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1. hft-market-data-processor hft-market-data-processor Public

   High-performance Rust implementation of HFT market data processing engine with sub-microsecond latencies for institutional trading platforms

   Rust 7 3

2. financeMCPSuite financeMCPSuite Public

   Three 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

3. timesfm-risk-engine timesfm-risk-engine Public

   A 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

4. statistical-arb-timesfm statistical-arb-timesfm Public

   Production-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…

   Python 5 1

5. momentum-trading-strategy momentum-trading-strategy Public

   Professional quantitative momentum trading strategy with real-time analytics, ML predictions, and comprehensive backtesting framework

   Python 2

6. ApexQuant-Engine ApexQuant-Engine Public

   Professional event-driven quantitative trading framework for deterministic backtesting, risk controls, simulated execution, reports, dashboards, and API services.

   Python 1