Revert "Update Readme.md (#117 )"

This reverts commit c7dff6b4be.
2026-08-16 04:18:05 +00:00 · 2026-06-23 21:51:03 +01:00
3 changed files with 2 additions and 30 deletions
@@ -100,11 +100,9 @@ And I count crypto as whole new category: [>> Click ME to Systematic Crypto](cry
 - [FinClaw](https://github.com/NeuZhou/finclaw) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/NeuZhou/finclaw/master) ![GitHub Repo stars](https://img.shields.io/github/stars/NeuZhou/finclaw?style=social) | `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) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/cryptoSUN2049/openFinclaw/main) ![GitHub Repo stars](https://img.shields.io/github/stars/cryptoSUN2049/openFinclaw?style=social) | `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) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/AdvancingTitans/stock-analysis/main) ![GitHub Repo stars](https://img.shields.io/github/stars/AdvancingTitans/stock-analysis?style=social) | `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) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/YichengYang-Ethan/oracle3/main) ![GitHub Repo stars](https://img.shields.io/github/stars/YichengYang-Ethan/oracle3?style=social) | `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) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/EternaHybridExchange/eterna-ai/main) ![GitHub Repo stars](https://img.shields.io/github/stars/EternaHybridExchange/eterna-ai?style=social) | `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) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/mirror29/inalpha/main) ![GitHub Repo stars](https://img.shields.io/github/stars/mirror29/inalpha?style=social) | `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.
 - [TraderHarness](https://github.com/HephaestLab/TraderHarness) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/HephaestLab/TraderHarness/main) ![GitHub Repo stars](https://img.shields.io/github/stars/HephaestLab/TraderHarness?style=social) | `Python` | - Contamination-resistant A-share backtesting environment for LLM trading agents: point-in-time masking, entity/date anonymization, progressive 5-minute execution, fingerprinted replay, and full-fidelity trajectory (SFT) export.
 ## Backtest + live trading
@@ -158,7 +156,6 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a
 - [vectorbt](https://github.com/polakowo/vectorbt) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/polakowo/vectorbt/master) ![GitHub Repo stars](https://img.shields.io/github/stars/polakowo/vectorbt?style=social) | 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.
 - [fund-strategy](https://github.com/SunshowerC/fund-strategy) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/SunshowerC/fund-strategy/master) ![GitHub Repo stars](https://img.shields.io/github/stars/SunshowerC/fund-strategy?style=social) | TypeScript | - 一个简单实用的基金投资策略分析，基金回测工具
 - [fastquant](https://github.com/enzoampil/fastquant) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/enzoampil/fastquant/master) ![GitHub Repo stars](https://img.shields.io/github/stars/enzoampil/fastquant?style=social) | Python | - Backtest and optimize your ML trading strategies with only 3 lines of code
 - [Manifold-BT](https://github.com/manifoldbt/manifoldbt) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/manifoldbt/manifoldbt/master) ![GitHub Repo stars](https://img.shields.io/github/stars/manifoldbt/manifoldbt?style=social) | 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) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/stellar/kelp/master) ![GitHub Repo stars](https://img.shields.io/github/stars/stellar/kelp?style=social) | 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) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/Nouzan/exc/main) ![GitHub Repo stars](https://img.shields.io/github/stars/Nouzan/exc?style=social) | Rust | - The abstraction layer of exchanges.
 - [MyCryptoBot](https://github.com/diogomatoschaves/MyCryptoBot) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/diogomatoschaves/MyCryptoBot/master) ![GitHub Repo stars](https://img.shields.io/github/stars/diogomatoschaves/MyCryptoBot?style=social) | Python, Js | - Automated, open source crypto trading and backtesting platform
 - [godzilla.dev](https://godzilla.dev) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/godzilla-foundation/godzilla-community/main) ![GitHub Repo stars](https://img.shields.io/github/stars/godzilla-foundation/godzilla-community?style=social) | 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)
 ### Machine Learning / Reinforcement Learning Focused
 > ML, RL
 - [ml-quant-trading](https://github.com/initial-d/ml-quant-trading) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/initial-d/ml-quant-trading/main) ![GitHub Repo stars](https://img.shields.io/github/stars/initial-d/ml-quant-trading?style=social) | `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) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/Yvictor/TradingGym/master) ![GitHub Repo stars](https://img.shields.io/github/stars/Yvictor/TradingGym?style=social) | 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) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/pskrunner14/trading-bot/master) ![GitHub Repo stars](https://img.shields.io/github/stars/pskrunner14/trading-bot?style=social) | Python | - Stock Trading Bot using Deep Q-Learning
@@ -316,8 +310,6 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a
 - [alphalens (Fork)](https://github.com/wangzhe3224/alphalens) | `Python` | - Performance analysis of predictive (alpha) stock factors
 - [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%
 - [Jacobian](https://github.com/morluto/jacobian) | `Python`, `MCP`, `CLI` | - Composable mathematics for agent-driven quant research, with exact computation and conjecture testing across polynomial maps, linear algebra, and graph algorithms.
