Resources to Prepare for Quant Developers/ Quantitative Researcher/ Quantitative Trader/ Quant Analyst/ Software Engineers in Quant Trading Firms, HFTs and Hedge Funds

FinnewsHunter: Multi-agent financial intelligence platform powered by AgenticX. Real-time news analysis, sentiment fusion, and alpha factor mining.

A collection of scripts and notebooks to help you get started quickly.

Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

This is my github repository where I post trading strategies, tutorials and research on quantitative finance with R, C++ and Python. Some of the topics explored include: machine learning, high frequency trading, NLP, technical analysis and more. Hope you enjoy it!

Python Market Simulation Engine Built on top of Generative AI

Quantitative Finance & Statistics Projects. Topics including multiple linear regression, variance and instability estimates, display methodology.

IB Gateway in a headless docker container.

The official example scripts for the Numerai Signals Data Science Tournament

Streamlit IV surface visualizer (Yahoo Finance + Black–Scholes). Explore IV vs expiry and strike/log-moneyness.

I did this project as one of the parts from a Python test for my Master's degree. The objective was to practice the treatment of financial time series.

High-performance C++ Trading Engine

High-Performance Automatic Differentiation for Python

RustyQlib: A quant library for derivative pricing and quantitative finance

Engine and UI for tracking trading performance across stocks and derivatives (options, futures, & future options).

The open-source, fault-tolerant trading kernel behind XaiAlgo. Features separate strategy logic, ghost-order detection, and auto-backfilling. Built for rock-solid stability on Linux.

Technical analysis in R: indicators, candlestick pattern detection, and interactive trading charts.

Trading Evolved book code

AI-Gated Arbitrage Strategy for Prediction Markets. Uses XGBoost to predict trade fill probability and avoid liquidity traps in volatile order books.

ArbiterLabs