An open API service indexing awesome lists of open source software.

awesome-quant

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

Last synced: 10 days ago
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  • 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).
  • 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
  • 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.
  • 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.
  • Frameworks

  • 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.
  • 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

    • 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)
    • Horus Flow - `Python` - Sub-second L2 orderflow intelligence MCP server for institutional-grade market microstructure analysis.
    • unirate-api - `Python` - Client for UniRateAPI providing real-time and historical exchange rates for 170+ fiat and crypto currencies plus VAT rates, with a free tier and no credit card required.
    • Chart Library - `Python` - Historical chart pattern similarity search API. 24M+ pre-computed embeddings across 15K+ symbols and 10 years of data using pgvector. Returns forward returns, regime analysis, and pattern detection. Also available as MCP server. [Website](https://chartlibrary.io)
    • Coinugget - `Web` - Real-time RSI signals, price action & volume spikes dashboard across multiple exchanges. Free, no sign-up required.
    • pricehub - `Python` - Unified package for collecting OHLC prices from Binance, Bybit, Coinbase, OKX, Kraken, KuCoin, and Bitget (spot & futures) into a DataFrame, with flexible timestamp inputs and a wide range of intervals.
    • bigtech-ai-stakes - `Python` - Open dataset of U.S. public-company equity stakes in Anthropic and OpenAI from primary 10-K / 10-Q / 8-K filings, court records, and press releases. Each row tagged with a confidence flag (V verified, P probable, S speculative).
    • FilingFirehose - `Python` - SEC EDGAR JSON API: body-text-classified 8-Ks flagging buried events (7.3% of Item 8.01 filings), Schedule 13D/G with 21+ activist filers auto-tagged, S-3/424B5 ATM offering detection. Also exposed as MCP server, ChatGPT GPT, and GitHub Action. Free public tier covers last 72h. [GitHub](https://github.com/jaablon/filingfirehose-python)
    • SiftingIO - `Python` - A python library for Sifting.io financial market data APIs & Websocket.
    • tessera-api - `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)
    • FinanceToolkit - `Python` - 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.
    • disclosure-alpha - `Python` - Deterministic SEC filing analytics for 10-K/10-Q: section extraction, tone and boilerplate metrics, year-over-year diff, and reproducible disclosure risk scores. CLI, Python SDK, HTTP panel screener, and MCP — no LLM required.
    • Factor Weave - `Python` `TypeScript` `R` - Factor scores, similarity search, and leak-free + survivor-free forward-return labels across equities, ETFs, indices, FX, crypto, and futures; REST + MCP, Python/TypeScript/R SDKs, free tier. [GitHub](https://github.com/Blazing-Customs/factorweave-tools)
  • Matlab

    • Alternatives

      • RunMat - High performance, Open Source, MATLAB syntax runtime.
      • RunMat - High performance, Open Source, MATLAB syntax runtime.
    • FrameWorks

      • QUANTAXIS - Integrated Quantitative Toolbox with Matlab.
      • PROJ_Option_Pricing_Matlab - Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
  • Numerical Libraries & Data Structures

    • CRNG - `Python` - Contingency Random Number Generator that produces random numbers with real financial market statistical signatures (fat tails, volatility clustering, kurtosis). Matches 86% of real market metrics vs 14% for NumPy.
  • Portfolio Optimization & Risk Analysis

    • rebalance - `JavaScript` - Interactive portfolio rebalancing tool that imports brokerage CSV data, sets target allocations, and generates trade instructions.
    • AutoHypothesis - `Python` - An agentic framework that mimics the real quant trading pipeline to find alpha: economic hypothesis, in-sample iteration, and out-of-sample validation.
    • etfray - `Python` - Terminal-based ETF research and portfolio analytics application for holdings, exposure, concentration, margin, and risk workflows.
  • Prediction Markets

    • polymarket-whales - `Python` - Real-time whale trade tracker for Polymarket — terminal alerts + Telegram notifications when large orders hit the book.
    • Polymarket Scanner API - `Python` - Real-time arbitrage detection API for Polymarket prediction markets, scanning 12,000+ markets for mispricings.
    • SimpleFunctions - `JavaScript` - Prediction market intelligence CLI for Kalshi and Polymarket. Causal thesis models, edge detection, 24/7 orderbook monitoring, what-if scenarios, and trade execution. MCP server for AI agent integration.
    • prediction-market-maker - `Python` - Open-source market-making strategy that placed #2 in Paradigm's prediction market challenge, with full strategy evolution and analysis.
    • PolyMind - `Python` - Real-time Polymarket trading alerts with multi-AI analysis (Groq, Claude, Gemini). Track whale bets, volume spikes, coordinated wallets, and 12 signal types. Free tier available. [GitHub](https://github.com/samirasadov28-code/PolyMind)
    • Oracle3 - `Python` - Autonomous trading agent for Kalshi, Polymarket, and Solana — Wang Transform pricing (calibrated on 291k resolved contracts) drives eight constraint-based arbitrage strategies and Kelly-sized model trades.
  • Python

