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hft-market-data-processor
hft-market-data-processor PublicHigh-performance Rust implementation of HFT market data processing engine with sub-microsecond latencies for institutional trading platforms
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financeMCPSuite
financeMCPSuite PublicThree MCP servers exposing financial strategy data (metadata, P&L history, risk attribution) with a rich CLI. Built with Python, FastMCP, Pydantic, NumPy, and Click.
Python 1
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SecureAlphaAI
SecureAlphaAI PublicIP-safe, LLM-powered financial strategy analysis built on Anthropic Claude for Quant Researchers, Traders and Developers
Python 1
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timesfm-risk-engine
timesfm-risk-engine PublicA professional-grade quantitative risk tool powered by Google Research's TimesFM 2.5 (Time Series Foundation Model). This suite provides recursive macro-conditioning, Value-at-Risk (VaR) synthesis,…
Python 1
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optiver-quant
optiver-quant PublicHigh-throughput HFT analytics engine specializing in Order Book Imbalance (OBI) and Micro-price statistical arbitrage. Built with Polars, Kafka, and Delta Lake.
Python 1
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Quant-Alpha-Factory
Quant-Alpha-Factory PublicProduction-grade quantitative research platform using Qlib and RD-Agent
Python 1
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