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

AI+金融（量化）：1.多因子股票量化框架开源教程 2.学界和业界的经典资料收录 3.AI + 金融的相关工作，包括LLM, Agent, benchmark(evaluation), etc.

Cookiy AI Skill for AI agents (Claude, Codex, Cursor, OpenClaw) — end-to-end user research: AI interviews, synthetic users, quant surveys, participant recruitment.

Python-based quant trading research project for short-term reversal option setups, universe selection, staged-entry backtesting, and live paper trading.

Uses L2 data's change in time to estimate a L3 order book microstructure on Binance

Autonomous quantitative trading research platform that transforms stock lists into fully backtested strategies using AI agents, real market data, and mathematical formulations, all without requiring any coding.

An open-source, lightweight, and blazing-fast financial machine learning library built with Numba. Process raw trades, generate advanced bars, features, and labels for quantitative research.

Vibe Trading — agentic AI trading platform for Indian markets. 7 LLM analyst agents analyze stocks in parallel, debate bull vs bear, and deliver trade plans. Open-source agentic quantitative researcher for NSE/BSE/NFO.

Research experiments exploring uncommon quant techniques.

FTShare financial data Python SDK｜金融数据 Python SDK，支持 market data、quantitative research、MCP、Skill 和 Agent workflows。

FTShare MCP tools for financial data, market data and AI Agent investment workflows｜金融数据 MCP 工具文档与接入说明。

Prediction-market research with ensemble models, calibration, expected value, and risk-aware sizing.

End-to-end RL trading framework with PPO agent, self-attention neural network, custom Gym environment, and advanced backtesting.

A community-curated vault of openly available resources that replicates the rigorous syllabus of top MFE / Quant Finance programs

Options-flow features, unusual activity, dealer positioning, and short-horizon forecasting.

Real-time forex trading system with modular architecture, multi-timeframe signal generation, GMM-based regime detection, Kelly-based risk management, and CLI tools for backtesting, monitoring, and performance analysis.

FTShare Agent Skills for financial data and investment research workflows｜金融数据 Skill 与投研业务 Skill 仓库。

Course Website Repo for JOURN 8006: Quantitative Research Methods in Journalism

UNMAINTAINED | R-package providing access to fundamental data and valuation metrics for thousands of publicly traded companies worldwide.

Exhaustive research on Polymarket prediction market inefficiencies — past exploits, academic foundations, live mispricings, trading strategies, and future alpha. 100+ sources across EN/KR/CN.