 - [quantstats](https://github.com/ranaroussi/quantstats) | `Python` | - Portfolio analytics for quants, written in Python
 ### Indicators
@@ -333,7 +325,6 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a
 - [chart-patterns](https://github.com/focus1691/chart-patterns) | `TypeScript` | - Technical analysis library for chart patterns, price action, and volume-based pattern detection.
 - [ChartScout](https://chartscout.io) - Real-time crypto chart pattern detection and alerts
 - [Wickra](https://github.com/wickra-lib/wickra) | `Rust` & `Python` & `JavaScript` & `C++` & `C#` & `Go` & `Java` & `R` | - Streaming-first technical-analysis library with 514 O(1)-per-tick indicators across 24 families; bit-exact batch and streaming from one Rust core.
 - [QuantWave](https://github.com/lavs9/quantwave) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/lavs9/quantwave/main) ![GitHub Repo stars](https://img.shields.io/github/stars/lavs9/quantwave?style=social) | `Python` `Rust` `Polars` | - Polars-native technical analysis and backtesting with bit-identical batch and streaming parity, plus an agent skill for consistent research-to-live strategy code.
 ### Pricing
@@ -350,7 +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
@@ -380,7 +370,6 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a
 - [pylatex](https://github.com/JelteF/PyLaTeX/) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/JelteF/PyLaTeX/master) ![GitHub Repo stars](https://img.shields.io/github/stars/JelteF/PyLaTeX?style=social) | Python | - A Python library for creating LaTeX files
 - [D-Tale (Man Group)](https://github.com/man-group/dtale) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/man-group/dtale/master) ![GitHub Repo stars](https://img.shields.io/github/stars/man-group/dtale?style=social) | 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) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/matplotlib/mplfinance/master) ![GitHub Repo stars](https://img.shields.io/github/stars/matplotlib/mplfinance?style=social) | 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) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/happydasch/btplotting/master) ![GitHub Repo stars](https://img.shields.io/github/stars/happydasch/btplotting?style=social) | Python, bokeh | - btplotting provides plotting for backtests, optimization results and live data from backtrader.
 ## Message Queues
@@ -403,14 +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.
 - [polymarket-canary-tape](https://huggingface.co/datasets/oraclemangle/polymarket-canary-tape) - Free CC-BY-4.0 prediction-market microstructure tape: 271M CEX trades + 61M Polymarket order-book WebSocket events (Apr-Jul 2026), including a dual-vantage overlap window for latency studies. Companion open-source bot lab: [polymarket-bot-lab](https://github.com/oraclemangle/polymarket-bot-lab).
 ### Stocks and General
 - [* OpenBB Terminal](https://github.com/OpenBB-finance/OpenBBTerminal) | `Python` | - Investment Research for Everyone, Anywhere.
 - [FinanceDatabase](https://github.com/JerBouma/FinanceDatabase) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/JerBouma/FinanceDatabase/main) - This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets.
 - [FinanceToolkit](https://github.com/JerBouma/FinanceToolkit) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/JerBouma/FinanceToolkit/main) - 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) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/akfamily/akshare/main) |`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
 - [多因子模型数据](https://github.com/hugo2046/GetAstockFactors) - 获取经典的量化多因子模型数据
 - [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.  
@@ -429,8 +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) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/hbhqq9/bde-score/master) ![GitHub Repo stars](https://img.shields.io/github/stars/hbhqq9/bde-score?style=social) | `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
@@ -438,7 +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) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/connerlambden/helium-mcp/main) ![GitHub Repo stars](https://img.shields.io/github/stars/connerlambden/helium-mcp?style=social) | `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/)
@@ -448,27 +431,21 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a
 - [Orderflow](https://github.com/focus1691/orderflow) | `TypeScript`, `NestJS`, `TimescaleDB` | - Builds real-time Footprint Candles from WebSocket trade data across crypto exchanges.
 - [Agent Gateway](https://agent-gateway-kappa.vercel.app) | `REST API` | - Free unified REST API providing real-time prices for 500+ crypto tokens via Hyperliquid. No API key required for price data. OpenAPI spec at `/openapi.json`.
 - [tessera-api](https://github.com/tesseralytics/python-client) | `Python` | - Official client for Tessera: order-flow-enriched OHLCV, funding-rate, and positioning datasets built from raw Hyperliquid trades, read straight into Polars or DuckDB over a REST API. [Website](https://tesseralytics.dev)
- [CoinPaprika](https://api.coinpaprika.com) | `REST API` | - Crypto market data API with prices, volume, market cap, OHLCV, and exchange data for 12,000+ coins. No API key required; free tier is 20,000 calls/month.
