@@ -100,11 +100,9 @@ And I count crypto as whole new category: [>> Click ME to Systematic Crypto](cry
- [FinClaw](https://github.com/NeuZhou/finclaw)   | `Python` | - AI-native quantitative finance engine with genetic algorithm strategy evolution. 484 built-in factors, walk-forward validation, multi-market support (A-shares, US, crypto). Strategies evolve themselves via GA — no manual parameter tuning needed.
- [OpenFinClaw](https://github.com/cryptoSUN2049/openFinclaw)   | `TypeScript` | - AI-native systematic trading framework. Natural language strategy generation, multi-market execution (US/HK/CN/Crypto), self-evolving strategy pipeline with community leaderboard. Built on OpenClaw (68K+ stars).
- [StockKit](https://stockkit.net/) ([GitHub](https://github.com/kentmswood-ui/stockkit)) | `TypeScript` | - Free AI-powered stock research reports delivered daily. Wall Street-grade analysis for US, China & HK stocks using Claude Opus and multi-model AI engine. 20+ technical indicators, automated email delivery.
- [stock-analysis](https://github.com/AdvancingTitans/stock-analysis)   | `Python` | - Evidence-driven market recap CLI for A/HK/US stocks and funds, producing Markdown reports and JSON Evidence Packs for AI agent workflows.
- [oracle3](https://github.com/YichengYang-Ethan/oracle3)   | `Python` | - Autonomous trading agent for Kalshi, Polymarket, and Solana DFlow with Wang Transform pricing engine calibrated on 291,309 resolved contracts (λ̂ = 0.183), eight constraint-based arbitrage strategies, hierarchical MLE, model Greeks, and Kelly-sized execution. Backed by SSRN working paper.
- [Eterna](https://github.com/EternaHybridExchange/eterna-ai)   | `MCP` | - Launch your own autonomous perp trading AI via Claude Code in 60 seconds. Hybrid exchange MCP with $10B+ aggregated liquidity across 500+ pairs — Claude executes your strategies 24/7. Endpoint: `https://mcp.eterna.exchange/mcp`
- [Inalpha](https://github.com/mirror29/inalpha)   | `Python``TypeScript` | - AI agent framework for quant research: agents pick the factors working now to time entries (time-series rank IC), write full Python strategies audited in sandboxes, and evolve them under multi-objective fitness. Every order passes machine approval — the LLM has no direct order path. Multi-market: crypto, US/CN/HK equities, global indices, FRED macro.
@@ -158,7 +156,6 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a
- [vectorbt](https://github.com/polakowo/vectorbt)   | Python, numba | - vectorbt takes a novel approach to backtesting: it operates entirely on pandas and NumPy objects, and is accelerated by Numba to analyze any data at speed and scale. This allows for testing of many thousands of strategies in seconds.
- [fastquant](https://github.com/enzoampil/fastquant)   | Python | - Backtest and optimize your ML trading strategies with only 3 lines of code
- [Manifold-BT](https://github.com/manifoldbt/manifoldbt)   | Python, Rust | - High-performance Rust-powered backtesting engine: strategies are written as vectorized signal expressions and run with realistic per-bar fills (fees, slippage and look-ahead handled), testing hundreds of thousands of parameter combinations in seconds, plus walk-forward and Monte Carlo.
### Crypto currency focus
@@ -177,14 +174,11 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a
- [Kelp](https://github.com/stellar/kelp)   | Go, Live Trading | - Kelp is a free and open-source trading bot for the Stellar DEX and 100+ centralized exchanges
- [exc](https://github.com/Nouzan/exc)   | Rust | - The abstraction layer of exchanges.
- [MyCryptoBot](https://github.com/diogomatoschaves/MyCryptoBot)   | Python, Js | - Automated, open source crypto trading and backtesting platform
- [godzilla.dev](https://godzilla.dev)   | C++, Python | - Open-source framework for crypto quant trading, funding rate arbitrage and ultra-low-latency market making. [GitHub](https://github.com/godzilla-foundation/godzilla-community)
- [ml-quant-trading](https://github.com/initial-d/ml-quant-trading)   | `Python`, `PyTorch` | - Research stack for multi-factor ML experiments with 213 mask-aware factors, bias correction, portfolio optimization, and vectorized backtesting.
- [TradingGym](https://github.com/Yvictor/TradingGym)   | Python, Live Trading | - Trading and Backtesting environment for training reinforcement learning agent or simple rule base algo.
