AI agent skill for scanning and validating event-driven arbitrage opportunities in US equities
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Mar 2, 2026
#
us-equities
Here are 7 public repositories matching this topic...
Local-first US-equity quant research workspace — Qlib + LightGBM DoubleEnsemble, factor library, and walk-forward backtesting with a React dashboard.
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Jun 11, 2026 - Python
US-equity quant research that lives inside your AI assistant (Claude/Codex via MCP): explainable ratings, key levels & daily briefs from one command. CLI + MCP, bilingual EN / 中文.
python cli trading mcp investing fintech quant stocks quantitative-finance technical-analysis codex backtesting claude yfinance model-context-protocol us-stocks us-equities
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Jul 5, 2026 - Python
MCP server for US-equity research over SEC EDGAR, Finnhub, and yfinance. Five tools including a deterministic aggregator that flags insider-buy/sell × volume-spike co-occurrence.
python mcp sec-edgar finnhub yfinance equity-research claude-desktop model-context-protocol mcp-server claude-code form-4 us-equities
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May 23, 2026 - Python
Schema-controlled Python research system for equity factor research, synthetic validation, portfolio accounting, backtesting, and empirical-data readiness.
python data-science data-engineering modelling quantitative-finance cicd predictive-analytics ruff asset-pricing asx backtesting uv research-software factor-investing empirical-finance financial-analytics point-in-time-data us-equities
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Jun 24, 2026 - Python
Quill - Deterministic, risk-governed multi-agent trading engine for US equities. A strategy swarm proposes orders; an independent risk guardian has final say. Paper mode by default, gated live Robinhood MCP execution.
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Jun 24, 2026 - Python
A Python research framework that tests whether stock factor models really explain market behavior, or just look accurate because of hidden proxy effects.
python bootstrap reproducible-research quant ridge-regression model-evaluation factor-model regime-switching trustworthy-ai financial-ml us-equities
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May 27, 2026 - Python
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