-08,311,https://github.com/fortitudo-tech/fortitudo.tech,Conditional Value-at-Risk (CVaR) portfolio optimization and Entropy Pooling views / stress-testing in Python.,True,False,False,False,fortitudo-tech/fortitudo.tech
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
@@ -317,14 +317,14 @@ 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,2026-10-07,9415,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,2026-10-08,9423,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
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
factor-qc,Python,Python,Factor Analysis,Factor Analysis,factor-analysis,2026-09-08,0,https://github.com/holdout-labs/factor-qc,Fail-closed quality gate for backtests and factor evidence: DSR/PBO/haircut/MinTRL plus a probability-calibration companion gate.,True,False,False,False,holdout-labs/factor-qc
lookahead-free,Python,Python,Factor Analysis,Factor Analysis,factor-analysis,2026-09-08,0,https://github.com/holdout-labs/lookahead-free,"Verifiable look-ahead freedom for the value-independent fragment of data pipelines, with a heuristic companion scanner for research code.",True,False,False,False,holdout-labs/lookahead-free
Alpha Skills,Python,Python,Factor Analysis,Factor Analysis,factor-analysis,2026-04-14,117,https://github.com/VernonOY/alpha-skills,"AI skills for quantitative factor research: discover, evaluate, mine, backtest, and monitor factors through any AI coding assistant. Supports A-share, HK, and US markets.",True,False,False,False,VernonOY/alpha-skills
alphalens,Python,Python,Factor Analysis,Factor Analysis,factor-analysis,2020-04-27,4464,https://github.com/quantopian/alphalens,Performance analysis of predictive alpha factors.,True,False,False,False,quantopian/alphalens
-alphalens-reloaded,Python,Python,Factor Analysis,Factor Analysis,factor-analysis,2025-06-02,665,https://github.com/stefan-jansen/alphalens-reloaded,Performance analysis of predictive (alpha) stock factors.,True,False,False,False,stefan-jansen/alphalens-reloaded
+alphalens-reloaded,Python,Python,Factor Analysis,Factor Analysis,factor-analysis,2025-06-02,666,https://github.com/stefan-jansen/alphalens-reloaded,Performance analysis of predictive (alpha) stock factors.,True,False,False,False,stefan-jansen/alphalens-reloaded
Lacuna,Python,"Python,Rust",Factor Analysis,Factor Analysis,factor-analysis,2026-09-29,3,https://github.com/eyenoticeall/Lacuna,"Engine-agnostic quantitative research validation for detecting leakage, overfitting, fragile results, unrealistic costs, and missing point-in-time evidence.",True,False,False,False,eyenoticeall/Lacuna
Spectre,Python,Python,Factor Analysis,Factor Analysis,factor-analysis,2025-04-15,828,https://github.com/Heerozh/spectre,GPU-accelerated Factors analysis library and Backtester.,True,False,False,False,Heerozh/spectre
ml-quant-trading,Python,Python,Factor Analysis,Factor Analysis,factor-analysis,2026-09-30,91,https://github.com/initial-d/ml-quant-trading,"PyTorch research stack for multi-factor analysis, bias correction, portfolio optimization, and reproducible backtesting.",True,False,False,False,initial-d/ml-quant-trading
@@ -335,18 +335,18 @@ pit-release-gate,Python,Python,Factor Analysis,Factor Analysis,factor-analysis,2
covFactorModel,R,R,Factor Analysis,Factor Analysis,factor-analysis,2019-03-25,39,https://github.com/dppalomar/covFactorModel,Covariance matrix estimation via factor models.,True,False,False,False,dppalomar/covFactorModel
FactorAnalytics,R,R,Factor Analysis,Factor Analysis,factor-analysis,2024-12-12,85,https://github.com/braverock/FactorAnalytics,"The FactorAnalytics package contains fitting and analysis methods for the three main types of factor models used in conjunction with portfolio construction, optimization and risk management, namely fundamental factor models, time series factor models and statistical factor models.",True,False,False,False,braverock/FactorAnalytics
Expected Returns,R,R,Factor Analysis,Factor Analysis,factor-analysis,2025-08-12,58,https://github.com/JustinMShea/ExpectedReturns,"Solutions for enhancing portfolio diversification and replications of seminal papers with R, most of which are discussed in one of the best investment references of the recent decade, Expected Returns: An Investors Guide to Harvesting Market Rewards by Antti Ilmanen.",True,False,False,False,JustinMShea/ExpectedReturns
-Asset News Sentiment Analyzer,Python,Python,Sentiment Analysis & Alternative Data,Sentiment Analysis & Alternative Data,sentiment-analysis-alternative-data,2026-07-15,200,https://github.com/KVignesh122/AssetNewsSentimentAnalyzer,Sentiment analysis and report generation package for financial assets and securities utilizing GPT models.,True,False,False,False,KVignesh122/AssetNewsSentimentAnalyzer
+Asset News Sentiment Analyzer,Python,Python,Sentiment Analysis & Alternative Data,Sentiment Analysis & Alternative Data,sentiment-analysis-alternative-data,2026-07-15,199,https://github.com/KVignesh122/AssetNewsSentimentAnalyzer,Sentiment analysis and report generation package for financial assets and securities utilizing GPT models.,True,False,False,False,KVignesh122/AssetNewsSentimentAnalyzer
Social Stock Sentiment API,Python,Python,Sentiment Analysis & Alternative Data,Sentiment Analysis & Alternative Data,sentiment-analysis-alternative-data,,0,https://api.adanos.org/docs,"REST API analyzing Reddit and X/Twitter for stock mentions and sentiment, providing buzz scores, trending stocks, and AI-generated trend explanations.",False,False,False,False,
CoWorker Fin-Agent,Python,Python,Sentiment Analysis & Alternative Data,Sentiment Analysis & Alternative Data,sentiment-analysis-alternative-data,2026-04-04,21,https://github.com/ZiwayZhao/agent-coworker,"LLM-powered A-share stock analysis via P2P agent collaboration. Technical analysis (MA60, volume-price patterns, golden eye), deep research reports using proprietary methodology, and market state summaries. Analysis logic stays private via Skill-as-API protocol.",True,False,False,False,ZiwayZhao/agent-coworker
StockKit,TypeScript,TypeScript,Sentiment Analysis & Alternative Data,Sentiment Analysis & Alternative Data,sentiment-analysis-alternative-data,2026-05-07,2,https://stockkit.net/,"Free AI-powered stock research reports for US, China & HK using Claude Opus and multi-model AI with 20+ technical indicators. [GitHub](https://github.com/kentmswood-ui/stockkit)",True,False,False,False,kentmswood-ui/stockkit
AlphaAI,Python,Python,Sentiment Analysis & Alternative Data,Sentiment Analysis & Alternative Data,sentiment-analysis-alternative-data,2026-09-22,2,https://alphai.io/developers,"Pre-analyzed financial news via REST API and MCP for AI agents: per-ticker impact and sentiment, a category, and a 1-10 relevance score on every story, plus structured SEC Form 4 insider data. Free tier, no card. [GitHub](https://github.com/makeev/alphai-mcp)",True,False,False,False,makeev/alphai-mcp
-ARCH,Python,Python,Time Series Analysis,Time Series Analysis,time-series-analysis,2026-10-07,1588,https://github.com/bashtage/arch,ARCH models in Python.,True,False,False,False,bashtage/arch
-statsmodels,Python,Python,Time Series Analysis,Time Series Analysis,time-series-analysis,2026-10-06,11678,https://www.statsmodels.org/stable/,"Python module that allows users to explore data, estimate statistical models, and perform statistical tests. [GitHub](https://github.com/statsmodels/statsmodels)",True,False,False,False,statsmodels/statsmodels
+ARCH,Python,Python,Time Series Analysis,Time Series Analysis,time-series-analysis,2026-10-08,1588,https://github.com/bashtage/arch,ARCH models in Python.,True,False,False,False,bashtage/arch
+statsmodels,Python,Python,Time Series Analysis,Time Series Analysis,time-series-analysis,2026-10-08,11678,https://www.statsmodels.org/stable/,"Python module that allows users to explore data, estimate statistical models, and perform statistical tests. [GitHub](https://github.com/statsmodels/statsmodels)",True,False,False,False,statsmodels/statsmodels
PyFlux,Python,Python,Time Series Analysis,Time Series Analysis,time-series-analysis,2018-12-16,2137,https://github.com/RJT1990/pyflux,Python library for timeseries modelling and inference (frequentist and Bayesian) on models.,True,False,False,False,RJT1990/pyflux
tsfresh,Python,Python,Time Series Analysis,Time Series Analysis,time-series-analysis,2026-07-06,9470,https://github.com/blue-yonder/tsfresh,Automatic extraction of relevant features from time series.,True,False,False,False,blue-yonder/tsfresh
-Facebook Prophet,Python,Python,Time Series Analysis,Time Series Analysis,time-series-analysis,2026-10-05,20432,https://github.com/facebook/prophet,Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.,True,False,False,False,facebook/prophet