- [Stock Trading Bot using Deep Q-Learning](https://github.com/pskrunner14/trading-bot)   | Python | - Stock Trading Bot using Deep Q-Learning
@@ -316,7 +310,6 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a
- [ffn](https://github.com/pmorissette/ffn) | `Python` | - A financial function library for Python
- [honest-signals](https://github.com/MarvinRey7879/honest-signals) | `Python` | - Scores detected chart patterns against the pattern-free baseline for the same market and timeframe, reporting lift with cluster-robust confidence intervals instead of a hit rate against 50%
- [quantstats](https://github.com/ranaroussi/quantstats) | `Python` | - Portfolio analytics for quants, written in Python
### Indicators
@@ -348,7 +341,6 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a
- [pyfolio](https://github.com/quantopian/pyfolio) | `Python` | - Portfolio and risk analytics in Python
- [curistat](https://github.com/moxiespirit/MyClone/tree/main/volatility_platform) | `Python` | - Futures volatility forecasting for ES/NQ. Daily CVN rating (1-10), regime detection (CRC composite), directional signals, economic event impact analytics. Includes MCP server for AI agent integration.
- [System R](https://agents.systemr.ai) | `Python` | - Risk intelligence API for trading agents. Pre-trade gate with position sizing (G-formula/Kelly), drawdown analysis, Monte Carlo simulation, regime detection. REST API and MCP server.
- [QuantDojo Tools Hub](https://quantdojo.ai/tools/) – Free, no-login web calculators for position sizing, Kelly criterion, risk/reward, drawdown recovery, Sharpe ratio, and trading expectancy.
### Optimization
@@ -378,7 +370,6 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a
- [pylatex](https://github.com/JelteF/PyLaTeX/)   | Python | - A Python library for creating LaTeX files
- [D-Tale (Man Group)](https://github.com/man-group/dtale)   | JavaScript, Python | - D-Tale is the combination of a Flask back-end and a React front-end to bring you an easy way to view & analyze Pandas data structures.
- [mplfinance](https://github.com/matplotlib/mplfinance)   | Python | - Financial Markets Data Visualization using Matplotlib
- [KLinePic](https://klinepic.com/) | `TypeScript` | - Converts broker and exchange trade records into annotated candlestick review charts with buy/sell markers, batch PNG/ZIP export, and an Agent API. [Examples](https://github.com/sher1096/klinepic-agent-api-examples)
- [btplotting](https://github.com/happydasch/btplotting)   | Python, bokeh | - btplotting provides plotting for backtests, optimization results and live data from backtrader.
## Message Queues
@@ -401,14 +392,11 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a
## Data Source
- [FilingFirehose](https://github.com/jaablon/filingfirehose-python) - SEC EDGAR JSON API with body-text-classified 8-Ks (catches buried items: 7.3% of Item 8.01 filings flagged), 13D/G with 21+ activist filers tagged, S-3/424B5 ATM detection. Free 72h tier, paid full archive from $29/mo. REST + MCP + Python SDK + GitHub Action.
- [AltData Atlas](https://altdataatlas.com) - Open directory of alternative data providers for systematic and fundamental investors.
- [* OpenBB Terminal](https://github.com/OpenBB-finance/OpenBBTerminal) | `Python` | - Investment Research for Everyone, Anywhere.
- [FinanceDatabase](https://github.com/JerBouma/FinanceDatabase)  - This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets.
- [FinanceToolkit](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.
- [AkShare](https://github.com/akfamily/akshare)  |`Python`| - AKShare is an elegant and simple financial data interface library for Python, built for human beings! 开源财经数据接口库
- [findatapy](https://github.com/cuemacro/findatapy) |`Python`| - findatapy creates an easy to use Python API to download market data from many sources including Quandl, Bloomberg, Yahoo, Google etc. using a unified high level interface.
@@ -427,8 +415,6 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a
- [Chart Library](https://github.com/grahammccain/chart-library-mcp) |`Python`| - Historical chart pattern similarity search engine. 24M+ pre-computed embeddings (pgvector) across 15K+ symbols and 10 years of minute-bar data. Returns forward returns (1/3/5/10 day) for pattern-based strategy development. Also available as MCP server.
