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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 23 hours ago
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Calendars & Market Hours

  • timeDate - R - Chronological and Calendar Objects.
  • exchange_calendars - Python - Stock Exchange Trading Calendars.
  • bizdays - Python - Business days calculations and utilities.
  • pandas_market_calendars - Python - Exchange calendars to use with pandas for trading applications.
  • bizdays - R - Business days calculations and utilities.
  • 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

  • Reddit WallstreetBets API - Free WallstreetBets ticker mentions and sentiment API with historical date queries and a limit of 20 requests per minute per IP, without an API key.
  • ML-Quant - Top Quant resources like ArXiv (sanity), SSRN, RePec, Journals, Podcasts, Videos, and Blogs.
  • Financial Data - Financial data API with a free personal-use plan allowing 300 requests per day for symbol lists and selected market data, including historical commodity and OTC prices. GitHub
  • SaxoOpenAPI - Saxo Bank financial data API.
  • Earnings Feed - SEC filings, insider transactions, and institutional holdings API with a permanent free tier of 5,000 requests per month and 15 requests per minute, without a credit card. GitHub
  • brapi.dev - Brazilian market data API with a free tier of 15,000 requests per month and up to three months of price history, plus four stocks accessible without an account. GitHub
  • 13F Insight - Institutional holdings research with a free tier offering one year of holdings history and five AI questions per day, without a credit card.
  • FXMacroData - Python - Macroeconomic release data with permanent free access to USD announcements covering the latest 90 days at 100 requests per day without an API key or payment information. GitHub
  • KeepRule - Investment decision frameworks with a permanently free library of investor principles and scenarios covering valuation, position sizing and risk discipline.
  • Nasdaq Data Link - Financial data API with support for R, Python, Excel, Ruby, and many other languages (formerly Quandl).
  • ValueRay - Technical, quantitative and sentiment data for stocks and ETFs with risk metrics, peer percentiles and market regime signals. Optimized for AI/LLM agents.
  • RealMarketAPI - Market-data service with a free REST tier of 5,000 requests per month for six symbols and M1, M5, and H1 timeframes, without a credit card.
  • 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.
  • Sharpe - Cryptocurrency research terminal with free access without signup and a personal API tier allowing 10,000 requests per month and 30 requests per minute.
  • Factor Weave - Python TypeScript R - Factor data and cosine-similarity screening with a permanent free API tier of 250 calls per day, daily factor rankings and market-context snapshots, without a credit card. GitHub
  • 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.
  • FinSignals - Python - Financial-text classification API for sentiment, directionality, quality, post type, relevance, confidence, and sarcasm, with 1,000 free credits per month and no credit card required. GitHub
  • Backtesting Arena - TypeScript - Bitcoin cycle scores and market-state indicators through four free public API endpoints requiring no account or key, with responses cached for 5–60 minutes. GitHub
  • TradeMux - Forex trading and market-data gateway for MetaTrader 4/5 and OANDA, with a free plan for one account, 500 OHLC requests and 100 trades per month, without a credit card.
  • PortfolioSavvy - Public SEC ownership research web app for exploring 13F portfolios, insider activity, Schedule 13D/G filings, company facts, and latest filing workflows.
  • VantageGrid - Trade-review workspace with a permanent free tier for 25 trades per month, CSV imports and P&L, win-rate and R-multiple analytics without payment information.
  • 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 - Market statistics and options-positioning analytics with free public max-pain and GEX pages and 10 API calls per UTC day using an email-only key, without payment information. GitHub
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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.
  • 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
  • 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.
  • 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
  • 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
  • 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
  • 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
  • Disclosed Capitol - Free congressional trade disclosures, politician profiles and performance statistics, with paid API access beyond one-time starter credits.
  • 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 GitHub
  • 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 GitHub
  • 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
  • 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
  • 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
  • FillBench - Free crypto-exchange API latency benchmarks with p50/p95/p99 measurements, separate TLS timing and downloadable CC BY datasets. GitHub
  • AxionQuant - Financial data API for quantitative research, with a permanent free tier of 1,000 monthly API calls and one year of historical data, without a credit card. PyPI
  • 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.
  • DayTradingBench - Live autonomous benchmark that evaluates LLM trading performance on DAX and Nasdaq indices using identical strategies and real-time market data. API access available.
  • 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
  • CoinTester - No-code cryptocurrency strategy builder with technical indicators and unlimited free historical backtests, without a credit card.
  • StockAInsights - SEC financial-statement analysis and API with a permanent free account covering five selected stocks and five years of data, without payment information.
  • bolsai - Brazilian stock and FII data API with fundamentals, prices, dividends, financial statements, and macroeconomic data, offering 200 free requests per day without a credit card.
  • 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.
  • Frostbyte - Hosted API gateway providing cryptocurrency price data, with a permanent free allowance of 50 requests per day without signup or payment information. GitHub
  • RTPR - Financial press-release platform covering Business Wire, PR Newswire, GlobeNewswire, and AccessWire, with a permanent free Wire dashboard delayed five minutes and no credit card required.
  • Portfolio Optimizer - Portfolio analysis and optimization API with anonymous free access to selected endpoints for up to 20 assets, subject to a shared one-request-per-second limit.
  • Telonex - Prediction-market data service with free market metadata and tag datasets without an account, while tick-level data requires paid access after five trial file downloads.
  • 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
  • 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.
  • Agent Toolbelt - Stock-research and portfolio-review API with 250 free calls per month without payment information. GitHub
  • GitDealFlow - Alternative-data research on private companies using GitHub commit velocity and contributor growth, with a permanently free weekly digest covering five startups and basic MCP read tools. GitHub
  • Finterm - TypeScript - Browser-based, keyboard-first financial terminal. No public GitHub repo (closed source).
  • Coinugget - Real-time RSI signals, price action, and volume spikes dashboard across multiple exchanges. Free, no sign-up required.
  • NeuPortal - AI forecasting-accountability lab: every forecast is locked pre-event, Bitcoin-timestamped (OpenTimestamps), and Brier-scored against prediction markets in public.
  • 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.
  • Katana - Free Japan stock screener built on EDINET filings. 160+ fundamentals, custom formula metrics, Graham/Piotroski/Kiyohara presets. No sign-up.
  • Wealthville - REST MCP - DeFi liquidity-pool scores and outcome-labeled signals through a free keyless API limited to 60 requests per minute per IP, with attribution required. GitHub
  • 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
  • 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
  • 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
  • Algorier - AI Vibe-Trading - Natural-language trading-strategy builder with backtesting and forward testing; a permanent free tier includes five backtests and 40 assistant messages per month without payment details, while live trading requires a paid plan.
  • Dados B3 - REST/MCP - Brazilian company and real-estate fund fundamentals with public calculation methodology and a permanent free API tier of 200 requests per day without a credit card.
  • PreReason - JavaScript - Bitcoin and macroeconomic market briefings through REST and MCP, with a permanent free tier of six briefings, 30-day history, 60 requests per hour and 500 per day, without a credit card. GitHub
  • EarningsCall - Python - Public earnings-call transcripts and an earnings calendar readable without an account, with paid API access for programmatic transcripts, audio and slide decks. GitHub

