Q

quant

API to lookup your Quellensteuer rate.

Rust market data library: Binance, Coinbase, Alpaca and Polygon WebSocket trades normalized to one exact-decimal tick, a lock-free ring buffer, OHLCV bars, order books, feed health checks and replay.

Rust trading library: exact decimal prices, a level-2 order book, ticks to OHLCV candles, 700+ streaming technical indicators, Black-Scholes Greeks, a position ledger and risk limits. Checked types, no panics.

C++ trading library with exact decimals: header-only C++17 API and C API for 740 technical indicators, an L2 order book, OHLCV candles, Black-Scholes Greeks, position ledger, risk rules and a backtester. Rust-powered (fin-primitives).

Python crypto WebSocket market data: live Binance and Coinbase trades, Binance/Coinbase/Alpaca/Polygon trade normalization with exact decimals, OHLCV bars, order books, feed health, order flow imbalance (OFI) and VPIN. Rust core (fin-stream), prebuilt wheels, pip install fin-stream.

Python technical indicators library and trading toolkit with exact decimals: 740 streaming indicators, L2 order book, ticks to OHLCV candles, position ledger, risk rules, Black-Scholes Greeks, backtester. Rust-powered (fin-primitives).

Python SDK for Special Relativity Financial Modeling: Lorentz factors, spacetime intervals and geodesic signals on OHLCV data with pandas.

Reproducible research code for the SRFM paper: special-relativistic geometry on OHLCV bars to split market regimes into timelike and spacelike.

Special relativity for market data: C++20 library and Linux/Windows tools that label stock and crypto price bars timelike or spacelike using beta, the Lorentz factor and the spacetime interval. Research code, not financial advice.

Quant research lab using special relativity maths on market data: labels price bars timelike or spacelike, detects black-hole wells, with backtests, Monte Carlo and paper trading. One-command Python demo. Research code, not financial advice.

Stop guessing. Spot mispriced markets and follow the smart money on Polymarket & Kalshi - your quant edge, in the browser. FastAPI + Next.js + XGBoost paper-trading prediction platform.

Curated list of trading tools, libraries, data sources, and educational resources. By GFIL.

Multi-timeframe cTrader cBot — six ML bots (M1..H4) merged into one .algo via data-driven whitelist. MIT licensed.

Common statistics and functions to work with financial time series.