Stork
stork.networkLow-latency oracle network supplying sub-second price data for derivatives and perp DEXs.
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DUCKQUANT / THE QUANT & AI DIRECTORY
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Low-latency oracle network supplying sub-second price data for derivatives and perp DEXs.
LayerZero-based omnichain bridge enabling native asset transfers and unified stablecoin liquidity.
Self-custodial RN/Expo app, 50x leverage
MCP server enabling AI agents to quote and execute token swaps on Uniswap programmatically.
AI-driven perp trading on Hyperliquid
List of awesome resources for machine learning-based algorithmic trading
Open-source Chinese quantitative trading framework and resource collection for A-share data research.
quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London…
Open-source AI Trading OS, agent trading, and vibe trading, with Jev System One integration. Research, build Python strategies, backtest, and paper/live trade.
Illegal insider trading of stocks is based on releasing non-public information (e.g., new product launch, quarterly financial report, acquisition or merger…
TradeMaster is an open-source platform for quantitative trading empowered by reinforcement learning :fire: :zap: :rainbow.
OHLC Average Prediction of Apple Inc. Using LSTM Recurrent Neural Network
Solana derivatives platform offering undercollateralised perps and options via a CLOB.
Spot, perps, and lending in one on-chain account on Ethereum. A dollar can earn, margin, and trade at once. No ADL. $10 max fee.
Perp DEX aggregator routing orders across Lighter, Aster, Hyperliquid, Orderly and Ostium from one margin.
50x leverage, established venue
Arbitrum-based RFQ and OTC protocol for pro-grade cross-margin crypto and RWA perpetual trading.
MCP server that surfaces large on-chain transactions so AI agents can monitor whale activity.
AI agent perp aggregation execution
self adjusting computations in rust
C++ - C++ library for incremental computing
Performance analysis of predictive (alpha) stock factors
An expression based alpha demo using Polars
Python SDK for SEC & EDGAR data — API access and bulk dataset downloads for 20M+ filings, insider trades, 13F holdings, financial statements, exec…
Awesome-data shows most interesting data-source around the financial world
Curated list of open-source crypto trading bots, exchange APIs and technical analysis libraries.
Open directory of alternative data providers for systematic and fundamental investors
REST API, MCP, x402 - Crypto & market data API platform with 54 services, 97 endpoints, and 37 MCP tools. On-chain payments via x402…
REST API , WebSocket , MCP | - Real-time and historical Hyperliquid and Lighter market data with order-level depth, funding, open interest, replay, and…
Public repository by staccDOTsol. Primary language: Python.
TA-lib bindings for Rust
A pure Go port of TA-Lib (http://ta-lib.org)
Automatic formulaic alpha generation with reinforcement learning
C++ - C++ DataFrame for statistical, Financial, and ML analysis -- in modern C++ using native types and contiguous memory storage
Using deep actor-critic model to learn best strategies in pair trading
predecessor to uses open api and neat way to render matplotlib plots in real time. Also explains LSTM/data stationarity/Bayesian optimization using etc