Cross-Language Frameworks

  • QuantLibAddin - Excel support.
  • QuantLibXL - Excel support.
  • QuantLib - The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance.
  • XAD - Automatic Differentation (AAD) Library.
  • QLNet - .Net port.
  • ta-lib
  • RunMat - Rust - Runtime for MATLAB-syntax array math with automatic CPU/GPU execution and fused kernels for quantitative simulations. GitHub
  • 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 - and C++
  • QuantLib-Python Documentation - Documentation for the Python bindings for the QuantLib library.
  • TA-Lib - perform technical analysis of financial market data. GitHub
  • godzilla.dev - C++ Python - Open-source framework for crypto quant trading, funding rate arbitrage and ultra-low-latency market making. GitHub

Excel & Spreadsheet Integration

  • xlwings - Python - Make Excel fly with Python. GitHub
  • openpyxl - Python - Read/Write Excel 2007 xlsx/xlsm files.
  • xlsxwriter - Python - Write files in the Excel 2007+ XLSX file format. GitHub
  • xlloop - Python - XLLoop is an open source framework for implementing Excel user-defined functions (UDFs) on a centralised server (a function server). GitHub
  • expy - Python - The ExPy add-in allows easy use of Python directly from within an Microsoft Excel spreadsheet, both to execute arbitrary code and to define new Excel functions.
  • xlrd - Python - Library for developers to extract data from Microsoft Excel spreadsheet files.
  • Bilig - TypeScript - Formula WorkPaper and XLSX recalculation runtime for Node.js services and agent tools.
  • pyxll - Python - PyXLL is an Excel add-in that enables you to extend Excel using nothing but Python code.

Factor Analysis

  • alphalens - Python - Performance analysis of predictive alpha factors.
  • Spectre - Python - GPU-accelerated Factors analysis library and Backtester.
  • covFactorModel - R - Covariance matrix estimation via factor models.
  • FactorAnalytics - R - The FactorAnalytics package contains fitting and analysis methods for the three main types of factor models used in conjunction with portfolio construction, optimization and risk management, namely fundamental factor models, time series factor models and statistical factor models.
  • Expected Returns - R - Solutions for enhancing portfolio diversification and replications of seminal papers with R, most of which are discussed in one of the best investment references of the recent decade, Expected Returns: An Investors Guide to Harvesting Market Rewards by Antti Ilmanen.
  • alphalens-reloaded - Python - Performance analysis of predictive (alpha) stock factors.
  • quant-lab-alpha - Python - Open-source investment analytics platform bridging academic research and retail finance.
  • 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

