We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.

Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio (Sangadiev et al., 2020), etc.

Algo Library for Order Flow Inference and TCA

Reinforcement learning environment for trading

PhD research validating LLM understanding of market microstructure through obfuscation testing. Novel methodology proves LLMs detect dealer hedging constraints without temporal context. P#1: 71.5% detection, 91.2% accuracy

📈 Automate your profits with this Polymarket arbitrage bot, designed to find and capitalize on binary betting opportunities efficiently.

Quantitative Research & Algorithmic Trading 2025: Comprehensive trading systems including MQL5 Expert Advisors, TradingView Pine Script indicators, Python analytics tools, and self-reviewed research papers on strategy optimization, pattern recognition, orderflow, volume profile analysis, and more. Revolving around Exness Broker

Fundamental package for quantitative finance with Python.

Professional HFT market surveillance and analysis platform with real-time order book analysis, DeepLOB CNN predictions (63.4% accuracy), automated paper trading, and advanced anomaly detection. Built with Python/FastAPI, C++ analytics engine, React dashboard, and deployed on AWS. 160+ snapshots/sec, sub-ms latency.

Reinforcement Learning for Execution & Portfolio Allocation -- open research repo using PPO/SAC with classical baselines (TWAP, VWAP, Almgren-Chriss). LGPL-3.0 Licensed. Contributions welcome.

Mathematical modeling of order flow imbalance (OFI) and liquidity decay in fragmented markets.

Non-Markovian Zero Intelligence LOB model

Modular institutional-grade quant trading system using only OHLCV data. Includes TA signals, stats layer, and ML-ready features.

Quantifi Sogang

Council-ready simulator for the Symbolic Coherence Exchange Protocol (SCEP): issuance/burn dynamics, adversary modeling, amortized circuit breakers, seeded phase maps, and clean CSV exports.

Spectral Machine Learning for Market Microstructure: Fourier-Laplace Signal Decomposition for Alpha Discovery

AnsCom Quantitative Suite | Research Paper available | A live terminal that approximates the ICICI Prudential Gold ETF (GOLDIETF) price after India's National Stock Exchange (NSE) market hours, using XAUUSD and USDINR in real-time.

Institutional order flow detection and market microstructure analysis

Risk Optimization with Heuristic Agent Network: agentic framework for autonomously evolving and stress-testing trading strategies, using LLMs and market simulation.

A non-predictive decision grammar system for market execution.