+Facebook Prophet,Python,Python,Time Series Analysis,Time Series Analysis,time-series-analysis,2026-10-05,20435,https://github.com/facebook/prophet,Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.,True,False,False,False,facebook/prophet
tsmoothie,Python,Python,Time Series Analysis,Time Series Analysis,time-series-analysis,2023-11-23,770,https://github.com/cerlymarco/tsmoothie,A python library for time-series smoothing and outlier detection in a vectorized way.,True,False,False,False,cerlymarco/tsmoothie
-pmdarima,Python,Python,Time Series Analysis,Time Series Analysis,time-series-analysis,2025-11-17,1738,https://github.com/alkaline-ml/pmdarima,"A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.",True,False,False,False,alkaline-ml/pmdarima
+pmdarima,Python,Python,Time Series Analysis,Time Series Analysis,time-series-analysis,2025-11-17,1737,https://github.com/alkaline-ml/pmdarima,"A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.",True,False,False,False,alkaline-ml/pmdarima
gluon-ts,Python,Python,Time Series Analysis,Time Series Analysis,time-series-analysis,2026-07-31,5246,https://github.com/awslabs/gluonts,vProbabilistic time series modeling in Python.,True,False,False,False,awslabs/gluonts
OmniOracle,Python,Python,Time Series Analysis,Time Series Analysis,time-series-analysis,2026-03-23,9,https://github.com/cesabici-bit/omni-oracle,"Automatic discovery of non-trivial statistical relationships across 500+ time series from FRED, World Bank, EIA, and NOAA using mutual information screening, lagged MI directional testing, and FDR correction.",True,False,False,False,cesabici-bit/omni-oracle
functime,Python,Python,Time Series Analysis,Time Series Analysis,time-series-analysis,2026-05-03,1188,https://github.com/functime-org/functime,Time-series machine learning at scale. Built with Polars for embarrassingly parallel feature extraction and forecasts on panel data.,True,False,False,False,functime-org/functime
@@ -365,29 +365,29 @@ matrixprofile,R,R,Time Series Analysis,Time Series Analysis,time-series-analysis
garchmodels,R,R,Time Series Analysis,Time Series Analysis,time-series-analysis,2022-08-11,38,https://github.com/AlbertoAlmuinha/garchmodels,A parsnip backend for GARCH models.,True,False,False,False,AlbertoAlmuinha/garchmodels
TimeSeries.jl,Julia,Julia,Time Series Analysis,Time Series Analysis,time-series-analysis,2026-03-30,369,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,2026-10-07,189,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
+PineForge,C++,C++,Time Series Analysis,Time Series Analysis,time-series-analysis,2026-10-08,189,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
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,2026-09-13,2,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,2026-10-07,7,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
+Cambio Uruguay,TypeScript,"TypeScript,REST,MCP",Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-10-09,7,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
ashare-data-immunity,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-09-08,0,https://github.com/holdout-labs/ashare-data-immunity,"A-share daily-bar data immunity: cleaning, board-aware price limits (ST date-aware), suspensions, audits, SHA-256 snapshots and evidence-tracked repair.",True,False,False,False,holdout-labs/ashare-data-immunity
pit-adjuster,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-09-08,0,https://github.com/holdout-labs/pit-adjuster,"Point-in-time fixed-basis back-adjustment for A-share daily prices: corporate-action factor chains, convention-drift detection, snapshot-equivalence gates and a full-window drift checker.",True,False,False,False,holdout-labs/pit-adjuster
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,2026-10-02,73952,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,2026-10-01,32289,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
-yfinance,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-09-30,25456,https://github.com/ranaroussi/yfinance,Yahoo! Finance market data downloader (+faster Pandas Datareader).,True,False,False,False,ranaroussi/yfinance
+OpenBB,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-10-02,73987,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,2026-10-01,32314,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
+yfinance,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-09-30,25465,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,2026-07-11,0,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,2026-07-11,2,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
newyorkfed,TypeScript,TypeScript,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-07-11,1,https://github.com/moshejs/newyorkfed,"Client for the NY Fed Markets Data API: SOFR/EFFR/OBFR reference rates, SOFR averages and index, and SOMA holdings; no API key required.",True,False,False,False,moshejs/newyorkfed
commitments-of-traders,TypeScript,TypeScript,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-07-11,1,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,2026-10-07,0,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,2026-10-08,8,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,2026-10-06,761,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
+The Gold Barometer,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-10-08,0,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,2026-10-09,8,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,2026-10-08,763,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,2026-04-17,7,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,2026-06-17,39,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,
-findatapy,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-07-02,2129,https://github.com/cuemacro/findatapy,"Python library to download market data via Bloomberg, Quandl, Yahoo etc.",True,False,False,False,cuemacro/findatapy
+findatapy,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-07-02,2128,https://github.com/cuemacro/findatapy,"Python library to download market data via Bloomberg, Quandl, Yahoo etc.",True,False,False,False,cuemacro/findatapy
googlefinance,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2018-09-23,834,https://github.com/hongtaocai/googlefinance,Python module to get real-time stock data from Google Finance API.,True,False,False,False,hongtaocai/googlefinance
Horus Flow,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-09-26,4,https://github.com/horustechltd/horus-flow-mcp,"Order-flow analytics with order-book imbalance and rolling trade-delta calculations, plus an MCP interface.",True,False,False,False,horustechltd/horus-flow-mcp
AlphaSMO,TypeScript,TypeScript,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-08-12,2,https://github.com/alphasmo/alphasmo-tools,"CLI + MCP server for SEC 13F institutional holdings, Form 4 insider trading, and smart money convergence signals (tickers where hedge funds and company insiders are both buying). Free anonymous tier, no signup required.",True,False,False,False,alphasmo/alphasmo-tools
@@ -398,7 +398,7 @@ yfinanceapi,Python,Python,Market Data & Data Sources,Market Data & Data Sources,
yql-finance,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2015-08-29,16,https://github.com/slawek87/yql-finance,"yql-finance is simple and fast. API returns stock closing prices for current period of time and current stock ticker (i.e. APPL, GOOGL).",True,False,False,False,slawek87/yql-finance
jugaad-data,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-10-06,584,https://github.com/jugaad-py/jugaad-data,"Download historical and live stock data from NSE (National Stock Exchange of India), BSE, and RBI.",True,False,False,False,jugaad-py/jugaad-data
nsetools,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2025-03-18,907,https://github.com/vsjha18/nsetools,Python library for extracting real-time data from National Stock Exchange (India).,True,False,False,False,vsjha18/nsetools
-wallstreet,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2024-03-09,1703,https://github.com/mcdallas/wallstreet,Real time stock and option data.,True,False,False,False,mcdallas/wallstreet
+wallstreet,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2024-03-09,1704,https://github.com/mcdallas/wallstreet,Real time stock and option data.,True,False,False,False,mcdallas/wallstreet
stock_extractor,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2016-09-10,52,https://github.com/ZachLiuGIS/stock_extractor,General Purpose Stock Extractors from Online Resources.,True,False,False,False,ZachLiuGIS/stock_extractor
