awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
https://github.com/wilsonfreitas/awesome-quant

Last synced: about 2 hours ago
JSON representation

Calendars & Market Hours
- sifma-holidays - `TypeScript` - US bond-market (SIFMA) holidays, early closes, and T+1 settlement-date math; zero dependencies.
- us-equity-market-calendar - `TypeScript` - NYSE/NASDAQ trading calendar: holidays, 1pm early closes, trading-day navigation, and DST-aware is-market-open; zero dependencies.
- fx-value-date - `TypeScript` - FX spot/forward value-date calculation across two currency holiday calendars, with the USD-lag and end-of-month rules; zero dependencies.
Commercial & Proprietary Services
- RTPR - Real-time press release API delivering news from Business Wire, PR Newswire, and GlobeNewswire with sub-500ms latency. REST and WebSocket APIs for financial applications. Python and Node.js SDKs available.
- Nasdaq Data Link - Financial data API with support for R, Python, Excel, Ruby, and many other languages (formerly Quandl).
- Parsec - Prediction market API with Python SDK for normalized data and execution across 5 prediction market exchanges. Free tier: 10K requests/month.
- Telonex - Tick-level prediction market data (trades, quotes, orderbooks, on-chain fills) via REST API and Python SDK.
- ValueRay - Technical, quantitative and sentiment data for stocks and ETFs with risk metrics, peer percentiles and market regime signals. Optimized for AI/LLM agents.
- VertData - Institutional-grade financial intelligence platform. Track 43K+ congressional trades (STOCK Act), SEC insider Form 4 filings, 25 superinvestor 13F portfolios, CFTC futures positioning, ARK ETF holdings, and short interest — all scored by AI for signal strength.
- RealMarketAPI - Provides ultra-low latency market data for gold, forex, crypto, and stocks via REST, WebSocket, and MCP—built for speed, reliability, and scale.
- bolsai - REST API and MCP server for Brazilian stock market data (B3). Covers 350+ stocks, 400+ FIIs with fundamentals (27+ indicators), dividends, historical prices, financials, and macro indicators sourced from B3, CVM, and BCB.
- Webb Database - Aggregates public financial data from HKEX, the SFC, the Hong Law Society, UK Companies House and other sources, has searchable datasets on listed companies, many in machine-readable formats.
- GitDealFlow - Alternative-data signal platform ranking early-stage private companies by GitHub stars-per-day, hiring velocity, and package-registry adoption. Free weekly signal report, Chrome extension overlay on Crunchbase/AngelList, and MCP server on npm for LLM agent access.
- Chartscout - Real-time cryptocurrency chart pattern detection with automated alerts across multiple exchanges.
- StockVektor - Free stock research web app for ~1,300 US stocks with explainable quality scores (Piotroski F-Score, Altman Z-Score, Beneish M-Score, ROIC, EV/EBIT) computed from SEC EDGAR data, sector-relative metrics, insider buying clusters, 13F super-investor overlap, and activist filing (Schedule 13D/G) tracking.
- Sharpe - AI-driven crypto trading intelligence terminal for derivatives positioning, DEX flow, on-chain risk, narrative rotation, token discovery, and agent-ready market data.
- FinSignals - `Python` - Reddit-tuned NLP API classifying financial posts across 7 dimensions: sentiment, directionality, quality, post type, relevance score, author confidence, and sarcasm. Free tier available.
- EDGAR Events - `REST` - SEC filing events as typed JSON: 8-K item codes with materiality flags, SC 13D/13G activist stakes (holder, target, percent of class), merger forms, and S-1/424B IPO filings, polled over REST or pushed via HMAC-signed webhooks, sourced from data.sec.gov.
- RTPR - Real-time press release API delivering news from Business Wire, PR Newswire, and GlobeNewswire with sub-500ms latency. REST and WebSocket APIs for financial applications. Python and Node.js SDKs available.
- Agent Toolbelt - AI stock-research API returning structured analysis (investment thesis, valuation verdict, insider-signal read, earnings, bull-vs-bear, moat, watchlist ranking) for US equities from Polygon/Finnhub/FMP data. Optimized for LLM agents; free tier.
