diff --git a/index.html b/index.html index 7cd488a..0915205 100644 --- a/index.html +++ b/index.html @@ -192,7 +192,7 @@ ul.task-list li input[type="checkbox"] {
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March 21, 2026

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March 22, 2026

@@ -333,6 +333,7 @@ ul.task-list li input[type="checkbox"] {
  • bulbea - Deep Learning based Python Library for Stock Market Prediction and Modelling.
  • ib_nope - Automated trading system for NOPE strategy over IBKR TWS.
  • OctoBot - Open source cryptocurrency trading bot for high frequency, arbitrage, TA and social trading with an advanced web interface.
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  • OpenFinClaw - AI-native hedge fund platform: natural language strategy generation, Rust backtesting engine, multi-market execution, and self-evolving strategy pipeline with community leaderboard.
  • bta-lib - Technical Analysis library in pandas for backtesting algotrading and quantitative analysis.
  • Stock-Prediction-Models - Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations.
  • TuneTA - TuneTA optimizes technical indicators using a distance correlation measure to a user defined target feature such as next day return.
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  • QTradeX-AI-Agents - Example strategies for the QTradeX platfrom.
  • QTradeX-Algo-Trading-SDK - AI-powered SDK featuring algorithmic trading, backtesting, deployment on 100+ exchanges, and multiple optimization engines.
  • antback - A lightweight, event-loop-style backtest engine that allows a function-driven imperative style using efficient stateful helper functions and data containers.
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  • VARRD - AI-powered trading edge discovery platform that validates trading ideas with event studies, statistical tests, and real market data. Web app, MCP server, CLI (pip install varrd), and Python SDK.
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  • chart-patterns - Technical analysis library for Market Profile, Volume Profile, Stacked Imbalances and High Volume Node indicators.
  • orderflow - Orderflow trade aggregator for building Footprint Candles from exchange websocket data.
  • ccxt - A JavaScript / Python / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges.
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  • SimpleFunctions - Prediction market intelligence CLI for Kalshi and Polymarket. Causal thesis models, edge detection, 24/7 orderbook monitoring, what-if scenarios, and trade execution. MCP server for AI agent integration.
  • PENDAX - Javascript SDK for Trading/Data API and Websockets for FTX, FTXUS, OKX, Bybit, & More.
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  • PreReason - Pre-analyzed Bitcoin and macro market briefings for AI agents. 17 contexts with trend signals, confidence scores, and regime classification via REST API and MCP.
  • pmxt - The CCXT for prediction markets. A unified API for trading on Polymarket, Kalshi, and more.
  • pmxt - A unified API for accessing prediction market data across multiple exchanges. CCXT for prediction markets.
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  • rebalance - Interactive portfolio rebalancing tool that imports brokerage CSV data, sets target allocations, and generates trade instructions.

    • Data Visualization

    @@ -798,6 +807,7 @@ ul.task-list li input[type="checkbox"] {
  • OrderMatchingEngine - A production-grade, lock-free, high-frequency trading matching engine achieving 150M+ orders/sec.
  • rallyplot - Fast, GPU-accelerated financial plotting library
  • PandoraTrader - A C++ CTP trading framework, with very clear logic
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  • NexusFix - C++23 FIX protocol engine with zero-copy parsing and SIMD acceleration, 3x faster than QuickFIX.
    • @@ -840,8 +850,12 @@ ul.task-list li input[type="checkbox"] {
  • Barter - Open-source Rust framework for building event-driven live-trading & backtesting systems
  • LFEST - Simulated perpetual futures exchange to trade your strategy against.
  • TradeAggregation - Aggregate trades into user-defined candles using information driven rules.
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  • OpenFinClaw - AI-native one-person hedge fund platform with Rust trading engine. Natural language → strategy → backtest → execution in 60s. Multi-market (US/HK/CN/Crypto), self-evolving strategy pipeline. Built on OpenClaw (68K+ stars).
  • SlidingFeatures - Chainable tree-like sliding windows for signal processing and technical analysis.
  • RustQuant - Quantitative finance library written in Rust.
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  • 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.
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  • fin-stream - Real-time market data streaming in Rust: lock-free SPSC ring buffer, 100K+ ticks/second ingestion, multi-timeframe OHLCV construction, and Lorentz transforms on financial time series.
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  • 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
  • finalytics - A rust library for financial data analysis.
  • RunMat - Rust runtime for MATLAB-syntax array math with automatic CPU/GPU execution and fused kernels for quant simulations.
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  • Tidy Finance - 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.
  • RoughVolatilityWorkshop - 2024 QuantMind’s Rough Volatility Workshop lectures.
  • AFML - All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.
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  • AlgoTradingLib - A catalog of algorithmic trading libraries, frameworks, strategies, and educational materials. Add Prop Trader Compass to Risk Management tools
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  • AlgoTradingLib - A catalog of algorithmic trading libraries, frameworks, strategies, and educational materials.
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  • Portfolio Optimization Book - Prof. Daniel Palomar’s Portfolio Optimization Book