Stockex,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2021-09-15,33,https://github.com/cttn/Stockex,Python wrapper for Yahoo! Finance API.,True,False,False,False,cttn/Stockex
SwapAPI,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-04-03,22,https://github.com/swap-api/swap-api,Free DEX aggregator API returning executable swap calldata across 46 EVM chains. No API key required.,True,False,False,False,swap-api/swap-api
@@ -424,16 +424,16 @@ coinpulse,Python,Python,Market Data & Data Sources,Market Data & Data Sources,ma
bronto-python,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2015-02-27,0,https://pypi.org/project/bronto-python/,Bronto API Integration for Python.,False,False,True,False,
pdblp,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2024-12-14,257,https://github.com/matthewgilbert/pdblp,A simple interface to integrate pandas and the Bloomberg Open API.,True,False,False,False,matthewgilbert/pdblp
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
+tiingo,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2025-06-22,320,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,2026-09-30,22851,https://github.com/akfamily/akshare,"AkShare is an elegant and simple financial data interface library for Python, built for human beings! .",True,False,False,False,akfamily/akshare
+akshare,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-09-30,22863,https://github.com/akfamily/akshare,"AkShare is an elegant and simple financial data interface library for Python, built for human beings! .",True,False,False,False,akfamily/akshare
yahooquery,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2025-05-15,921,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,2022-10-02,1858,https://github.com/alvarobartt/investpy,Financial Data Extraction from Investing.com with Python! .,True,False,False,False,alvarobartt/investpy
yliveticker,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-03-28,173,https://github.com/yahoofinancelive/yliveticker,Live stream of market data from Yahoo Finance websocket.,True,False,False,False,yahoofinancelive/yliveticker
bbgbridge,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2020-01-07,2,https://github.com/ran404/bbgbridge,Easy to use Bloomberg Desktop API wrapper for Python.,True,False,False,False,ran404/bbgbridge
-alpha_vantage,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-07-26,4924,https://github.com/RomelTorres/alpha_vantage,A python wrapper for Alpha Vantage API for financial data.,True,False,False,False,RomelTorres/alpha_vantage
+alpha_vantage,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-07-26,4923,https://github.com/RomelTorres/alpha_vantage,A python wrapper for Alpha Vantage API for financial data.,True,False,False,False,RomelTorres/alpha_vantage
oilpriceapi,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-10-03,2,https://github.com/OilpriceAPI/python-sdk,"Commodity-price API client with local moving averages, RSI, MACD, Bollinger Bands and ATR calculations on supplied data.",True,False,False,False,OilpriceAPI/python-sdk
-FinanceDataReader,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-05-13,1552,https://github.com/FinanceData/FinanceDataReader,"Open Source Financial data reader for U.S, Korean, Japanese, Chinese, Vietnamese Stocks.",True,False,False,False,FinanceData/FinanceDataReader
+FinanceDataReader,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-05-13,1553,https://github.com/FinanceData/FinanceDataReader,"Open Source Financial data reader for U.S, Korean, Japanese, Chinese, Vietnamese Stocks.",True,False,False,False,FinanceData/FinanceDataReader
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,2026-07-27,127,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
@@ -444,16 +444,16 @@ tessa,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market
pandaSDMX,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2023-02-25,135,https://github.com/dr-leo/pandaSDMX,"Python package that implements SDMX 2.1 (ISO 17369:2013), a format for exchange of statistical data and metadata used by national statistical agencies, central banks, and international organisations.",True,False,False,False,dr-leo/pandaSDMX
cif,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2022-06-18,66,https://github.com/LenkaV/CIF,"Python package that include few composite indicators, which summarize multidimensional relationships between individual economic indicators.",True,False,False,False,LenkaV/CIF
finagg,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-03-22,546,https://github.com/theOGognf/finagg,"finagg is a Python package that provides implementations of popular and free financial APIs, tools for aggregating historical data from those APIs into SQL databases, and tools for transforming aggregated data into features useful for analysis and AI/ML.",True,False,False,False,theOGognf/finagg
-FinanceDatabase,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-10-07,9429,https://github.com/JerBouma/FinanceDatabase,"This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets.",True,False,False,False,JerBouma/FinanceDatabase
-FinanceToolkit,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-10-04,5403,https://github.com/JerBouma/FinanceToolkit,"Toolkit with 200+ financial metrics including 80+ financial ratios, 30+ technical indicators, 20+ risk and performance metrics and 50+ macro indicators which pulls from Financial Modeling Prep, Yahoo Finance, OECD, GMBD and more.",True,False,False,False,JerBouma/FinanceToolkit
+FinanceDatabase,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-10-08,9439,https://github.com/JerBouma/FinanceDatabase,"This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets.",True,False,False,False,JerBouma/FinanceDatabase
+FinanceToolkit,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-10-04,5406,https://github.com/JerBouma/FinanceToolkit,"Toolkit with 200+ financial metrics including 80+ financial ratios, 30+ technical indicators, 20+ risk and performance metrics and 50+ macro indicators which pulls from Financial Modeling Prep, Yahoo Finance, OECD, GMBD and more.",True,False,False,False,JerBouma/FinanceToolkit
Trading Strategy,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,,0,https://github.com/tradingstrategy-ai/trading-strategy/,download price data for decentralised exchanges and lending protocols (DeFi).,True,False,False,False,
datamule-python,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-08-14,557,https://github.com/john-friedman/datamule-python,A package to work with SEC data. Incorporates datamule endpoints.,True,False,False,False,john-friedman/datamule-python
fsynth,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-08-29,10,https://github.com/welcra/fsynth,Python library for high-fidelity unlimited synthetic financial data generation using Heston Stochastic Volatility and Merton Jump Diffusion.,True,False,False,False,welcra/fsynth
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,2026-10-07,2778,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
+edgartools,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-10-08,2779,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-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,2026-09-11,0,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
+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
edgar-traps,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-09-13,1,https://pypi.org/project/edgar-traps/,"Checks that catch nine silent failure modes in SEC filing data, from Form 4 filings that are about a different issuer to 13F-NT counted as a position report, each documented with the incident that found it. [GitHub](https://github.com/researchaiexe-stack/edgar-traps)",True,False,True,False,researchaiexe-stack/edgar-traps
buried-events-parser,Python,Python,Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-06-19,1,https://github.com/jaablon/buried-events-parser,FilingFirehose’s standalone SEC 8-K HTML parser using regex rules to flag possible discrepancies between reported item codes and filing text.,True,False,False,False,jaablon/buried-events-parser
@@ -479,15 +479,15 @@ AgentServices,Python,Python,Market Data & Data Sources,Market Data & Data Source
The Stall,JavaScript,"JavaScript,MCP",Market Data & Data Sources,Market Data & Data Sources,market-data-data-sources,2026-09-26,0,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
pmxt,Python,"Python,JavaScript",Prediction Markets,Prediction Markets,prediction-markets,2026-07-18,2165,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,2026-03-20,63,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,2026-10-06,3,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