+- [CoinPaprika](https://api.coinpaprika.com) | `REST API` | - Free crypto market data API with prices, volume, market cap, OHLCV, and exchange data for 7,000+ coins. No API key required, no rate limits.
- [DexPaprika](https://api.dexpaprika.com) | `REST API` | - Free DEX/DeFi data API covering pools, tokens, OHLCV, and trade history across 36 chains and 230+ DEXes. No API key needed; free tier is 200K requests/month.
+- [DexPaprika](https://api.dexpaprika.com) | `REST API` | - Free DEX/DeFi data API covering pools, tokens, OHLCV, and trade history across all chains and DEXes. No API key, no rate limits.
 - [PreReason](https://github.com/PreReason/mcp) | `TypeScript`, `REST API`, `MCP` | - Pre-analyzed Bitcoin and macro market briefings. 17 contexts covering BTC, Fed balance sheet, M2, Treasury yields, hash rate, difficulty, mining production costs, and cross-asset correlations (SPY, QQQ, VXX, UUP as BTC relationship signals). Returns trend direction, confidence scores, percentile rankings, and regime classification. [Website](https://www.prereason.com)
 - [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)
 - [Shingou](https://shingou.io) | `REST API`, `MCP` | - Hourly news sentiment and typed market events for 30 crypto pairs. Every hourly bucket's hash is committed to a public append-only log at publish time, so point-in-time history can be verified as never rewritten before backtesting, and the log repo ships a one-command verifier. The published backtest keeps its negative results, including a pooled hit rate at a coin flip and a residual IC indistinguishable from zero. Free tier: 1,000 req/day, live on the majors. [Verifier](https://github.com/auriontech/shingou-signal-log)
 ### 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) ![GitHub last commit (branch)](https://img.shields.io/github/last-commit/ArshKA/kalshi-client/main) ![GitHub Repo stars](https://img.shields.io/github/stars/ArshKA/kalshi-client?style=social) | `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.
 - [marketlens](https://marketlens.trade) | `Python`, `REST API` | - Tick-level Polymarket L2 order book history covering the whole catalog (crypto, sports, weather, economics) from March 2026, served as REST or parquet exports, with a backtesting engine that models queue position, latency, slippage and settlement delay. Free tier, then from $39/mo. [GitHub](https://github.com/marketlenstrade/marketlens-python)
 ## Broker APIs
@@ -182,7 +182,6 @@ Note: 如果标有`Live Trading` 表示具有实时交易功能（至少一个
 ### 指标计算 Metrics computation
 - [ffn](https://github.com/pmorissette/ffn) | `Python` | - Python的金融函数库
 - [Jacobian](https://github.com/morluto/jacobian) | `Python`、`MCP`、`CLI` | - 面向 Agent 的可组合数学工具，为量化研究提供跨多项式映射、线性代数和图算法的精确计算与猜想测试。
 - [quantstats](https://github.com/ranaroussi/quantstats) | `Python` | - 用 Python 编写的量化投资组合分析
 ### 指标 Indicators
@@ -220,7 +219,6 @@ Note: 如果标有`Live Trading` 表示具有实时交易功能（至少一个
 - [statsmodels](http://statsmodels.sourceforge.net) - 允许用户探索数据、估计统计模型和执行统计测试的 Python 模块。
 - [tsfresh](https://github.com/blue-yonder/tsfresh) - 从时间序列中自动提取相关特征。
 - [Facebook Prophet](https://github.com/facebook/prophet) - 用于为具有线性或非线性增长的多个季节性的时间序列数据生成高质量预测的工具。
 - [etf-pattern-match-pybind11](https://github.com/redamancy231-create/etf-pattern-match-pybind11) | `Python`, `C++`, `pybind11` | - ETF形态匹配工具，基于DTW动态时间规整+余弦距离预筛选，C++加速实现43倍性能提升，含pytest测试和双语文档。
 - [pmdarima](https://github.com/alkaline-ml/pmdarima) - 一个统计库，旨在填补 Python 时间序列分析功能的空白，包括与 R 的 auto.arima 函数等效的功能。
 ## 可视化 Visualization
@@ -27,6 +27,3 @@
 - [Microverse Systems](https://microversesystems.com) | `C++` | - Real-time L2 order books from 21 exchanges. Free WebSocket API, historical replay, sub-ms latency.
 - [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`.
 - [FillBench](https://fillbench.com) | `Data` | - Reproducible latency benchmarks for crypto exchange REST APIs (p50/p95/p99 and TLS connect time), measured every 2 hours from a fixed US-East host. Open JSON, documented methodology, and a public data mirror on [GitHub](https://github.com/sircharli3/fillbench-data). Also benchmarks trading fees and tool pricing.