- [Helium MCP](https://heliumtrades.com/mcp-page/) | `REST API`, `MCP` | - Free REST + MCP API providing ML-derived options pricing (per-symbol fair value, prob_ITM, Greeks), real-time market data, and AI-ranked trading strategies. Also includes 31-dim news bias scoring across 3.2M+ articles for sentiment overlays. 50 free queries/IP, no signup. [Source](https://github.com/connerlambden/helium-mcp)
- [The Stall](https://github.com/thebrierfox/the-stall) | `MCP`, `x402` | - Pay-per-call MCP server with 191 financial market data capabilities: US stocks, ETFs, equity fundamentals, analyst ratings, earnings surprises, insider trades, hedge fund holdings, options chains, treasury yields, macro indicators, DeFi, crypto, and prediction markets. Pays in USDC on Base via x402; no API keys required. [Server](https://the-stall.intuitek.ai)
- [AlphaAI](https://alphai.io/developers) | `REST API`, `MCP` | - Relevance-scored, ticker-linked financial news (GDELT + SEC EDGAR): every article gets a 1-10 relevance score, a category, and per-ticker impact at ingest, and SEC Form 4 insider filings become scored structured events. Free tier: 20 req/min and 100/day, no card. [MCP](https://alphai.io/mcp)
- [BDE Score™](https://github.com/hbhqq9/bde-score)   | `Python`, `MCP` | - AI-powered multi-market stock analysis with transparent multi-factor scoring for 73 stocks across US, HK, and A-share markets. EU AI Act Art.50 compliant. MCP server + REST API.
### Alternative
@@ -436,7 +422,6 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a
- [13F Insight](https://13finsight.com/?utm_source=github&utm_medium=referral&utm_campaign=seo_outreach_20260422&utm_content=wangzhe3224_awesome-systematic-trading) - AI-powered platform for tracking institutional investor 13F holdings; covers 5,000+ managers with position change alerts, concentration analysis, and quarterly filing summaries. Free tier available.
- [SEC EDGAR Filing API](https://github.com/janlukasschroeder/sec-api-python)
- [edgartools](https://github.com/dgunning/edgartools) |`Python`| - SEC EDGAR data for quant strategies — fundamentals, institutional holdings (13F), insider transactions, and corporate events (8-K). Includes MCP server for AI workflows.
- [AlphaSMO](https://github.com/alphasmo/alphasmo-tools) | `CLI`, `MCP`, `REST API` | - SEC 13F institutional holdings, Form 4 insider trading, and a "smart money convergence" signal (tickers where institutions and insiders are both buying). Free anonymous tier, no signup required.
- [CongressionalStockBrain](https://congressionalstockbrain.com) - AI-powered STOCK Act disclosure tracker that converts U.S. lawmaker trade filings into machine-scored signals for retail investors. Alternative data source for equity quant strategies. Free tier available.
- [Helium MCP](https://github.com/connerlambden/helium-mcp)   | `REST API`, `MCP` | - Real-time stock, ETF, and crypto data with AI bull/bear cases and price forecasts; ML options fair value (probability ITM, full Greeks); top-ranked options strategies (short vol, long vol); and news sentiment from 5,000+ sources. MCP server with REST endpoints. Free tier: 50 queries, no auth. [Website](https://heliumtrades.com/mcp-page/)
@@ -452,17 +437,13 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a
- [Sharpe](https://www.sharpe.ai/docs/free-api) | `REST API`, `MCP` | - Crypto market intelligence API and MCP server covering funding rates, options, arbitrage, narratives, exchange listings, and news. Public endpoints work without a required API key. [Website](https://www.sharpe.ai)
- [Coinugget](https://coinugget.com) - Real-time RSI signals, price action & volume spikes dashboard for crypto traders. Free, no sign-up required.
- [Microverse Systems](https://microversesystems.com) - Real-time L2 order books from 21 exchanges. Free WebSocket API, historical replay, sub-ms latency.
- [Market Posture Daily](https://marketpd.com) - Daily trend, regime and relative-strength data for ~90 crypto assets and US stocks/ETFs (price vs the 50/200-day trend, momentum, correlation) plus a cointegration pair screener. Free terminal + JSON API.
- [BitBank](https://bitbank.nz) | `REST API` | - AI-powered crypto forecasting and predictions API with machine learning models for price movement analysis.