- Finterm - `TypeScript` - Browser-based, keyboard-first financial terminal. No public GitHub repo (closed source).
- FinSignals - `Python` - Reddit-tuned NLP API classifying financial posts across 7 dimensions: sentiment, directionality, quality, post type, relevance score, author confidence, and sarcasm. Free tier available.
- System R - AI-native risk intelligence API for trading agents. Position sizing, risk validation, and system health in one call.
- AlphaForge - `Python` - Local-first agent-native quant CLI with Optuna TPE optimization, walk-forward testing, anti-overfitting guards, and TradingView Pine v6 code generation. Free trial available. [GitHub](https://github.com/alforge-labs/alpha-forge-mcp)
- TradeMux - Unified forex trading API gateway to Metatrader (MT4/MT5), Oanda and cTrader.
- invinoveritas/review - `Python` - Pre-execution governance gate for AI trading agents: a capital-scale-aware advisory verdict (approve / approve_with_concerns / reject) before an order is placed, via MCP server, REST, x402 (USDC), or Lightning pay-per-call. Dogfooded by a live Hyperliquid bot; verdicts are signed and recomputable against a public ledger. API: https://api.babyblueviper.com
- Teses da Bolsa - Free web app for Brazilian stock and FII fundamentalist analysis on B3. Covers 350+ stocks and 400+ FIIs with 27+ indicators (P/L, DY, ROE, P/VP), 40+ years of historical data, CVM financial statements, dividend history, fair value models, and head-to-head comparisons.
- PortfolioSavvy - Public SEC ownership research web app for exploring 13F portfolios, insider activity, Schedule 13D/G filings, company facts, and latest filing workflows.
- The Stock Radar - Daily multi-language stock movers, technical analysis, earnings recaps, and weekly research reports across 6 markets (US, Korea, Japan, Taiwan, India, Germany) published in 6 languages.
- Clear Street API - REST API for US equities & options: reference & fundamental data, multi-year financial statements, corporate events, analyst consensus, a screener, and order execution.
- NeuPortal - AI forecasting-accountability lab: every forecast is locked pre-event, Bitcoin-timestamped (OpenTimestamps), and Brier-scored against prediction markets in public.
- AlphaAssay - `REST` - Independent statistical assay office for trading signals and backtests: deflated Sharpe with cumulative trial accounting, probability of backtest overfitting (PBO/CPCV), leakage forensics, placebo tests against matched synthetic null worlds, and pre-registration with Merkle-anchored timestamps — deterministic, Ed25519-signed verdicts anyone can replay. Free demo; hosted API and MCP server. Methodology audit, not investment advice. [GitHub](https://github.com/alphaassay/mcp)
- AxionQuant - 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 - 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.
- FilingPulse - `REST` `MCP` - Real-time SEC EDGAR filings normalized to one JSON schema: Form 4 insider trades, 8-K corporate events, and S-1/IPO registrations, delivered via REST, HMAC-signed webhooks, and a hosted MCP server, with a permanent free tier (2,500 req/mo, full schema).
- Filings Flow - Free SEC 13F research web app covering 11,700+ institutional managers and 208,000+ filings from 2019 onward. Quarter-over-quarter position changes with share-based thresholds, confidential-treatment reveals badged, per-filing links to the EDGAR source document, and Excel export on every table. No account required.
- System R - AI-native risk intelligence API for trading agents. Position sizing, risk validation, and system health in one call.
- VantageGrid - Quantitative trade-review workspace for futures and prop-firm traders, with MFE/MAE, R-multiple, Monte Carlo, drawdown, multi-account, and playbook-compliance analytics.
- RealMarketAPI - Provides ultra-low latency market data for gold, forex, crypto, and stocks via REST, WebSocket, and MCP—built for speed, reliability, and scale.
- Stingray - Trading strategy builder that turns plain-English market ideas into inspectable rules, backtests them against historical data, and monitors matching live conditions.