+PolyMind,Python,Python,Prediction Markets,Prediction Markets,prediction-markets,2026-10-08,3,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
-Oracle3,Python,Python,Prediction Markets,Prediction Markets,prediction-markets,2026-10-07,355,https://github.com/YichengYang-Ethan/oracle3,"Autonomous trading agent for Kalshi, Polymarket, and Solana — Wang Transform pricing (calibrated on 291k resolved contracts) drives eight constraint-based arbitrage strategies and Kelly-sized model trades.",True,False,False,False,YichengYang-Ethan/oracle3
+Oracle3,Python,Python,Prediction Markets,Prediction Markets,prediction-markets,2026-10-07,372,https://github.com/YichengYang-Ethan/oracle3,"Autonomous trading agent for Kalshi, Polymarket, and Solana — Wang Transform pricing (calibrated on 291k resolved contracts) drives eight constraint-based arbitrage strategies and Kelly-sized model trades.",True,False,False,False,YichengYang-Ethan/oracle3
marketlens,Python,"Python,MCP",Prediction Markets,Prediction Markets,prediction-markets,2026-10-01,28,https://github.com/marketlenstrade/marketlens-python,"Tick-level Polymarket order book history with replay and a backtesting engine simulating queue priority, latency, and slippage.",True,False,False,False,marketlenstrade/marketlens-python
polymarket-bot-lab,Python,Python,Prediction Markets,Prediction Markets,prediction-markets,2026-07-29,1,https://github.com/oraclemangle/polymarket-bot-lab,"Open-sourced research lab of 11 candidate Polymarket trading bots (weather, sports, longshot fades, maker, whale-flow) with a shared CLOB/backtest framework, ADR decision log, and honest paper/live results. Companion free dataset: [polymarket-canary-tape](https://huggingface.co/datasets/oraclemangle/polymarket-canary-tape) (300M+ events, CC-BY-4.0).",True,False,False,False,oraclemangle/polymarket-bot-lab
Live Tennis API,REST,"REST,WebSocket,MCP",Prediction Markets,Prediction Markets,prediction-markets,2026-10-07,152,https://livetennisapi.com,"Real-time tennis scores, serving and break-point state, and model win probabilities for pricing tennis event markets, plus H2H, rankings and a 1968-2022 point-by-point archive; free tier. [GitHub](https://github.com/livetennisapi/livetennisapi-mcp)",True,False,False,False,livetennisapi/livetennisapi-mcp
polymm,Python,"Python,Polymarket",Prediction Markets,Prediction Markets,prediction-markets,2026-08-16,111,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,2026-10-07,0,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
+outcometick,Python,"Python,JavaScript",Prediction Markets,Prediction Markets,prediction-markets,2026-10-08,0,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
exchange_calendars,Python,Python,Calendars & Market Hours,Calendars & Market Hours,calendars-market-hours,2026-09-14,674,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,2026-10-05,1000,https://github.com/rsheftel/pandas_market_calendars,Exchange calendars to use with pandas for trading applications.,True,False,False,False,rsheftel/pandas_market_calendars
@@ -497,42 +497,42 @@ sifma-holidays,TypeScript,TypeScript,Calendars & Market Hours,Calendars & Market
us-equity-market-calendar,TypeScript,TypeScript,Calendars & Market Hours,Calendars & Market Hours,calendars-market-hours,2026-07-11,0,https://github.com/moshejs/us-equity-market-calendar,"NYSE/NASDAQ trading calendar: holidays, 1pm early closes, trading-day navigation, and DST-aware is-market-open; zero dependencies.",True,False,False,False,moshejs/us-equity-market-calendar
fx-value-date,TypeScript,TypeScript,Calendars & Market Hours,Calendars & Market Hours,calendars-market-hours,2026-07-11,0,https://github.com/moshejs/fx-value-date,"FX spot/forward value-date calculation across two currency holiday calendars, with the USD-lag and end-of-month rules; zero dependencies.",True,False,False,False,moshejs/fx-value-date
D-Tale,Python,Python,Visualization,Visualization,visualization,2026-05-11,5228,https://github.com/man-group/dtale,Visualizer for pandas dataframes and xarray datasets.,True,False,False,False,man-group/dtale
-mplfinance,Python,Python,Visualization,Visualization,visualization,2024-04-02,4439,https://github.com/matplotlib/mplfinance,"matplotlib utilities for the visualization, and visual analysis, of financial data.",True,False,False,False,matplotlib/mplfinance
+mplfinance,Python,Python,Visualization,Visualization,visualization,2024-04-02,4440,https://github.com/matplotlib/mplfinance,"matplotlib utilities for the visualization, and visual analysis, of financial data.",True,False,False,False,matplotlib/mplfinance
finplot,Python,Python,Visualization,Visualization,visualization,2026-09-24,1186,https://github.com/highfestiva/finplot,Performant and effortless finance plotting for Python.,True,False,False,False,highfestiva/finplot
-finvizfinance,Python,Python,Visualization,Visualization,visualization,2026-08-29,1715,https://github.com/lit26/finvizfinance,Finviz analysis python library.,True,False,False,False,lit26/finvizfinance
+finvizfinance,Python,Python,Visualization,Visualization,visualization,2026-08-29,1716,https://github.com/lit26/finvizfinance,Finviz analysis python library.,True,False,False,False,lit26/finvizfinance
market-analy,Python,Python,Visualization,Visualization,visualization,2026-09-20,80,https://github.com/maread99/market_analy,Analysis and interactive charting using [market-prices](https://github.com/maread99/market_prices) and bqplot.,True,False,False,False,maread99/market_analy
LightweightCharts.jl,Julia,Julia,Visualization,Visualization,visualization,2026-07-06,56,https://github.com/bhftbootcamp/LightweightCharts.jl,Julia wrapper for Lightweight Charts™ by TradingView.,True,False,False,False,bhftbootcamp/LightweightCharts.jl
-dxcharts-lite,JavaScript,JavaScript,Visualization,Visualization,visualization,2026-10-06,101,https://github.com/devexperts/dxcharts-lite,Flexible financial charting library based on HTML5 canvas.,True,False,False,False,devexperts/dxcharts-lite
+dxcharts-lite,JavaScript,JavaScript,Visualization,Visualization,visualization,2026-10-08,101,https://github.com/devexperts/dxcharts-lite,Flexible financial charting library based on HTML5 canvas.,True,False,False,False,devexperts/dxcharts-lite
Exeria Charts,JavaScript,JavaScript,Visualization,Visualization,visualization,2026-06-19,11,https://github.com/efixdata/exeria-charts,"High-performance, native Canvas/WebGL financial charting library for self-hosted applications without iframe limits.",True,False,False,False,efixdata/exeria-charts
MyLinedChart,Desktop,Desktop,Visualization,Visualization,visualization,,0,https://mylinedchart.com,"Technical-analysis charting app for Interactive Brokers (IBKR) that exports drawings, notes, indicators and OHLCV as JSON/XLSX/CSV, and exposes chart context to AI agents over MCP.",False,False,False,False,
Bilig,TypeScript,TypeScript,Excel & Spreadsheet Integration,Excel & Spreadsheet Integration,excel-spreadsheet-integration,2026-10-06,35,https://github.com/proompteng/bilig,Formula WorkPaper and XLSX recalculation runtime for Node.js services and agent tools.,True,False,False,False,proompteng/bilig
-xlwings,Python,Python,Excel & Spreadsheet Integration,Excel & Spreadsheet Integration,excel-spreadsheet-integration,2026-09-27,3416,https://www.xlwings.org/,Make Excel fly with Python. [GitHub](https://github.com/xlwings/xlwings),True,False,False,False,xlwings/xlwings
+xlwings,Python,Python,Excel & Spreadsheet Integration,Excel & Spreadsheet Integration,excel-spreadsheet-integration,2026-09-27,3417,https://www.xlwings.org/,Make Excel fly with Python. [GitHub](https://github.com/xlwings/xlwings),True,False,False,False,xlwings/xlwings
openpyxl,Python,Python,Excel & Spreadsheet Integration,Excel & Spreadsheet Integration,excel-spreadsheet-integration,,0,https://openpyxl.readthedocs.io/en/latest/,Read/Write Excel 2007 xlsx/xlsm files.,False,False,False,False,
xlrd,Python,Python,Excel & Spreadsheet Integration,Excel & Spreadsheet Integration,excel-spreadsheet-integration,2026-07-15,2206,https://github.com/python-excel/xlrd,Library for developers to extract data from Microsoft Excel spreadsheet files.,True,False,False,False,python-excel/xlrd
xlsxwriter,Python,Python,Excel & Spreadsheet Integration,Excel & Spreadsheet Integration,excel-spreadsheet-integration,2026-08-04,3980,https://xlsxwriter.readthedocs.io/,Write files in the Excel 2007+ XLSX file format. [GitHub](https://github.com/jmcnamara/XlsxWriter),True,False,False,False,jmcnamara/XlsxWriter
xlloop,Python,Python,Excel & Spreadsheet Integration,Excel & Spreadsheet Integration,excel-spreadsheet-integration,2018-03-10,110,https://xlloop.sourceforge.net/,XLLoop is an open source framework for implementing Excel user-defined functions (UDFs) on a centralised server (a function server). [GitHub](https://github.com/poidasmith/xlloop),True,False,False,False,poidasmith/xlloop