- [AgentServices](https://github.com/vbkotecha/aiservices-api) | `REST API`, `MCP`, `x402` | - Crypto & market data API platform with 54 services, 97 endpoints, and 37 MCP tools. On-chain payments via x402 (USDC on Base). Covers prices, OHLCV, on-chain metrics, DeFi data, and technical indicators. [Server](https://agentservices.to)
- [WealthVille](https://wealthville.net/api/v1) | `REST API`, `MCP` | - DeFi liquidity-pool scoring for LP/yield strategies. Covers ~68,800 Solana pools (Meteora DLMM, Orca Whirlpool, Raydium AMM/CLMM/CPMM) and 575 EVM pools across Ethereum, Arbitrum, Base, Optimism, Polygon and BSC. Returns a 0-100 pool score plus an ENTER/HOLD/EXIT/REDUCE/AVOID verdict with per-protocol calibrated confidence, and publishes a miss-inclusive 30-day track record so the signal can be evaluated before it is used. No API key required. Endpoints: `/pools/top`, `/evm/pools`, `/signals/feed`, `/track-record`. [Website](https://wealthville.net/developers)
### Prediction Markets
- [Parsec](https://github.com/parsecular/parsec-mcp) | `Rust`, `TypeScript`, `Python` | - Prediction market data, execution, and live streams across all major exchanges. [Website](https://parsecapi.com)
- [ProfitPlay Agent Arena](https://github.com/jarvismaximum-hue/profitplay-starter) | `Python`, `JavaScript` | - Open prediction market arena where AI agents compete in real-time BTC/ETH/SOL prediction games. Python and Node.js SDKs, 9 live markets, REST + WebSocket APIs. [(Demo)](https://profitplay-1066795472378.us-east1.run.app)
- [pykalshi](https://github.com/ArshKA/kalshi-client)   | `Python` | - Feature-rich Python client for Kalshi prediction markets with WebSocket streaming, automatic retries, rate limiting, pandas integration, Jupyter rendering, and local orderbook management.
- [TurbineFi](https://turbinefi.com) | `Web` | - Build, backtest, and deploy automated trading strategies for prediction markets including Kalshi and Polymarket.
- [TBD Predict](https://github.com/ego-protocol/tbd-vote-cli) | `TypeScript` | - Solana-based prediction market for human opinions with an agent CLI (`@tbd-vote/cli`) and AGENTS.md spec for AI agents to authenticate, list opinion campaigns, and place bets via JSON-friendly commands. [Website](https://www.tbd.vote)
- [PolyMind](https://polyminds.netlify.app/) | - Real-time Polymarket trading alerts with multi-AI analysis (Groq, Claude, Gemini). Monitors 200+ markets every 15 seconds across 12 signal types: whale bets, volume spikes, price reversals, coordinated wallets, and more. Free tier available.
- [Signalview](https://www.signalview.xyz) | `Platform` | - Non-custodial AI agents executing backtested signals on Hyperliquid perps; every signal ships a public 18-month backtest scored −100..+100; scoped agent keys cannot withdraw. Free to run.
- [TrendRider Strategy](https://github.com/darkvolg/trendrider-strategy) | `Python` | - Open-source Freqtrade strategy for Bybit with a novel cascading early-loss exit ladder (-1.5% at 2h, BE at 4h, +0.5% at 8h, +1% at 16h, forced 24h). Backtest delta vs flat 24h timeout: +69% net profit, -77% max drawdown. Multi-timeframe entries on BTC/ETH/SOL + 15 altcoins. Public live dry-run dashboard at [trendrider.net/live](https://trendrider.net/live). MIT.
- [INDICIA DESK](https://indiciadesk.com/en/vol) | `Platform` | - BTC/ETH options analytics on Deribit plus whale behaviour on Hyperliquid perps. Automatically classifies multi-leg whale option structures from the trade flow (butterfly, condor, risk reversal, straddle, calendar and five more families), keeps per-strike implied volatility with history, gamma exposure and the market-maker breakeven corridor. Ships an open daily track record with the misses included, and a public backtest of the "max pain magnet" theory across hundreds of expiries. Free tier available.
- [perpsignal](https://github.com/mokshyaprotocol/signalview) | `Python` | - Signal engine and backtester for perpetual futures. Write a strategy as a compact expression or JSON definition, evaluate it against OHLCV, and backtest into Sharpe/return/drawdown/win-rate with fees, funding, stops/targets and leverage modelled. No wallet, key or live-trading code — pure research library, safe to run anywhere. Apache-2.0, `pip install perpsignal`.
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