- Quant Data - `Data` - Hosted service with measured market statistics over REST and a remote MCP server: five-class day-type probabilities for the session in progress, Weis volume-wave events with pre-registered win rates on 16 years of ES 5-minute data, options max pain from open interest alone, and estimated dealer gamma (GEX). Every published number traces to a stated measurement, failures included. The max pain and GEX web pages are permanently free with no key or signup; the API allows 1 unauthenticated first-look call per source per day, and 10 calls per day with a free API key delivered by email. Sustained or unattended use requires a paid monthly subscription. [GitHub](https://github.com/celineycn/quantdata-plugin)
- Honest Backtest - Independent manual code audits of trading bots and their backtests: catches unmodeled commission/slippage, signal-vs-fill price drift, and other gaps between backtested and live results.
- StreamXLS - Commercial Excel RTD server for the Interactive Brokers TWS API, streaming market data, account values, positions, and orders into Excel formulas on Windows.
- AtlasYield - Independent rating and allocation layer for on-chain yield: scores every DeFi vault 0-100 across 16 factors, with a public read-only scores API. [GitHub](https://github.com/gveshk/atlasyield-score-history)
- Katana - Free Japan stock screener built on EDINET filings. 160+ fundamentals, custom formula metrics, Graham/Piotroski/Kiyohara presets. No sign-up.
- Disclosed Capitol - US congressional and executive-branch stock trade disclosures API. STOCK Act filings plus OGE executive data (~6,743 transactions across 106 officials), with trade-level returns and alpha. Free tier: 500 credits, no card.
- Wealthville - `REST` `MCP` - Liquidity-pool scoring for DeFi market making: a 0-100 score and an Enter/Hold/Exit/Reduce/Avoid verdict, with confidence calibrated per protocol, across ~68,800 Solana pools (Meteora DLMM, Orca Whirlpool, Raydium AMM/CLMM/CPMM) and 575 EVM pools on Ethereum, Arbitrum, Base, Optimism, Polygon and BSC. Outcomes are graded after impermanent loss and published as a miss-inclusive 30-day track record. Free keyless API, OpenAPI spec, and a hosted MCP server. [GitHub](https://github.com/amitesh-m/wealthville-integrations)
- 0xArchive - Real-time and historical Hyperliquid and Lighter market data through REST, WebSocket, MCP, SDKs, CLI, and replay, with a permanent free tier.
- TickerAll - Hosted MetaTrader 5 & MT4 broker API (REST + WebSocket) to connect broker accounts, stream live ticks, fetch historical candles, and place or manage trades from code without a local terminal; permanent free tier with no card, real-time market data, and demo trading, with paid plans for live trading and higher limits. [Docs](https://tickerall.com/docs)
- Wiseek Filing Impact - Monthly statistics relating proprietary SEC-filing importance scores to next-session excess stock moves, with per-event data, reproduction metadata, and a CC BY 4.0 license. [GitHub](https://github.com/WiseekAI/wiseek-datasets)
- Korea Stock Data - `Data` - Free Korean equity settled closes with 250 trading days of per-stock history, DART filings and earnings as JSON/CSV, without signup, an API key or request quotas. [GitHub](https://github.com/na77tech-creator/aikstockdata)
- Korean Market Data - `Data` - Free Korean investor-flow and sector-index datasets in English CSV/JSON, updated each trading day under CC BY 4.0 without signup. [GitHub](https://github.com/james-brand/korea-market-data)
- CoinPaprika - `Python` - Cryptocurrency market data API with 20,000 free calls per month for personal use, including one year of daily price history, without an API key. [GitHub](https://github.com/coinpaprika/coinpaprika-api-python-client)
- DexPaprika - `Python` - DEX pool, token and OHLCV data API with 50,000 free monthly credits without signup and up to 60-second data delays. [GitHub](https://github.com/coinpaprika/dexpaprika-sdk-python)
- Tradevo Data - `Python` - Point-in-time US equity fundamentals from SEC EDGAR with filing dates and restatement flags; free API access includes 250 requests per day without a credit card, and a 40-company CC0 annual dataset is available without signup. [GitHub](https://github.com/christianpichichero-max/pit-fundamentals)
- Massive - Financial market data API with a permanent free personal-use tier offering two years of US stock history, end-of-day prices, and reference data at five requests per minute, with no credit card required. [GitHub](https://github.com/massive-com/client-python)
- SimpleFunctions - `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 - `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)
- RektCalc - Free web app for crypto liquidation price, position sizing, PnL and funding-rate calculations across major exchanges, with documented formulas on the site's Learn hub.