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,
-TradingAgents,Python,"Python,LLM",Quant Research Environments,Quant Research Environments,quant-research-environments,2026-10-03,110150,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,2026-10-03,110289,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,2026-09-28,13,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,2026-10-03,48,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
+dsh-quant,TypeScript,"TypeScript,DeepSeek Harness",Quant Research Environments,Quant Research Environments,quant-research-environments,2026-10-03,49,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
Jupyter Quant,Python,Python,Quant Research Environments,Quant Research Environments,quant-research-environments,2026-10-05,247,https://github.com/quantbelt/jupyter-quant,"A dockerized Jupyter quant research environment with preloaded tools for quant analysis, statsmodels, pymc, arch, py_vollib, zipline-reloaded, PyPortfolioOpt, etc.",True,False,False,False,quantbelt/jupyter-quant
-RunMat,Rust,Rust,Cross-Language Frameworks,Cross-Language Frameworks,cross-language-frameworks,2026-09-21,262,https://runmat.com/,Runtime for MATLAB-syntax array math with automatic CPU/GPU execution and fused kernels for quantitative simulations. [GitHub](https://github.com/runmat-org/runmat),True,False,False,False,runmat-org/runmat
+RunMat,Rust,Rust,Cross-Language Frameworks,Cross-Language Frameworks,cross-language-frameworks,2026-09-21,264,https://runmat.com/,Runtime for MATLAB-syntax array math with automatic CPU/GPU execution and fused kernels for quantitative simulations. [GitHub](https://github.com/runmat-org/runmat),True,False,False,False,runmat-org/runmat
QuantLibAAD,,,Cross-Language Frameworks,Cross-Language Frameworks,cross-language-frameworks,2026-05-13,43,https://github.com/auto-differentiation/QuantLibAAD,Fast risks with QuantLib in C++.,True,False,False,False,auto-differentiation/QuantLibAAD
XAD,,,Cross-Language Frameworks,Cross-Language Frameworks,cross-language-frameworks,2026-09-08,432,https://github.com/auto-differentiation/xad,Automatic Differentation (AAD) Library.,True,False,False,False,auto-differentiation/xad
-QuantLib,,,Cross-Language Frameworks,Cross-Language Frameworks,cross-language-frameworks,2026-10-03,7653,https://github.com/lballabio/QuantLib,The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance.,True,False,False,False,lballabio/QuantLib
+QuantLib,,,Cross-Language Frameworks,Cross-Language Frameworks,cross-language-frameworks,2026-10-03,7656,https://github.com/lballabio/QuantLib,The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance.,True,False,False,False,lballabio/QuantLib
JQuantLib,,,Cross-Language Frameworks,Cross-Language Frameworks,cross-language-frameworks,2016-02-26,155,https://github.com/frgomes/jquantlib,Java port.,True,False,False,False,frgomes/jquantlib
RQuantLib,,,Cross-Language Frameworks,Cross-Language Frameworks,cross-language-frameworks,2026-07-26,136,https://github.com/eddelbuettel/rquantlib,R port.,True,False,False,False,eddelbuettel/rquantlib
QuantLibAddin,,,Cross-Language Frameworks,Cross-Language Frameworks,cross-language-frameworks,,0,https://www.quantlib.org/quantlibaddin/,Excel support.,False,False,False,False,
QuantLibXL,,,Cross-Language Frameworks,Cross-Language Frameworks,cross-language-frameworks,,0,https://www.quantlib.org/quantlibxl/,Excel support.,False,False,False,False,
QLNet,,,Cross-Language Frameworks,Cross-Language Frameworks,cross-language-frameworks,2026-09-28,428,https://github.com/amaggiulli/qlnet,.Net port.,True,False,False,False,amaggiulli/qlnet
-PyQL,,,Cross-Language Frameworks,Cross-Language Frameworks,cross-language-frameworks,2026-07-16,1345,https://github.com/enthought/pyql,Python port.,True,False,False,False,enthought/pyql
+PyQL,,,Cross-Language Frameworks,Cross-Language Frameworks,cross-language-frameworks,2026-07-16,1344,https://github.com/enthought/pyql,Python port.,True,False,False,False,enthought/pyql
QuantLib.jl,,,Cross-Language Frameworks,Cross-Language Frameworks,cross-language-frameworks,2020-02-18,143,https://github.com/pazzo83/QuantLib.jl,Julia port.,True,False,False,False,pazzo83/QuantLib.jl
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,2026-10-05,1691,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,2026-08-11,377,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,2026-10-01,843,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
+TA-Lib,,,Cross-Language Frameworks,Cross-Language Frameworks,cross-language-frameworks,2026-10-08,1691,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,2026-08-11,378,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,2026-10-01,848,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,2025-11-17,451,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,
@@ -540,29 +540,29 @@ Wyckoff Method Course,,,"Reproducing Works, Training & Books","Reproducing Works
Special-Relativity-in-Financial-Modeling,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2026-09-25,14,https://github.com/Mattbusel/Special-Relativity-in-Financial-Modeling,"C++20 implementation of special-relativistic geometry applied to OHLCV data: Lorentz factors, spacetime intervals, Christoffel symbols, and geodesic deviation signals from live market data. DOI: 10.5281/zenodo.18639919.",True,False,False,False,Mattbusel/Special-Relativity-in-Financial-Modeling
Auto-Differentiation Website,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,,0,https://auto-differentiation.github.io/,Background and resources on Automatic Differentiation (AD) / Adjoint Algorithmic Differentitation (AAD).,False,False,False,False,
Derman Papers,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2017-10-21,529,https://github.com/MarcosCarreira/DermanPapers,Notebooks that replicate original quantitative finance papers from Emanuel Derman.,True,False,False,False,MarcosCarreira/DermanPapers
-volatility-trading,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2024-10-21,1957,https://github.com/jasonstrimpel/volatility-trading,A complete set of volatility estimators based on Euan Sinclair's Volatility Trading.,True,False,False,False,jasonstrimpel/volatility-trading
+volatility-trading,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2024-10-21,1958,https://github.com/jasonstrimpel/volatility-trading,A complete set of volatility estimators based on Euan Sinclair's Volatility Trading.,True,False,False,False,jasonstrimpel/volatility-trading
quant,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2015-07-14,458,https://github.com/paulperry/quant,"Quantitative Finance and Algorithmic Trading exhaust; mostly ipython notebooks based on Quantopian, Zipline, or Pandas.",True,False,False,False,paulperry/quant
fecon235,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2018-12-03,1280,https://github.com/rsvp/fecon235,Open source project for software tools in financial economics. Many jupyter notebook to verify theoretical ideas and practical methods interactively.,True,False,False,False,rsvp/fecon235
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,2021-05-25,804,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,2026-08-24,14251,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,2026-08-24,14254,https://github.com/jpmorganchase/python-training,J.P. Morgan's Python training for business analysts and traders.,True,False,False,False,jpmorganchase/python-training
Stock_Analysis_For_Quant,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2025-05-04,2065,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,2021-06-01,3488,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,2024-09-22,2142,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
-QuantFinance,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2025-09-02,623,https://github.com/PythonCharmers/QuantFinance,Training materials in quantitative finance.,True,False,False,False,PythonCharmers/QuantFinance
+QuantFinance,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2025-09-02,624,https://github.com/PythonCharmers/QuantFinance,Training materials in quantitative finance.,True,False,False,False,PythonCharmers/QuantFinance
IPythonScripts,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2026-02-28,179,https://github.com/mgroncki/IPythonScripts,"Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning.",True,False,False,False,mgroncki/IPythonScripts
-Computational-Finance-Course,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2024-03-01,925,https://github.com/LechGrzelak/Computational-Finance-Course,Materials for the course of Computational Finance.,True,False,False,False,LechGrzelak/Computational-Finance-Course
