diff --git a/README.md b/README.md index 42d847d..6f14281 100644 --- a/README.md +++ b/README.md @@ -126,7 +126,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [JQuantLib](https://github.com/frgomes/jquantlib) - `Java` - JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java. - [finmath.net](http://finmath.net) - `Java` - Java library with algorithms and methodologies related to mathematical finance. [GitHub](https://github.com/finmath/finmath-lib) - [quantcomponents](https://github.com/lsgro/quantcomponents) - `Java` - Free Java components for Quantitative Finance and Algorithmic Trading. -- [DRIP](https://lakshmidrip.github.io/DRIP) - `Java` - Fixed Income, Asset Allocation, Transaction Cost Analysis, XVA Metrics Libraries. +- [DRIP](https://lakshmidrip.github.io/DRIP/) - `Java` - Fixed Income, Asset Allocation, Transaction Cost Analysis, XVA Metrics Libraries. - [finance.js](https://github.com/ebradyjobory/finance.js) - `JavaScript` - A JavaScript library for common financial calculations. - [hagan-sabr](https://github.com/moshejs/hagan-sabr) - `TypeScript` - SABR stochastic-volatility model (Hagan 2002 lognormal/normal expansions, Obłój correction, smile calibration); zero dependencies, matches QuantLib's sabrVolatility to 1e-9. - [svi-vol-surface](https://github.com/moshejs/svi-vol-surface) - `TypeScript` - Gatheral SVI volatility surface (raw/natural/jump-wings), butterfly and calendar arbitrage checks, slice calibration; zero dependencies. @@ -422,7 +422,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [timeSeries](https://cran.r-project.org/web/packages/timeSeries/index.html) - `R` - Rmetrics - Financial Time Series Objects. - [rugarch](https://github.com/alexiosg/rugarch) - `R` - Univariate GARCH Models. - [rmgarch](https://github.com/alexiosg/rmgarch) - `R` - Multivariate GARCH Models. -- [tidypredict](https://github.com/edgararuiz/tidypredict) - `R` - Run predictions inside the database . +- [tidypredict](https://tidypredict.tidymodels.org/) - `R` - Run predictions inside the database. [GitHub](https://github.com/tidymodels/tidypredict) - [tidyquant](https://github.com/business-science/tidyquant) - `R` - Bringing financial analysis to the tidyverse. - [timetk](https://github.com/business-science/timetk) - `R` - A toolkit for working with time series in R. - [tibbletime](https://github.com/business-science/tibbletime) - `R` - Built on top of the tidyverse, tibbletime is an extension that allows for the creation of time aware tibbles through the setting of a time index. @@ -537,10 +537,10 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [datamule-python](https://github.com/john-friedman/datamule-python) - `Python` - A package to work with SEC data. Incorporates datamule endpoints. - [fsynth](https://github.com/welcra/fsynth) - `Python` - Python library for high-fidelity unlimited synthetic financial data generation using Heston Stochastic Volatility and Merton Jump Diffusion. - [fedfred](https://nikhilxsunder.github.io/fedfred/) - `Python` - FRED & GeoFRED Economic data API with preprocessed dataframe output in pandas/geopandas, polars/polars_st, and dask dataframes/geodataframes. -- [edgar-sec](https://edgar-sec-dev-team.github.io/edgar-sec/) - `Python` - EDGAR Financial data API with preprocessed dataclass outputs. +- [edgar-sec](https://github.com/toros-dev/edgar-sec) - `Python` - EDGAR Financial data API with preprocessed dataclass outputs. - [edgartools](https://github.com/dgunning/edgartools) - `Python` - AI-native SEC EDGAR library with XBRL financials, clean text extraction, 17+ typed forms, and pandas DataFrames. - [DUEL](https://github.com/duelstocks/duel-algorithm) - `Python` `SEC EDGAR` - 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. -- [edgar-geo-revenue](https://pypi.org/project/edgar-geo-revenue/) - `Python` - Extract geographic revenue breakdowns from SEC EDGAR 10-K filings with no API key. [GitHub](https://github.com/metricshour-netizen/edgar-geo-revenue) +- [edgar-geo-revenue](https://pypi.org/project/edgar-geo-revenue/) - `Python` - Extract geographic revenue breakdowns from SEC EDGAR 10-K filings with no API key. [GitHub](https://github.com/Metricshour/edgar-geo-revenue) - [filingrail-mcp](https://pypi.org/project/filingrail-mcp/) - `Python` `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) - [disclosure-alpha](https://github.com/alwank/disclosure-alpha) - `Python` - 