- AlphaForge - `Python` - Proprietary local backtesting and optimization CLI with a permanent free plan requiring no registration, limited to historical data through 2023-12-31; Pine Script export requires a paid plan. [GitHub](https://github.com/alforge-labs/alpha-forge-mcp)
- invinoveritas - `Python` - Agent-verification platform with EdgeProof backtest diagnostics using Deflated Sharpe, permutation tests, and out-of-sample decay, offering five free checks per day without signup or payment information. [GitHub](https://github.com/trustless-ai/agent-contracts-examples)
- StockAInsights - SEC financial-statement analysis and API with a permanent free account covering five selected stocks and five years of data, without payment information.
- Teses da Bolsa - Brazilian stock and FII analysis with free essential fundamentals, one year of price history, Bazin and Graham valuations, and the latest CVM statements, without a credit card.
- UniRateAPI - `Python` - Currency exchange rates, conversion and VAT data with a permanent free tier of 200 requests per day and no credit card; historical data require a paid plan. [GitHub](https://github.com/UniRate-API/unirate-api-python)
- SiftingIO - `Python` - Market data over REST and WebSocket with a permanent free non-commercial tier per market: 10,000 monthly REST calls, 60 requests per minute, five streaming symbols and one month of history, without a credit card. [GitHub](https://github.com/SiftingIO/sdk-python)
- Tessera - `Python` - Hyperliquid order-flow-enriched minute OHLCV with a permanent free tier covering BTC, ETH, SOL and HYPE over the trailing month, with unlimited Parquet downloads and no credit card. [GitHub](https://github.com/tesseralytics/python-client)
- Clear Street API - REST API for US equities & options: reference & fundamental data, multi-year financial statements, corporate events, analyst consensus, a screener, and order execution.
- AlphaAssay - `REST` - Trading-signal validation service with a free browser-based Deflated Sharpe Ratio calculator requiring no account, alongside paid backtest validation and forensics. [GitHub](https://github.com/alphaassay/mcp)
- Market Posture Daily - Daily trend, momentum, correlation and risk analytics with a permanently free stock and ETF terminal, while API exports and cointegration screening require paid access.
- FirmTape - `Data` `MCP` - SPX dealer-positioning analytics with a permanently free historical session archive without an account, plus paid live data and backtesting.
- AtlasYield - DeFi vault scores across 16 factors, with a free read-only API requiring no signup and limited to 60 requests per minute per IP. [GitHub](https://github.com/gveshk/atlasyield-score-history)
- Disclosed Capitol - Free congressional trade disclosures, politician profiles and performance statistics, with paid API access beyond one-time starter credits.
- Shingou - `REST` `MCP` - Hourly crypto news sentiment and typed market events (hack, regulation, listing, delisting, legal) for 30 pairs, served as point-in-time buckets whose SHA-256 hash is committed to a public append-only log at publish time, so a backtester can check the history was never rewritten. Paid plans are $24, $79 and $249 a month before VAT; the permanent free tier is 1,000 requests a day with BTC, ETH and SOL live, the other 27 pairs delayed 24h, 1 day of history depth, no card, non-commercial use. [GitHub](https://github.com/shingou-io/shingou-integrations)
- 0xArchive - Hyperliquid and Lighter market data through REST, WebSocket and replay, with a permanent free tier offering 50,000 credits per month, 15 requests per second and the most recent 30 days of history without a credit card. [GitHub](https://github.com/0xArchiveIO/sdk-python)
- FXNewsBias - `Python` `REST` - Forex news sentiment with a permanent free API allowing 25 requests per day, one three-hour cycle of delay and non-commercial use with attribution; no credit card or historical API series. [PyPI](https://pypi.org/project/fxnewsbias/) [GitHub](https://github.com/EARNOVAGAMING/fxnewsbias-python)
- TickerAll - Hosted MT4 and MT5 broker API with historical candles, real-time tick streaming, and a permanent free tier for five demo broker accounts and unlimited demo orders, without a credit card; live-account automation is paid. [Docs](https://tickerall.com/docs)
- TickerLayer - Derived, indicative multi-asset market data through REST, WebSocket, and MCP, with a permanent free tier of 3,000 REST requests per month and no credit card required. [Docs](https://tickerlayer.com/docs) [GitHub](https://github.com/TickerLayer/agent-plugin)
- SPZCO - Stock research terminal with free access to facts, standard ratios, universe-wide screening, 13F top holdings, three saved portfolios, a 25-name watchlist and three-year backtests; Pro adds valuation and full portfolio analytics.
