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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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statistical-arb-timesfm
statistical-arb-timesfm PublicProduction-grade statistical arbitrage terminal using Google's TimesFM 2.5 and Kalman Filters for dynamic hedge ratio adaptation. Features a high-contrast Bloomberg-style dashboard, vectorized back…
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momentum-trading-strategy
momentum-trading-strategy PublicProfessional quantitative momentum trading strategy with real-time analytics, ML predictions, and comprehensive backtesting framework
Python 2
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