+Computational-Finance-Course,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2024-03-01,926,https://github.com/LechGrzelak/Computational-Finance-Course,Materials for the course of Computational Finance.,True,False,False,False,LechGrzelak/Computational-Finance-Course
Machine-Learning-for-Asset-Managers,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2025-01-29,672,https://github.com/emoen/Machine-Learning-for-Asset-Managers,"Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.",True,False,False,False,emoen/Machine-Learning-for-Asset-Managers
Python-for-Finance-Cookbook,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2026-03-02,802,https://github.com/PacktPublishing/Python-for-Finance-Cookbook,"Python for Finance Cookbook, published by Packt.",True,False,False,False,PacktPublishing/Python-for-Finance-Cookbook
modelos_vol_derivativos,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2023-08-19,59,https://github.com/ysaporito/modelos_vol_derivativos,"""Modelos de Volatilidade para Derivativos"" book's Jupyter notebooks.",True,False,False,False,ysaporito/modelos_vol_derivativos
NMOF,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2026-08-20,39,https://github.com/enricoschumann/NMOF,"Functions, examples and data from the first and the second edition of ""Numerical Methods and Optimization in Finance"" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658).",True,False,False,False,enricoschumann/NMOF
-py4fi2nd,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2025-06-06,2273,https://github.com/yhilpisch/py4fi2nd,"Jupyter Notebooks and code for Python for Finance (2nd ed., O'Reilly) by Yves Hilpisch.",True,False,False,False,yhilpisch/py4fi2nd
+py4fi2nd,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2025-06-06,2275,https://github.com/yhilpisch/py4fi2nd,"Jupyter Notebooks and code for Python for Finance (2nd ed., O'Reilly) by Yves Hilpisch.",True,False,False,False,yhilpisch/py4fi2nd
aiif,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2023-10-09,402,https://github.com/yhilpisch/aiif,Jupyter Notebooks and code for the book Artificial Intelligence in Finance (O'Reilly) by Yves Hilpisch.,True,False,False,False,yhilpisch/aiif
py4at,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2023-10-09,856,https://github.com/yhilpisch/py4at,Jupyter Notebooks and code for the book Python for Algorithmic Trading (O'Reilly) by Yves Hilpisch.,True,False,False,False,yhilpisch/py4at
dawp,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2021-02-22,640,https://github.com/yhilpisch/dawp,Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch.,True,False,False,False,yhilpisch/dawp
dx,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2025-04-05,766,https://github.com/yhilpisch/dx,DX Analytics | Financial and Derivatives Analytics with Python.,True,False,False,False,yhilpisch/dx
-QuantFinanceBook,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2025-04-14,983,https://github.com/LechGrzelak/QuantFinanceBook,Quantitative Finance book.,True,False,False,False,LechGrzelak/QuantFinanceBook
+QuantFinanceBook,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2025-04-14,984,https://github.com/LechGrzelak/QuantFinanceBook,Quantitative Finance book.,True,False,False,False,LechGrzelak/QuantFinanceBook
rough_bergomi,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2018-09-17,144,https://github.com/rmcrkd/rough_bergomi,A Python implementation of the rough Bergomi model.,True,False,False,False,rmcrkd/rough_bergomi
frh-fx,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2018-05-24,15,https://github.com/rmcrkd/frh-fx,A python implementation of the fast-reversion Heston model of Mechkov for FX purposes.,True,False,False,False,rmcrkd/frh-fx
Value Investing Studies,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2021-10-26,97,https://github.com/euclidjda/value-investing-studies,A collection of data analysis studies that examine the performance and characteristics of value investing over long periods of time.,True,False,False,False,euclidjda/value-investing-studies
@@ -580,22 +580,22 @@ Quant-Finance-With-Python-Code,,,"Reproducing Works, Training & Books","Reproduc
QuantFinanceTraining,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2024-02-20,44,https://github.com/JoaoJungblut/QuantFinanceTraining,"This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are organized by class, facilitating navigation and reference.",True,False,False,False,JoaoJungblut/QuantFinanceTraining
book_irds3,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2022-10-29,126,https://github.com/attack68/book_irds3,Code repository for Pricing and Trading Interest Rate Derivatives.,True,False,False,False,attack68/book_irds3
Autoencoder-Asset-Pricing-Models,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2025-08-17,153,https://github.com/RichardS0268/Autoencoder-Asset-Pricing-Models,"Reimplementation of Autoencoder Asset Pricing Models ([GKX, 2019](https://www.aqr.com/Insights/Research/Working-Paper/Autoencoder-Asset-Pricing-Models)).",True,False,False,False,RichardS0268/Autoencoder-Asset-Pricing-Models
-Finance,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2026-09-12,4305,https://github.com/shashankvemuri/Finance,"150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data.",True,False,False,False,shashankvemuri/Finance
+Finance,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2026-09-12,4309,https://github.com/shashankvemuri/Finance,"150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data.",True,False,False,False,shashankvemuri/Finance
101_formulaic_alphas,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2022-07-11,51,https://github.com/ram-ki/101_formulaic_alphas,Implementation of [101 formulaic alphas](https://arxiv.org/abs/1601.00991) using qstrader.,True,False,False,False,ram-ki/101_formulaic_alphas
Tidy Finance,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,,0,https://www.tidy-finance.org/,"An opinionated approach to empirical research in financial economics - a fully transparent, open-source code base in multiple programming languages (Python and R) to enable the reproducible implementation of financial research projects for students and practitioners.",False,False,False,False,
RoughVolatilityWorkshop,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2025-09-06,75,https://github.com/jgatheral/RoughVolatilityWorkshop,2024 QuantMind's Rough Volatility Workshop lectures.,True,False,False,False,jgatheral/RoughVolatilityWorkshop
-AFML,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2024-09-05,875,https://github.com/boyboi86/AFML,All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.,True,False,False,False,boyboi86/AFML
+AFML,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2024-09-05,876,https://github.com/boyboi86/AFML,All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.,True,False,False,False,boyboi86/AFML
AlgoTradingLib,,,"Reproducing Works, Training & Books","Reproducing Works, Training & Books",reproducing-works-training-books,2026-03-28,32,https://github.com/usdaud/algotradinglib.github.io,"A catalog of algorithmic trading libraries, frameworks, strategies, and educational materials.",True,False,False,False,usdaud/algotradinglib.github.io
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,2026-06-05,1,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
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,2026-10-08,0,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,2026-08-06,27,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,2026-10-07,0,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,2026-09-29,19,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
+Korean Market Data,Data,Data,Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,2026-10-09,0,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,2026-08-06,29,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,2026-10-08,0,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,2026-09-29,21,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,2026-09-24,3,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,2026-07-09,1518,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
+Massive,,,Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,2026-07-09,1519,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
SimpleFunctions,REST,"REST,CLI,MCP",Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,,0,https://simplefunctions.dev/,"Hosted Kalshi and Polymarket data and analysis service with a free tier of 1,000 requests/month and 60 requests/minute, without payment information.",False,False,False,True,
