QuantMind is an agent-native knowledge extraction and retrieval framework for quantitative finance.
-
Updated
Aug 15, 2026 - Python
QuantMind is an agent-native 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.
FTShare financial data MCP for AI Agents|通过标准 MCP 接入基础金融数据与 FTShare 特色因子,返回结构化、可核对的结果。
Autonomous quantitative trading research platform with self-improving AI agents using adaptive harness evolution, transforms stock lists into fully backtested strategies without coding
Open-source quantitative decision lab for falsifiable market research.
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.
FTShare financial data Python SDK|通过 Python 和 pandas 接入基础金融数据与 FTShare 特色因子。
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.
A community-curated vault of openly available resources that replicates the rigorous syllabus of top MFE / Quant Finance programs
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.
Options-flow features, unusual activity, dealer positioning, and short-horizon forecasting.
multi-factor equity risk model for US markets, built on Sharadar data
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.
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.
To associate your repository with the quantitative-research topic, visit your repo's landing page and select "manage topics."