  • quantmod - R - Quantitative Financial Modelling Framework. GitHub
  • fAsianOptions - EBM and Asian Option Valuation.
  • fAssets - Analysing and Modelling Financial Assets.
  • fBasics - Markets and Basic Statistics.
  • fBonds - Bonds and Interest Rate Models.
  • fExoticOptions - Exotic Option Valuation.
  • fOptions - Pricing and Evaluating Basic Options.
  • fPortfolio - Portfolio Selection and Optimization.
  • sde - R - Simulation and Inference for Stochastic Differential Equations.
  • YieldCurve - R - Modelling and estimation of the yield curve.
  • SmithWilsonYieldCurve - R - Constructs a yield curve by the Smith-Wilson method from a table of LIBOR and SWAP rates.
  • ycinterextra - R - Yield curve or zero-coupon prices interpolation and extrapolation.
  • AmericanCallOpt - R - This package includes pricing function for selected American call options with underlying assets that generate payouts.
  • VarSwapPrice - R - Pricing a variance swap on an equity index.
  • RND - R - Risk Neutral Density Extraction Package.
  • LSMonteCarlo - R - American options pricing with Least Squares Monte Carlo method.
  • OptHedging - R - Estimation of value and hedging strategy of call and put options.
  • tvm - R - Time Value of Money Functions.
  • OptionPricing - R - Option Pricing with Efficient Simulation Algorithms.
  • derivmkts - R - Functions and R Code to Accompany Derivatives Markets. GitHub
  • FinCal - R - Package for time value of money calculation, time series analysis and computational finance.
  • options.studies - R - options trading studies functions for use with options.data package and shiny.
  • Strata - Java - Modern open-source analytics and market risk library designed and written in Java. GitHub
  • finmath.net - Java - Java library with algorithms and methodologies related to mathematical finance. GitHub
  • PyQL - Python - QuantLib's Python port.
  • vollib - Python - vollib is a python library for calculating option prices, implied volatility and greeks.
  • QuantPy - Python - A framework for quantitative finance In python.
  • Finance-Python - Python - Python tools for Finance.
  • ffn - Python - A financial function library for Python.
  • pynance - Python - Lightweight Python library for assembling and analyzing financial data.
  • tia - Python - Toolkit for integration and analysis.
  • pysabr - Python - SABR model Python implementation.
  • FinancePy - Python - A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
  • gs-quant - Python - Python toolkit for quantitative finance.
  • willowtree - Python - Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.
  • financial-engineering - Python - Applications of Monte Carlo methods to financial engineering projects, in Python.
  • optlib - Python - A library for financial options pricing written in Python.
  • tf-quant-finance - Python - High-performance TensorFlow library for quantitative finance.
  • Q-Fin - Python - A Python library for mathematical finance.
  • Quantsbin - Python - Tools for pricing and plotting of vanilla option prices, greeks and various other analysis around them.
  • finoptions - Python - Complete python implementation of R package fOptions with partial implementation of fExoticOptions for pricing various options.
  • pypme - Python - PME (Public Market Equivalent) calculation.
  • AbsBox - Python - A Python based library to model cashflow for structured product like Asset-backed securities (ABS) and Mortgage-backed securities (MBS).
  • Intrinsic-Value-Calculator - Python - A Python tool for quick calculations of a stock's fair value using Discounted Cash Flow analysis.
  • Kelly-Criterion - Python - Kelly Criterion implemented in Python to size portfolios based on J. L. Kelly Jr's formula.
  • rateslib - Python - A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps.
  • RQuantLib - R - RQuantLib connects GNU R with QuantLib.
  • credule - R - Credit Default Swap Functions.
  • r-quant - R - R code for quantitative analysis in finance.
  • fmbasics - R - Financial Market Building Blocks.
  • R-fixedincome - R - Fixed income tools for R.
  • QuantLib.jl - Julia - Quantlib implementation in pure Julia.
  • Miletus.jl - Julia - A financial contract definition, modeling language, and valuation framework.
  • fypy - Python - Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.
  • JQuantLib - Java - JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java.
  • quantcomponents - Java - Free Java components for Quantitative Finance and Algorithmic Trading.
  • DRIP - Java - Fixed Income, Asset Allocation, Transaction Cost Analysis, XVA Metrics Libraries.
  • finance.js - JavaScript - A JavaScript library for common financial calculations.
  • quantfin - Haskell - quant finance in pure haskell.
  • Haxcel - Haskell - Excel Addin for Haskell.
  • Ffinar - Haskell - A financial maths library in Haskell.
  • QuantScale - Scala - Scala Quantitative Finance Library.
  • Scala Quant - Scala - Scala library for working with stock data from IFTTT recipes or Google Finance.
  • QuantMath - Rust - Financial maths library for risk-neutral pricing and risk.
  • RustQuant - Rust - Quantitative finance library written in Rust.
  • quantra - Python - High-performance pricing engine built on QuantLib. It exposes QuantLib's functionality through gRPC and REST APIs, enabling distributed computations with FlatBuffers serialization.
  • optionlab - Python - A Python library for evaluating option trading strategies.
  • 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 + 15 free interactive calculators at quantoracle.dev. Options pricing with full Greeks, Monte Carlo, Kelly, VaR, Sharpe, CAGR, crypto liquidation, impermanent loss, plus live crypto volatility/funding data and 24/7 position monitoring with webhook alerts. 1,000 free calls/day, no API key.
  • 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.