Trends MCP,MCP,"MCP,REST",Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,2026-08-29,44,https://www.trendsmcp.ai/,"Search, social, commerce, and news-sentiment data for alternative-data research, with a permanent free tier of 100 requests/month, 90 days of history, and top-10 trend boards delayed 24 hours. [GitHub](https://github.com/trendsmcp-ai/Trends-MCP)",True,False,False,True,trendsmcp-ai/Trends-MCP
AxionQuant,,,Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,,0,https://axionquant.com,"Financial data API for quantitative research, with a permanent free tier of 1,000 monthly API calls and one year of historical data, without a credit card. [PyPI](https://pypi.org/project/axionquant-sdk/)",False,False,False,True,
@@ -616,7 +616,7 @@ PortfolioSavvy,,,Commercial & Proprietary Services,Commercial & Proprietary Serv
Earnings Feed,,,Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,2025-12-25,3,https://earningsfeed.com/api,"SEC filings, insider transactions, and institutional holdings API with a permanent free tier of 5,000 requests per month and 15 requests per minute, without a credit card. [GitHub](https://github.com/earningsfeed/earningsfeed-python)",True,False,False,True,earningsfeed/earningsfeed-python
EDGAR Events,REST,REST,Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,,0,https://edgarevents.com,"SEC filing events as typed JSON: 8-K item codes with materiality flags, SC 13D/13G activist stakes (holder, target, percent of class), merger forms, and S-1/424B IPO filings, polled over REST or pushed via HMAC-signed webhooks, sourced from data.sec.gov.",False,False,False,True,
FilingPulse,REST,"REST,MCP",Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,,0,https://filingpulse.io,"Real-time SEC EDGAR filings normalized to one JSON schema: Form 4 insider trades, 8-K corporate events, and S-1/IPO registrations, delivered via REST, HMAC-signed webhooks, and a hosted MCP server, with a permanent free tier (2,500 req/mo, full schema).",False,False,False,True,
-Financial Data,,,Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,2026-09-08,57,https://financialdata.net/,"Financial data API with a free personal-use plan allowing 300 requests per day for symbol lists and selected market data, including historical commodity and OTC prices. [GitHub](https://github.com/financialdatanet/fdnpy)",True,False,False,True,financialdatanet/fdnpy
+Financial Data,,,Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,2026-09-08,58,https://financialdata.net/,"Financial data API with a free personal-use plan allowing 300 requests per day for symbol lists and selected market data, including historical commodity and OTC prices. [GitHub](https://github.com/financialdatanet/fdnpy)",True,False,False,True,financialdatanet/fdnpy
Filings Flow,,,Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,,0,https://filingsflow.com,"Free SEC 13F research web app covering 11,700+ institutional managers and 208,000+ filings from 2019 onward. Quarter-over-quarter position changes with share-based thresholds, confidential-treatment reveals badged, per-filing links to the EDGAR source document, and Excel export on every table. No account required.",False,False,False,True,
Frostbyte,,,Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,error,0,https://agent-gateway-kappa.vercel.app,"Hosted API gateway providing cryptocurrency price data, with a permanent free allowance of 50 requests per day without signup or payment information. [GitHub](https://github.com/Robocular/frostbyte-api)",True,False,False,True,Robocular/frostbyte-api
SaxoOpenAPI,,,Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,,0,https://www.developer.saxo/,Saxo Bank financial data API.,False,False,False,True,
@@ -647,12 +647,12 @@ AlphaAssay,REST,REST,Commercial & Proprietary Services,Commercial & Proprietary
Market Posture Daily,,,Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,,0,https://marketpd.com,"Daily trend, momentum, correlation and risk analytics with a permanently free stock and ETF terminal, while API exports and cointegration screening require paid access.",False,False,False,True,
Quant Data,Data,Data,Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,2026-08-18,1,https://quantdata.uk/mcp,"Market statistics and options-positioning analytics with free public max-pain and GEX pages and 10 API calls per UTC day using an email-only key, without payment information. [GitHub](https://github.com/celineycn/quantdata-plugin)",True,False,False,True,celineycn/quantdata-plugin
FirmTape,Data,"Data,MCP",Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,,0,https://firmtape.com,"SPX dealer-positioning analytics with a permanently free historical session archive without an account, plus paid live data and backtesting.",False,False,False,True,
-AtlasYield,,,Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,2026-10-08,0,https://atlasyield.club,"DeFi vault scores across 16 factors, with a free read-only API requiring no signup and limited to 60 requests per minute per IP. [GitHub](https://github.com/gveshk/atlasyield-score-history)",True,False,False,True,gveshk/atlasyield-score-history
+AtlasYield,,,Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,2026-10-09,0,https://atlasyield.club,"DeFi vault scores across 16 factors, with a free read-only API requiring no signup and limited to 60 requests per minute per IP. [GitHub](https://github.com/gveshk/atlasyield-score-history)",True,False,False,True,gveshk/atlasyield-score-history
Katana,,,Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,,0,https://katanascreener.com,"Free Japan stock screener built on EDINET filings. 160+ fundamentals, custom formula metrics, Graham/Piotroski/Kiyohara presets. No sign-up.",False,False,False,True,
Disclosed Capitol,,,Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,,0,https://www.disclosedcapitol.com/trades,"Free congressional trade disclosures, politician profiles and performance statistics, with paid API access beyond one-time starter credits.",False,False,False,True,
Wealthville,REST,"REST,MCP",Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,2026-07-28,0,https://wealthville.net,"DeFi liquidity-pool scores and outcome-labeled signals through a free keyless API limited to 60 requests per minute per IP, with attribution required. [GitHub](https://github.com/amitesh-m/wealthville-integrations)",True,False,False,True,amitesh-m/wealthville-integrations
Shingou,REST,"REST,MCP",Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,2026-08-02,0,https://shingou.io,"Hourly crypto news sentiment and typed market events (hack, regulation, listing, delisting, legal) for 30 pairs, served as point-in-time buckets whose SHA-256 hash is committed to a public append-only log at publish time, so a backtester can check the history was never rewritten. Paid plans are $24, $79 and $249 a month before VAT; the permanent free tier is 1,000 requests a day with BTC, ETH and SOL live, the other 27 pairs delayed 24h, 1 day of history depth, no card, non-commercial use. [GitHub](https://github.com/shingou-io/shingou-integrations)",True,False,False,True,shingou-io/shingou-integrations
-0xArchive,,,Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,2026-10-05,8,https://0xarchive.io,"Hyperliquid and Lighter market data through REST, WebSocket and replay, with a permanent free tier offering 50,000 credits per month, 15 requests per second and the most recent 30 days of history without a credit card. [GitHub](https://github.com/0xArchiveIO/sdk-python)",True,False,False,True,0xArchiveIO/sdk-python
+0xArchive,,,Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,2026-10-08,8,https://0xarchive.io,"Hyperliquid and Lighter market data through REST, WebSocket and replay, with a permanent free tier offering 50,000 credits per month, 15 requests per second and the most recent 30 days of history without a credit card. [GitHub](https://github.com/0xArchiveIO/sdk-python)",True,False,False,True,0xArchiveIO/sdk-python
FXNewsBias,Python,"Python,REST",Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,2026-10-03,0,https://fxnewsbias.com,"Forex news sentiment with a permanent free API allowing 25 requests per day, one three-hour cycle of delay and non-commercial use with attribution; no credit card or historical API series. [PyPI](https://pypi.org/project/fxnewsbias/) [GitHub](https://github.com/EARNOVAGAMING/fxnewsbias-python)",True,False,False,True,EARNOVAGAMING/fxnewsbias-python
TickerAll,,,Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,,0,https://tickerall.com,"Hosted MT4 and MT5 broker API with historical candles, real-time tick streaming, and a permanent free tier for five demo broker accounts and unlimited demo orders, without a credit card; live-account automation is paid. [Docs](https://tickerall.com/docs)",False,False,False,True,
