| Name | Version | Summary | date |
| StrateQueue |
0.5.0 |
The fastest way from backtest to live trading |
2025-08-15 09:33:00 |
| meridianalgo |
2.1.2 |
Advanced Financial Analysis Platform: ML Predictions, Technical Analysis, Portfolio Management, Risk Assessment & Market Intelligence |
2025-08-15 01:53:14 |
| qis |
3.3.13 |
Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies |
2025-08-14 13:54:21 |
| tektii |
1.3.0 |
Build trading strategies that run anywhere - Write Once. Trade Everywhere. |
2025-08-13 11:31:35 |
| ccxt |
4.4.100 |
A JavaScript / TypeScript / Python / C# / PHP cryptocurrency trading library with support for 100+ exchanges |
2025-08-12 16:58:41 |
| mas |
0.1.9 |
MAS is a Python library for automated trading and backtesting on MetaTrader 5 with KPI reports and dynamic visualization. |
2025-08-11 07:36:16 |
| edge-research-pipeline |
1.1.0 |
Modular pipeline for quantitative signal discovery and validation |
2025-08-07 06:38:32 |
| investos |
0.7.0 |
Reliable backtesting and portfolio optimization for investors who want to focus on generating alpha |
2025-08-01 00:21:01 |
| tektii-strategy-sdk |
0.6.0 |
SDK for building and running backtest strategies on the Tektii platform. |
2025-07-29 12:38:31 |
| pyHaasAPI |
0.1.1 |
Python library for HaasOnline API - Free for individual traders and research institutions. Commercial licensing available for hedge funds and financial institutions. |
2025-07-21 06:01:40 |
| mseep-composer-trade-mcp |
0.1.7 |
Composer MCP Server - Backtest and Automate your trades with LLMs |
2025-07-18 06:18:25 |
| composer-trade-mcp |
0.1.7 |
Composer MCP Server - Backtest and Automate your trades with LLMs |
2025-07-14 16:32:20 |
| stacking-sats-pipeline |
0.4.0 |
Hypertrial's Stacking Sats Library - Optimized Bitcoin DCA |
2025-07-09 03:43:48 |
| aiomql |
4.0.14 |
Asynchronous MetaTrader5 library and Algorithmic Trading Framework |
2025-06-29 17:07:54 |
| backtesting |
0.6.2 |
Backtest trading strategies in Python |
2025-02-19 15:27:58 |
| riskoptima |
1.24.0 |
RiskOptima is a powerful Python toolkit for financial risk analysis, portfolio optimization, and advanced quantitative modeling. It integrates state-of-the-art methodologies, including Monte Carlo simulations, Value at Risk (VaR), Conditional VaR (CVaR), Black-Scholes, Heston, and Merton Jump Diffusion models, to aid investors in making data-driven investment decisions. |
2025-02-16 19:26:10 |
| dojo-compass |
3.8.10 |
Develop, simulate and backtest trading strategies on DeFi protocols. |
2025-02-05 14:27:38 |
| olympustrader |
0.3.5.2 |
trading bot framework |
2025-01-13 22:55:34 |
| quant-analytics |
1.0.4 |
A financial performance and risk analysis library for quantitative research and backtesting. |
2025-01-13 14:29:12 |
| nomadic |
0.0.1.5 |
Nomadic is an enterprise-grade toolkit for teams to continuously optimize compound AI systems |
2025-01-09 08:39:52 |