- Futures Clock - `Web` `JSON` - Free live open/closed clock and reference for 69 futures products across 14 exchanges with DST-aware session windows, night sessions, 2026 holiday calendars, contract specifications sourced from official exchange publications, bilingual EN/ZH, and an open CORS JSON endpoint.
- EIDEX - Cross-chain swap and bridge route comparison that queries exchange providers for a given pair and amount and ranks the routes by output, with rate, fees, ETA and price impact per route; free to use with no account, no API key and no added fee. [Docs](https://eidex.io/docs)
- CoinBeacon - Cryptocurrency market alerts, screeners, and funding-rate, liquidation, and chart-pattern boards, with a permanent free tier of five active alerts and ten notifications per day without a credit card; public research boards require no account.
- finlight - `Python` `TypeScript` - Financial and geopolitical news API with a permanent free REST tier of 5,000 requests per month, a 12-hour delay and one month of history, without a credit card. [GitHub](https://github.com/jubeiargh/finlight-client-py)
- London Strategic Edge - `Python` - Free market and economic data with up to 10 databank downloads per hour of one million rows each, subject to a shared monthly bandwidth allowance, without a credit card. [GitHub](https://github.com/londonstrategicedge/lse-data)
CPP
- Data Visualization
  - QuantLib - The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance.
  - QuantLibRisks - Fast risks with QuantLib in C++
  - XAD - Automatic Differentation (AAD) Library
  - TradeFrame - C++ 17 based framework/library (with sample applications) for testing options based automated trading ideas using DTN IQ real time data feed and Interactive Brokers (TWS API) for trade execution. Comes with built-in [Option Greeks/IV](https://github.com/rburkholder/trade-frame/tree/master/lib/TFOptions) calculation library.
  - OrderMatchingEngine - A production-grade, lock-free, high-frequency trading matching engine achieving 150M+ orders/sec.
  - PandoraTrader - A C++ CTP trading framework, with very clear logic
Cross-Language Frameworks
- RunMat - High performance, Open Source, MATLAB syntax runtime. [GitHub](https://github.com/runmat-org/runmat)
- PineTS - `TypeScript` `JavaScript` `Pine Script` - Open-source transpiler and runtime that executes Pine Script logic in Node.js and the browser with 1:1 syntax compatibility, for running indicators and strategies on your own infrastructure.
- QuantLibAAD - Fast risks with QuantLib in C++.
- Python - differentiation/xad/)
- TA-Lib - perform technical analysis of financial market data. [GitHub](https://github.com/TA-Lib/ta-lib)
- 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)
CSharp
- Data Visualization
  - StockSharp - Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).
  - TDAmeritrade.DotNetCore - Free, open-source .NET Client for the TD Ameritrade Trading Platform. Helps developers integrate TD Ameritrade API into custom trading solutions.
Elixir/Erlang
- Data Visualization
  - Tai - Open Source composable, real time, market data and trade execution toolkit.
  - Workbench - From Idea to Execution - Manage your trading operation across a globally distributed cluster
  - Prop - An open and opinionated trading platform using productive & familiar open source libraries and tools for strategy research, execution and operation.