TickerLayer,,,Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,2026-10-04,0,https://tickerlayer.com,"Derived, indicative multi-asset market data through REST, WebSocket, and MCP, with a permanent free tier of 3,000 REST requests per month and no credit card required. [Docs](https://tickerlayer.com/docs) [GitHub](https://github.com/TickerLayer/agent-plugin)",True,False,False,True,TickerLayer/agent-plugin
@@ -664,12 +664,12 @@ EIDEX,,,Commercial & Proprietary Services,Commercial & Proprietary Services,comm
CoinBeacon,,,Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,,0,https://coinbeacon.io,"Cryptocurrency market alerts, screeners, and funding-rate, liquidation, and chart-pattern boards, with a permanent free tier of five active alerts and ten notifications per day without a credit card; public research boards require no account.",False,False,False,True,
finlight,Python,"Python,TypeScript",Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,2026-08-16,3,https://finlight.me,"Financial and geopolitical news API with a permanent free REST tier of 5,000 requests per month, a 12-hour delay and one month of history, without a credit card. [GitHub](https://github.com/jubeiargh/finlight-client-py)",True,False,False,True,jubeiargh/finlight-client-py
Dados B3,REST/MCP,REST/MCP,Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,,0,https://dadosb3.com,Brazilian company and real-estate fund fundamentals with public calculation methodology and a permanent free API tier of 200 requests per day without a credit card.,False,False,False,True,
-PreReason,JavaScript,JavaScript,Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,2026-10-01,5,https://www.prereason.com,"Bitcoin and macroeconomic market briefings through REST and MCP, with a permanent free tier of six briefings, 30-day history, 60 requests per hour and 500 per day, without a credit card. [GitHub](https://github.com/PreReason/mcp)",True,False,False,True,PreReason/mcp
+PreReason,JavaScript,JavaScript,Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,2026-10-08,5,https://www.prereason.com,"Bitcoin and macroeconomic market briefings through REST and MCP, with a permanent free tier of six briefings, 30-day history, 60 requests per hour and 500 per day, without a credit card. [GitHub](https://github.com/PreReason/mcp)",True,False,False,True,PreReason/mcp
Factor Weave,Python,"Python,TypeScript,R",Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,2026-06-05,2,https://factorweave.com/,"Factor data and cosine-similarity screening with a permanent free API tier of 250 calls per day, daily factor rankings and market-context snapshots, without a credit card. [GitHub](https://github.com/Blazing-Customs/factorweave-tools)",True,False,False,True,Blazing-Customs/factorweave-tools
Backtesting Arena,TypeScript,TypeScript,Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,2026-09-14,0,https://tradingstrategies.work/api,"Bitcoin cycle scores and market-state indicators through four free public API endpoints requiring no account or key, with responses cached for 5–60 minutes. [GitHub](https://github.com/Schoasch/skill-backtesting-arena)",True,False,False,True,Schoasch/skill-backtesting-arena
EarningsCall,Python,Python,Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,2026-07-21,36,https://earningscall.biz,"Public earnings-call transcripts and an earnings calendar readable without an account, with paid API access for programmatic transcripts, audio and slide decks. [GitHub](https://github.com/EarningsCall/earningscall-python)",True,False,False,True,EarningsCall/earningscall-python
FXMacroData,Python,Python,Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,2026-10-06,9,https://fxmacrodata.com/,Macroeconomic release data with permanent free access to USD announcements covering the latest 90 days at 100 requests per day without an API key or payment information. [GitHub](https://github.com/fxmacrodata/fxmacrodata),True,False,False,True,fxmacrodata/fxmacrodata
-London Strategic Edge,Python,Python,Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,2026-07-20,272,https://londonstrategicedge.com/data/,"Free market and economic data with up to 10 databank downloads per hour of one million rows each, subject to a shared monthly bandwidth allowance, without a credit card. [GitHub](https://github.com/londonstrategicedge/lse-data)",True,False,False,True,londonstrategicedge/lse-data
+London Strategic Edge,Python,Python,Commercial & Proprietary Services,Commercial & Proprietary Services,commercial-proprietary-services,2026-07-20,273,https://londonstrategicedge.com/data/,"Free market and economic data with up to 10 databank downloads per hour of one million rows each, subject to a shared monthly bandwidth allowance, without a credit card. [GitHub](https://github.com/londonstrategicedge/lse-data)",True,False,False,True,londonstrategicedge/lse-data
fooltrader,Python,"Python,Historical",Historical & Archived Projects,Historical & Archived Projects,historical-archived-projects,2020-07-19,1198,https://github.com/foolcage/fooltrader,Archived big-data quantitative-analysis and trading system retained as an early unified market-data and backtesting framework.,True,False,False,False,foolcage/fooltrader
pipeline-live,Python,"Python,Historical",Historical & Archived Projects,Historical & Archived Projects,historical-archived-projects,2022-04-11,205,https://github.com/alpacahq/pipeline-live,Deprecated Zipline Pipeline extension retained as an early reference for pipeline-based live trading.,True,False,False,False,alpacahq/pipeline-live
pybacktest,Python,"Python,Historical",Historical & Archived Projects,Historical & Archived Projects,historical-archived-projects,2019-09-09,823,https://github.com/ematvey/pybacktest,Unmaintained vectorized pandas backtesting framework retained as an early research-oriented design.,True,False,False,False,ematvey/pybacktest
@@ -682,7 +682,7 @@ Rbitcoin,R,"R,Historical",Historical & Archived Projects,Historical & Archived P
AutoTrader,Python,"Python,Historical",Historical & Archived Projects,Historical & Archived Projects,historical-archived-projects,2025-05-04,1271,https://github.com/kieran-mackle/AutoTrader,Archived trading framework retained as a reference for virtual-broker order simulation and backtesting.,True,False,False,False,kieran-mackle/AutoTrader
Kelp,Go,"Go,Historical",Historical & Archived Projects,Historical & Archived Projects,historical-archived-projects,2021-11-26,1126,https://github.com/stellar-deprecated/kelp,Archived Stellar DEX trading bot retained for studying configurable market-making and order-book mirroring.,True,False,False,False,stellar-deprecated/kelp
catalyst,Python,"Python,Historical",Historical & Archived Projects,Historical & Archived Projects,historical-archived-projects,2021-09-22,2559,https://github.com/scrtlabs/catalyst,Archived crypto-asset trading engine preserving an early adaptation of Zipline for exchange backtesting and live execution.,True,False,False,False,scrtlabs/catalyst
-pyalgotrade,Python,"Python,Historical",Historical & Archived Projects,Historical & Archived Projects,historical-archived-projects,2023-03-05,4673,https://github.com/gbeced/pyalgotrade,Archived event-driven trading library retained for studying its original backtesting broker and order-execution models.,True,False,False,False,gbeced/pyalgotrade
+pyalgotrade,Python,"Python,Historical",Historical & Archived Projects,Historical & Archived Projects,historical-archived-projects,2023-03-05,4675,https://github.com/gbeced/pyalgotrade,Archived event-driven trading library retained for studying its original backtesting broker and order-execution models.,True,False,False,False,gbeced/pyalgotrade
qtpylib,Python,"Python,Historical",Historical & Archived Projects,Historical & Archived Projects,historical-archived-projects,2021-03-24,2267,https://github.com/ranaroussi/qtpylib,Archived trading framework retained for studying shared market-data capture and multiple-strategy execution using ZeroMQ.,True,False,False,False,ranaroussi/qtpylib
awesome-sec-filings,,,Related Lists,Related Lists,related-lists,2026-07-04,40,https://github.com/vibeyclaw/awesome-sec-filings,"A curated list of tools, data sources, libraries, and resources for working with SEC filings (13F, 10-K, 10-Q, 8-K).",True,False,False,False,vibeyclaw/awesome-sec-filings
CONVEXFI,,,Related Lists,Related Lists,related-lists,,0,https://github.com/convexfi,Official GitHub organization for the convex research group at the Hong Kong University of Science and Technology (HKUST).,True,False,False,False,