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BootLoops 1.0: certified computational tools and house engines for exact and high-precision physics and quantitative science, built to be driven by LLM agents. MIT; docs CC BY 4.0.

An open-source, high-performance quantitative trading framework in C++/Python focused on strategy analysis and backtesting Trading model R&D · Ultra-fast engine · Efficient backtesting

An R package for the Quantitative Analysis of Textual Data

A community based Python library for quantitative economics

Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).

Quantitative Financial Modelling Framework

Quantitative MRI Made Easy with qMRLab: MRI software for data Simulation, analysis and visualization

Python toolkit for quantitative finance

Python toolkit, MCP server, and agent skills for reproducible, auditable clickstream and event log analytics. Helps AI agents, data scientists and analysts build, validate, and cross-check product analytics, quantitative UX, customer journeys, graph-based user flows, behavioral segmentation, A/B tests, process mining models, Markov chain simulation

Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integrated with various data vendors and brokers, supports Crypto, Stocks and Futures.

a python-based fast quantitative investment module

Python toolkit for quantitative finance: stock analysis, technical indicators, strategy backtesting, portfolio optimization, and financial modeling.

High-performance quantitative finance in Rust and Python — 130+ stochastic processes, option pricing, calibration, fixed income, risk & copulas, with SIMD/GPU acceleration.

Resources to Prepare for Quant Developers/ Quantitative Researcher/ Quantitative Trader/ Quant Analyst/ Software Engineers in Quant Trading Firms, HFTs and Hedge Funds

A curated list of awesome resources for quantitative investment and trading strategies focusing on artificial intelligence and machine learning applications in finance.

A quantitative trading system built with Rust.

QuantMind is an intelligent knowledge extraction and retrieval framework for quantitative finance.

Autonomous quantitative trading research platform with self-improving AI agents using adaptive harness evolution, transforms stock lists into fully backtested strategies without coding

A high-performance quantitative trading infrastructure built in Rust.

Open-source quantitative decision lab: test market assumptions, preserve negative results, and reproduce evidence.

Quantitative portfolio construction and optimization platform built on skfolio and scikit-learn.

Extremely fast quantitative factor cleaning and backtesting library, based on Polars

同花顺官方 A股金融数据服务，提供股票实时行情、历史行情、财务报表、指数、板块、涨停等数据，适用于 AI Agent、量化研究和应用开发，支持 API、MCP、CLI 和 Python。Official Tonghuashun (HiThink) A-share financial data service providing real-time and historical stock market data, financial statements, indices, sectors and limit-up data for AI agents, quantitative research and application development.

A conservative AIGC detector-informed thesis rewriting skill for English and Chinese academic writing. Supports Turnitin AI, CNKI AIGC, minimal-edit revision, protected academic elements, qualitative/quantitative routing, and chapter-by-chapter AI-writing risk reduction without detector-bypass claims.