Excel & Spreadsheet Integration
- Bilig - `TypeScript` - Formula WorkPaper and XLSX recalculation runtime for Node.js services and agent tools.
Factor Analysis
- Alpha Skills - `Python` - AI skills for quantitative factor research: discover, evaluate, mine, backtest, and monitor factors through any AI coding assistant. Supports A-share, HK, and US markets.
- QuantGPT - `Python` - Agent-driven A-share factor research engine with 8 MCP tools covering hypothesis design, backtesting, scoring, and anti-overfit detection.
- ml-quant-trading - `Python` - PyTorch research stack for multi-factor analysis, bias correction, portfolio optimization, and reproducible backtesting.
- Perception-XAlpha Lite - `Python` - Backtest-overfitting audit for factor research: CSCV probability of backtest overfitting, deflated Sharpe against the declared trial count, White's Reality Check, point-in-time universe membership and disclosure-date alignment. Ships a worked example in which 24 pure-noise series produce a 1.11 Sharpe and the audit says so.
- pit-release-gate - `Python` - Screens cross-sectional signals for incomplete-cross-section leakage from staggered data arrival and grades per-signal release timing; ships a known-ground-truth demo reproducing its method papers.
- DUEL - `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.
- factor-qc - `Python` - Fail-closed quality gate for backtests and factor evidence: DSR/PBO/haircut/MinTRL plus a probability-calibration companion gate.
- lookahead-free - `Python` - Verifiable look-ahead freedom for the value-independent fragment of data pipelines, with a heuristic companion scanner for research code.
- Lacuna - `Python` `Rust` - Engine-agnostic quantitative research validation for detecting leakage, overfitting, fragile results, unrealistic costs, and missing point-in-time evidence.
Financial Instruments & Pricing
- Pyderivatives - `Python` - Toolkit for option pricing, implied volatility surfaces, risk-neutral densities, and pricing kernel surfaces with support for advanced models including Heston, Kou, and Bates.
- flashalpha - `Python` - Python client for the FlashAlpha options analytics API.
- QuantOracle - `Python` - Free quant finance API with 63 deterministic endpoints for options pricing, risk analysis, portfolio optimization, Monte Carlo simulation, and technical indicators.
- QoX - `Python` - Finite difference pricing library written in Rust.
- py_vollib - `Python` - vollib Python implementation.
- mortgagemath - `Python` - Cent-accurate mortgage amortization schedules with Decimal arithmetic and published-source validation across six countries.
- StochVolModels - `Python` - Pricing analytics and Monte Carlo simulation for stochastic volatility models, including the log-normal SV model and the Heston model.
- implied-expectations - `Python` - Reverse DCF that solves for the revenue growth, duration, and operating margin a stock price implies, from SEC EDGAR fundamentals.
- 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 - `TypeScript` - Gatheral SVI volatility surface (raw/natural/jump-wings), butterfly and calendar arbitrage checks, slice calibration; zero dependencies.
- compounded-sofr - `TypeScript` - SOFR compounding-in-arrears per ARRC/ISDA conventions (lookback, observation shift, lockout) and the SOFR Index method; reproduces the NY Fed's published averages.
- day-count-conventions - `TypeScript` - ISDA 2006 day-count conventions (30/360 family, ACT/360, ACT/365F, ACT/ACT ISDA and ICMA); zero dependencies.
- tips-index-ratio - `TypeScript` - US TIPS inflation math per 31 CFR 356 Appendix B (reference-CPI interpolation, index ratios); reproduces TreasuryDirect's published values.
- 32nds - `TypeScript` - US Treasury price quote math: parse and format 32nds quotes (105-16+), ticks, and basis points; zero dependencies.
- vanilla-option-pricers - `Python` - Fast, vectorised Black-Scholes-Merton and Bachelier pricers and implied volatility fitters, including inverse options for crypto derivatives.
- BDE Score - `Python` - Multi-factor quantitative stock analysis MCP server for US, HK, and CN A-share markets. Transparent 0-100 scoring from 40+ indicators. Listed on Official MCP Registry.
Frameworks
- Data Visualization
  - RQuantLib - R port.
