Sextant is a local event-driven backtesting engine built in Python with a Streamlit interface.
Key features:
- Strict bar-by-bar event loop (MarketEvent → SignalEvent → OrderEvent → FillEvent)
- FRED/ALFRED integration with vintage support (no lookahead from data revisions)
- Basket SL/TP and Hedge mode
- No-code visual strategy builder
- Data from Yahoo Finance, FRED, CSV (TradingView)
MIT license. Actively maintained.
CRNG (Contingency Random Number Generator) produces random numbers
with real financial market statistical signatures including fat tails,
volatility clustering, and kurtosis. Matches 86% of real market
metrics vs 14% for NumPy.
Co-authored-by: Claude Opus 4.6 <noreply@anthropic.com>
Adds income-desk - a systematic options trading intelligence library for small accounts with desk-based portfolio management, pre-trade validation, and multi-broker consolidation.
Lines that end with [GitHub](url) should not have a trailing period after the closing bracket.
Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
- Added periods to end of all project entries that were missing them
- Entries with [GitHub] links now properly end with period before the link
Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
- flashalpha: options exposure analytics API in Financial Instruments & Pricing
- jugaad-data, nsetools, bsedata, nse-insights-api: Indian market data sources in Market Data
- edinetdb: Japanese company financials in Market Data
- TradeClaw: AI trading signal platform in Trading & Backtesting
Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
README.md: migrated to category-first organization with inline language tags
site/index.html: regenerated with new structure and language filtering
site/projects.csv: updated with language extraction and new schema
All 498 entries reorganized from 14 language-based sections to 18
category-based sections with inline language tags. Multi-language
projects properly tagged and filtered. Website supports language,
category, and source filtering with visual color coding by language.
### Suggested Addition
**Project:** [JIT-Optimization-Engine](https://github.com/cloudsealed/JIT-Optimization-Engine)
### Description
I am suggesting the inclusion of JIT-Optimization-Engine. It is a high-performance engine designed for mission-critical telemetry analysis in quantitative finance and FinOps.
### Why it's Awesome:
* **LLVM/JIT Acceleration:** Uses Numba to bypass the Python GIL, achieving machine-code execution speeds.
* **Benchmark Proven:** Demonstrates a **302x efficiency gain** compared to standard Python simulations in architectural audits.
* **Enterprise Ready:** Features a high-throughput connector for time-series databases (QuestDB) and automated compliance reporting.
* **Quality:** Includes a full suite of unit tests, CI/CD pipelines via GitHub Actions, and detailed architectural documentation.
The project is licensed under MIT and is actively maintained.
Adds a toolkit for option pricing, implied volatility surfaces, risk-neutral
densities, and pricing kernel surfaces with support for advanced models.
Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
- VertData: Institutional financial intelligence platform
- Telonex: Prediction market data API
- Parsec: Prediction market API with execution
- Frostbyte: Real-time crypto price API
- System R: AI risk intelligence API
- ValueRay: Quantitative data and sentiment API
These entries were reviewed from open PRs and added to the new Commercial & Proprietary Services section.
Wilson Freitas