Quantitative Research Python Packages

axonx

Agent-native quantitative research harness. Help agents develop and improve research plugins, run experiments, and analyze traceable results through CLI, MCP, and Studio.

qweave

Polars-native, Rust-accelerated factor research engine with 450 built-in alphas, leakage-aware evaluation, and interactive reports.

axonx-studio

Agent-native quantitative research harness. Help agents develop and improve research plugins, run experiments, and analyze traceable results through CLI, MCP, and Studio.

doribt

A 股与 ETF 的轻量高性能回测框架：交易规则开箱即用，Numba 快速回放，完整交易账本。接入自有行情，用普通 Python 函数研究策略。

lacuna-quant

Open-source quantitative research validation for finding where alpha breaks.

ftshare

FTShare financial data Python SDK｜通过 Python 和 pandas 接入基础金融数据与 FTShare 特色因子。

fundcloud

💼 Portfolio research in Python — Rust/PyO3 core, sklearn API, tear sheets, optimisation, and simulation out of the box.

finmlkit

An open-source, lightweight, and blazing-fast financial machine learning library built with Numba. Process raw trades, generate advanced bars, features, and labels for quantitative research.

lacuna-options

Open-source quantitative research validation for finding where alpha breaks.

volsense

End-to-end volatility forecasting platform

perception-xalpha-lite

Backtest overfitting audit for factor research: probability of backtest overfitting (PBO), deflated Sharpe ratio, point-in-time data, purged walk-forward. Searches published factor libraries and reports what actually survived costs.

tnl-intelligence

The Neural Ledger API SDK and packages