  - JQuantLib - Java port.
  - QuantLib - The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance.
  - QuantLibAddin - Excel support.
  - QuantLibXL - Excel support.
  - QuantLib-Python Documentation - Documentation for the Python bindings for the QuantLib library
  - TA-Lib - perform technical analysis of financial market data.
  - Portfolio Optimizer - Portfolio Optimizer is a Web API for portfolio analysis and optimization.
  - Python - differentiation/QuantLib-Risks-Cpp)
  - QLNet - .Net port.
  - ta-lib-python
  - ta-lib
Golang
- Data Visualization
  - Kelp - Kelp is an open-source Golang algorithmic cryptocurrency trading bot that runs on centralized exchanges and Stellar DEX (command-line usage and desktop GUI).
  - marketstore - DataFrame Server for Financial Timeseries Data.
  - IndicatorGo - IndicatorGo is a Golang module providing various stock technical analysis indicators, strategies, and a backtest framework for trading.
Haskell
- Data Visualization
  - quantfin - quant finance in pure haskell.
  - Haxcel - Excel Addin for Haskell.
  - Ffinar - A financial maths library in Haskell.
Historical & Archived Projects
- Kelp - `Go` `Historical` - Archived Stellar DEX trading bot retained for studying configurable market-making and order-book mirroring.
- catalyst - `Python` `Historical` - Archived crypto-asset trading engine preserving an early adaptation of Zipline for exchange backtesting and live execution.
Java
- FrameWorks
  - Strata - Modern open-source analytics and market risk library designed and written in Java.
  - finmath.net - Java library with algorithms and methodologies related to mathematical finance.
  - JQuantLib - JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java.
  - finmath.net - Java library with algorithms and methodologies related to mathematical finance.
  - quantcomponents - Free Java components for Quantitative Finance and Algorithmic Trading.
  - DRIP - Fixed Income, Asset Allocation, Transaction Cost Analysis, XVA Metrics Libraries.
  - ta4j - A Java library for technical analysis.
JavaScript
- Data Visualization
  - QUANTAXIS_Webkit - An awesome visualization center based on quantaxis.
- FrameWorks
  - finance.js - A JavaScript library for common financial calculations.
  - portfolio-allocation - PortfolioAllocation is a JavaScript library designed to help constructing financial portfolios made of several assets: bonds, commodities, cryptocurrencies, currencies, exchange traded funds (ETFs), mutual funds, stocks...
  - Ghostfolio - Wealth management software to keep track of financial assets like stocks, ETFs or cryptocurrencies and make solid, data-driven investment decisions.
  - IndicatorTS - Indicator is a TypeScript module providing various stock technical analysis indicators, strategies, and a backtest framework for trading.
  - ccxt - A JavaScript / Python / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges.
  - PENDAX - Javascript SDK for Trading/Data API and Websockets for FTX, FTXUS, OKX, Bybit, & More.
  - chart-patterns - Technical analysis library for Market Profile, Volume Profile, Stacked Imbalances and High Volume Node indicators.
Julia
- FrameWorks
  - Lucky.jl - Modular, asynchronous trading engine in pure Julia.
  - QuantLib.jl - Quantlib implementation in pure Julia.
  - Ito.jl - A Julia package for quantitative finance.
  - TALib.jl - A Julia wrapper for TA-Lib.
  - IncTA.jl - Julia Incremental Technical Analysis Indicators
  - Miletus.jl - A financial contract definition, modeling language, and valuation framework.
  - Temporal.jl - Flexible and efficient time series class & methods.
  - Indicators.jl - Financial market technical analysis & indicators on top of Temporal.
  - Strategems.jl - Quantitative systematic trading strategy development and backtesting.
  - TimeSeries.jl - Time series toolkit for Julia.
  - MarketTechnicals.jl - Technical analysis of financial time series on top of TimeSeries.
  - MarketData.jl - Time series market data.
  - TimeFrames.jl - A Julia library that defines TimeFrame (essentially for resampling TimeSeries).