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. - [edgar-traps](https://pypi.org/project/edgar-traps/) - `Python` - 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) @@ -580,8 +580,6 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [pmxt](https://github.com/pmxt-dev/pmxt) - `Python` `JavaScript` - The CCXT for prediction markets. A unified API for trading on Polymarket, Kalshi, and more. - [polymarket-whales](https://github.com/al1enjesus/polymarket-whales) - `Python` - Real-time whale trade tracker for Polymarket — terminal alerts + Telegram notifications when large orders hit the book. -- [Polymarket Scanner API](https://github.com/vesper-astrena/polymarket-scanner-api) - `Python` - Real-time arbitrage detection API for Polymarket prediction markets, scanning 12,000+ markets for mispricings. -- [SimpleFunctions](https://github.com/spfunctions/simplefunctions-cli) - `JavaScript` - Prediction market intelligence CLI for Kalshi and Polymarket. Causal thesis models, edge detection, 24/7 orderbook monitoring, what-if scenarios, and trade execution. MCP server for AI agent integration. - [PolyMind](https://polyminds.netlify.app/) - `Python` - 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) - [prediction-market-maker](https://github.com/octavi42/prediction-market-maker) - `Python` - Open-source market-making strategy that placed #2 in Paradigm's prediction market challenge, with full strategy evolution and analysis. - [Oracle3](https://github.com/YichengYang-Ethan/oracle3) - `Python` - 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. @@ -699,7 +697,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [Deep Learning Machine Learning Stock](https://github.com/LastAncientOne/Deep-Learning-Machine-Learning-Stock) - Deep Learning and Machine Learning stocks represent a promising long-term or short-term opportunity for investors and traders. - [Technical Analysis and Feature Engineering](https://github.com/jo-cho/Technical_Analysis_and_Feature_Engineering) - Feature Engineering and Feature Importance of Machine Learning in Financial Market. - [Differential Machine Learning and Axes that matter by Brian Huge and Antoine Savine](https://github.com/differential-machine-learning/notebooks) - Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge and Savine, and cover implementation details left out from the papers. -- [systematictradingexamples](https://github.com/robcarver17/systematictradingexamples) - Examples of code related to book [Systematic Trading](www.systematictrading.org) and [blog](http://qoppac.blogspot.com). +- [systematictradingexamples](https://github.com/robcarver17/systematictradingexamples) - `Python` - Code examples for Robert Carver's [Systematic Trading](https://www.harriman-house.com/authors/robert-carver/systematic-trading/9780857194459). - [pysystemtrade_examples](https://github.com/robcarver17/pysystemtrade_examples) - Examples using pysystemtrade for Robert Carver's [blog](http://qoppac.blogspot.com). - [ML_Finance_Codes](https://github.com/mfrdixon/ML_Finance_Codes) - Machine Learning in Finance: From Theory to Practice Book. - [cipher-starter](https://github.com/cryptomotifs/cipher-starter) — Solo crypto quant starter kit: 12 playbooks covering trading strategy, risk rails, 3-tier wallet architecture, MEV mitigation, Canadian NI 31-103 compliance, Oracle Cloud Always Free infra, and a 7-day MVP calendar for a Solana signal engine + autonomous trading bot. @@ -722,6 +720,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants ## Commercial & Proprietary Services +- [SimpleFunctions](https://simplefunctions.dev/) - `REST` `CLI` `MCP` - Hosted Kalshi and Polymarket data and analysis service with a free tier of 1,000 requests/month and 60 requests/minute, without payment information. - [Trends MCP](https://www.trendsmcp.ai/) - `MCP` `REST` - 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) - [AxionQuant](https://axionquant.com) - Unified financial data API covering market prices, fundamentals, disclosures, macroeconomic, and alternative data for long-horizon research and quantitative modeling. Free tier: 1,000 monthly API calls. [PyPI](https://pypi.org/project/axionquant-sdk/) - [Prop Firm Risk Calculator](https://prop-firm-risk-calculator.vercel.app) - Free web app for position sizing, stop-loss and max-drawdown on funded accounts, with real tick/pip values for futures, forex, crypto and gold.