    • Calendars

    • Data Sources

      • chinesestockapi - Python API to get Chinese stock price.
      • tushare - A utility for crawling historical and Real-time Quotes data of China stocks.
      • jsm - Get the japanese stock market data.
      • bronto-python - Bronto API Integration for Python.
      • metatrader5 - API Connector to MetaTrader 5 Terminal
      • yfinance - Yahoo! Finance market data downloader (+faster Pandas Datareader)
      • findatapy - Python library to download market data via Bloomberg, Quandl, Yahoo etc.
      • googlefinance - Python module to get real-time stock data from Google Finance API.
      • pandas-datareader - Python module to get data from various sources (Google Finance, Yahoo Finance, FRED, OECD, Fama/French, World Bank, Eurostat...) into Pandas datastructures such as DataFrame, Panel with a caching mechanism.
      • pandas-finance - High level API for access to and analysis of financial data.
      • pyhoofinance - Rapidly queries Yahoo Finance for multiple tickers and returns typed data for analysis.
      • yql-finance - yql-finance is simple and fast. API returns stock closing prices for current period of time and current stock ticker (i.e. APPL, GOOGL).
      • ystockquote - Retrieve stock quote data from Yahoo Finance.
      • wallstreet - Real time stock and option data.
      • stock_extractor - General Purpose Stock Extractors from Online Resources.
      • Stockex - Python wrapper for Yahoo! Finance API.
      • finsymbols - Obtains stock symbols and relating information for SP500, AMEX, NYSE, and NASDAQ.
      • FRB - Python Client for FRED® API.
      • inquisitor - Python Interface to Econdb.com API.
      • yfi - Yahoo! YQL library.
      • exchange - Get current exchange rate.
      • ticks - Simple command line tool to get stock ticker data.
      • pybbg - Python interface to Bloomberg COM APIs.
      • cn_stock_src - Utility for retrieving basic China stock data from different sources.
      • coinmarketcap - Python API for coinmarketcap.
      • after-hours - Obtain pre market and after hours stock prices for a given symbol.
      • pytdx - Python Interface for retrieving chinese stock realtime quote data from TongDaXin Nodes.
      • pdblp - A simple interface to integrate pandas and the Bloomberg Open API.
      • tiingo - Python interface for daily composite prices/OHLC/Volume + Real-time News Feeds, powered by the Tiingo Data Platform.
      • iexfinance - Python Interface for retrieving real-time and historical prices and equities data from The Investor's Exchange.
      • alpaca-trade-api - Python interface for retrieving real-time and historical prices from Alpaca API as well as trade execution.
      • yahooquery - Python interface for retrieving data through unofficial Yahoo Finance API.
      • investpy - Financial Data Extraction from Investing.com with Python! <https://investpy.readthedocs.io/>
      • yliveticker - Live stream of market data from Yahoo Finance websocket.
      • bbgbridge - Easy to use Bloomberg Desktop API wrapper for Python.
      • alpha_vantage - A python wrapper for Alpha Vantage API for financial data.
      • FinanceDataReader - Open Source Financial data reader for U.S, Korean, Japanese, Chinese, Vietnamese Stocks
      • pystlouisfed - Python client for Federal Reserve Bank of St. Louis API - FRED, ALFRED, GeoFRED and FRASER.
      • python-bcb - Python interface to Brazilian Central Bank web services.
      • market-prices - Create meaningful OHLCV datasets from knowledge of [exchange-calendars](https://github.com/gerrymanoim/exchange_calendars) (works out-the-box with data from Yahoo Finance).
      • tardis-python - Python interface for Tardis.dev high frequency crypto market data
      • lake-api - Python interface for Crypto Lake high frequency crypto market data
      • tessa - simple, hassle-free access to price information of financial assets (currently based on yfinance and pycoingecko), including search and a symbol class.
      • pandaSDMX - Python package that implements SDMX 2.1 (ISO 17369:2013), a format for exchange of statistical data and metadata used by national statistical agencies, central banks, and international organisations.
      • cif - Python package that include few composite indicators, which summarize multidimensional relationships between individual economic indicators.
      • finagg - finagg is a Python package that provides implementations of popular and free financial APIs, tools for aggregating historical data from those APIs into SQL databases, and tools for transforming aggregated data into features useful for analysis and AI/ML.
      • FinanceDatabase - This is a database of 300.000+ symbols containing Equities, ETFs, Funds, Indices, Currencies, Cryptocurrencies and Money Markets.
      • datamule-python - A package to work with SEC data. Incorporates datamule endpoints.
      • Financial Data - Stock Market and Financial Data API.
      • SaxoOpenAPI - Saxo Bank financial data API.
      • yahoo-finance - Python module to get stock data from Yahoo! Finance.
      • yfinanceapi - Finance API for Python.
      • StockAPI - time Chinese stock data (REST & WebSocket).
      • defeatbeta-api - An open-source alternative to Yahoo Finance's market data APIs with higher reliability.
      • oilpriceapi - Python SDK for real-time oil and commodity prices (WTI, Brent, Urals, natural gas, coal) with OpenBB integration.
      • Earnings Feed - Real-time SEC filings, insider trades, and institutional holdings API.
      • fsynth - Python library for high-fidelity unlimited synthetic financial data generation using Heston Stochastic Volatility and Merton Jump Diffusion.
      • fedfred - FRED & GeoFRED Economic data API with preprocessed dataframe output in pandas/geopandas, polars/polars_st, and dask dataframes/geodataframes.
      • edgar-sec - EDGAR Financial data API with preprocessed dataclass outputs.
      • goMacro.ai - AI-powered economic calendar with institutional-grade insights, bull/bear/base case scenario planning for NFP, CPI, PPI and other macro data releases.
      • StockAInsights - AI-extracted financial statements API covering SEC filings including foreign filers (20-F, 6-K, 40-F), normalized quarterly and annual data from 2014+.