  - DataFrames.jl - In-memory tabular data in Julia
  - TSFrames.jl - Handle timeseries data on top of the powerful and mature DataFrames.jl
  - CcyConv - Currency conversion library for Julia
  - CryptoExchangeAPIs.jl - A Julia library for cryptocurrency exchange APIs
  - Fastback.jl - Blazing fast Julia backtester.
  - LightweightCharts.jl - Julia wrapper for Lightweight Charts™ by TradingView.
  - TechnicalIndicatorCharts.jl - Visualize OnlineTechnicalIndicators.jl using LightweightCharts.jl.
  - OnlineTechnicalIndicators - A Julia quantitative portfolio analytics (risk / performance) via online algorithms.
  - OnlineResamplers.jl - High-performance Julia package for real-time resampling of financial market data.
  - RiskPerf.jl - Quantitative risk and performance analysis package for financial time series powered by the Julia language.
  - TimeArrays.jl - Time series handling for Julia
Market Data & Data Sources
- coinpaprika-api-python-client - `Python` - Free crypto market data API client. 12,000+ coins, 350+ exchanges, tickers, OHLCV, historical prices. No API key for free tier.
- dexpaprika-sdk-python - `Python` - Free DEX data API client. 34 blockchains, 30M+ pools, 27M+ tokens, real-time SSE streaming, OHLCV. No API key needed.
- jugaad-data - `Python` - Download historical and live stock data from NSE (National Stock Exchange of India), BSE, and RBI.
- nsetools - `Python` - Python library for extracting real-time data from National Stock Exchange (India).
- SwapAPI - `Python` - Free DEX aggregator API returning executable swap calldata across 46 EVM chains. No API key required. [GitHub](https://github.com/swap-api/swap-api)
- edinetdb - `Python` - Free API and MCP server for Japanese company financials. Normalizes EDINET XBRL across JP-GAAP, IFRS, and US-GAAP for 3,800+ listed companies with 90 metrics, screening, and securities report text.
- swiss-finance-data - `Python` - Python package for Swiss financial data (SNB Policy Rate, SARON, CHF FX rates, CPI, SMI equities, Confederation bond yields) from official SNB sources.
- uk-sic-codes - `Python` - UK SIC 2007 industry classification code lookup, search, and validation. 731 codes, 21 sections. [PyPI](https://pypi.org/project/uk-sic-codes/)
- uk-company-number - `Python` - Validate, format, and identify UK Companies House company numbers. Supports all 27 prefixes. [PyPI](https://pypi.org/project/uk-company-number/)
- veroq-python - `Python` - Financial intelligence API with verified market data, trading signals, sentiment analysis, and fact-checking across 1,061+ tickers. [PyPI](https://pypi.org/project/veroq/)
- PreReason - `JavaScript` - 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.
- fin-stream - `Rust` - 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.
- BTC Orderbook Microstructure Research - `Jupyter Notebook` - statistical analysis of Binance BTC/USDT orderbook: OBI, CVD, spread.
- financekit-mcp - `Python` - MCP server (Model Context Protocol) exposing 17 tools for AI agents to perform quantitative analysis: real-time stock quotes, full technical analysis (RSI, MACD, Bollinger, ADX, Stochastic, ATR, OBV + pattern detection with structured verdicts), crypto prices via CoinGecko, risk metrics (VaR, Sharpe, Sortino, Beta, Max Drawdown), correlation matrix, options chains, earnings calendar, sector rotation, and portfolio analysis. Works with Claude Desktop, Cursor, Windsurf. No API keys for core tools. FastMCP 3.2.
- Helium MCP - `Python` - Live stock/ETF/crypto data with AI-generated bull/bear cases and price forecasts, proprietary ML options pricing with probability ITM and fair value, and news bias scoring across 5,000+ sources. Available as MCP server or API. Free tier: 50 queries, no signup. [GitHub](https://github.com/connerlambden/helium-mcp)

Programming Languages

Python 227 Jupyter Notebook 43 R 32 TypeScript 17 Julia 16 C++ 15 Rust 9 HTML 6 Go 5 JavaScript 5

ecosyste.ms

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