AI agent skill for scanning and validating event-driven arbitrage opportunities in US equities
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Mar 2, 2026
#
us-equities
Here are 15 public repositories matching this topic...
Content-addressed, replay-verifiable snapshots of free US-listed equity data sources.
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Jul 20, 2026 - Python
US-equity quantitative research, backtest and paper-trading system (codename Plutus).
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Jul 15, 2026 - Python
Local-first, explainable US equity crowding-risk monitor | 本地优先的美股拥挤风险雷达
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Jul 26, 2026 - Python
Local-first US-equity quant research workspace — Qlib + LightGBM DoubleEnsemble, factor library, and walk-forward backtesting with a React dashboard.
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Jun 11, 2026 - Python
Portfolio research on US equities — point-in-time data, survivorship-bias-free backtests, walk-forward validation gated by Deflated Sharpe and PBO. 158 factors over 20,931 tickers (1997-2026), plus tactical ETF allocation. Ships the rejections too: 1 adopted, 20+ rejected, and one headline number retracted.
python quant portfolio-optimization sharpe-ratio quantitative-finance etf asset-allocation backtesting point-in-time overfitting factor-model factor-investing tactical-asset-allocation duckdb alpha-research walk-forward survivorship-bias us-equities deflated-sharpe sharadar
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Aug 17, 2026 - Python
US-equity quant research that lives inside your AI assistant (Claude/Codex via MCP): explainable ratings, key levels & daily briefs from one command. CLI + MCP, bilingual EN / 中文.
python cli trading mcp investing fintech quant stocks quantitative-finance technical-analysis codex backtesting claude yfinance model-context-protocol us-stocks us-equities
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Aug 15, 2026 - Python
A Claude Code harness that turns Claude into a disciplined Minervini SEPA momentum-stock analyst for US equities — deterministic evidence, model judgment.
python sepa technical-analysis stock-analysis vcp ai-agent minervini momentum-trading claude-code llm-harness us-equities trend-template
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Aug 17, 2026 - Python
A Python research framework that tests whether stock factor models really explain market behavior, or just look accurate because of hidden proxy effects.
python bootstrap reproducible-research quant ridge-regression model-evaluation factor-model regime-switching trustworthy-ai financial-ml us-equities
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May 27, 2026 - Python
MCP server for US-equity research over SEC EDGAR, Finnhub, and yfinance. Five tools including a deterministic aggregator that flags insider-buy/sell × volume-spike co-occurrence.
python mcp sec-edgar finnhub yfinance equity-research claude-desktop model-context-protocol mcp-server claude-code form-4 us-equities
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May 23, 2026 - Python
Automation for tracking holdings and share-count changes in selected US-market ETFs over time, with persistent history and Discord alerts.
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Aug 15, 2026 - Python
Isolated Pi profile package for bottom-up research on US-listed companies, bundling five research skills, selected Pi resources, and bootstrap tooling.
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Aug 16, 2026 - Python
Quill - Deterministic, risk-governed multi-agent trading engine for US equities. A strategy swarm proposes orders; an independent risk guardian has final say. Paper mode by default, gated live Robinhood MCP execution.
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Jun 24, 2026 - Python
Schema-controlled Python research system for equity factor research, synthetic validation, portfolio accounting, backtesting, and empirical-data readiness.
python data-science data-engineering modelling quantitative-finance cicd predictive-analytics ruff asset-pricing asx backtesting uv research-software factor-investing empirical-finance financial-analytics point-in-time-data us-equities
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Jun 24, 2026 - Python
Lightweight research-only quantitative system with one Python package, one CLI, deterministic backtesting, and fail-closed market/data semantics.
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Aug 15, 2026 - Python
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