QuantConnect
Cloud backtesting and live trading on Lean. Equities, futures, options, crypto. Large dataset library.
Quant tool directory
Hand-picked links to mainstream quant infrastructure. No paid placements, no rankings. Updated manually as the ecosystem shifts.
Backtesting
Frameworks and engines for strategy research and simulation.
Lean
Open-source algorithmic trading engine by QuantConnect. C# core with Python support.
backtrader
Python event-driven backtesting library. Flexible broker and data feed model for retail quants.
vectorbt
Vectorized backtesting in Python with NumPy and Pandas. Strong for parameter sweeps and portfolio analysis.
NautilusTrader
High-performance event-driven platform in Rust and Python. Built for production-grade systematic trading.
Zipline
Classic Python backtester from the Quantopian era. Still useful as reference; community forks active.
Data
Market data APIs, macro series, and alternative data starting points.
Polygon.io
REST and WebSocket APIs for US equities, options, forex, and crypto. Popular for indie quant stacks.
Alpha Vantage
Free tier API for equities, forex, crypto, and technical indicators. Good for prototypes.
Nasdaq Data Link
Formerly Quandl. Macro, futures, and alternative datasets. Mix of free and premium tables.
yfinance
Python wrapper for Yahoo Finance data. Quick OHLCV pulls for research and prototyping.
CryptoCompare
Crypto market data, historical trades, and social metrics. API for spot and derivatives research.
Official sources
Primary macro, regulatory, and market data from government and central bank sites. Start here before third-party feeds.
Federal Reserve
U.S. central bank. FOMC statements, speeches, policy tools, and the H.15 release on interest rates.
FRED
St. Louis Fed database. 800k+ macro series — rates, CPI, employment, GDP components. Free API.
Bureau of Labor Statistics
U.S. CPI, PPI, payrolls, and unemployment. Primary source for inflation and labor market releases.
Bureau of Economic Analysis
U.S. GDP, PCE, trade balance, and national accounts. Core input for macro regime and growth models.
SEC EDGAR
U.S. corporate filings — 10-K, 10-Q, 8-K, insider trades. Primary source for fundamental and event-driven research.
U.S. Treasury
Yield curve data, auction results, and fiscal releases. Daily Treasury yield curve is a standard rates benchmark.
European Central Bank
Eurozone rates, monetary policy, and statistical data warehouse. Key for EUR and global macro context.
Bank for International Settlements
Global banking statistics, credit gaps, and OTC derivatives data. Useful for systemic risk and cross-border macro work.
Community
Forums, aggregators, and feeds worth following for quant practitioners.
QuantConnect Forum
Active community for Lean, data questions, and strategy implementation discussions.
r/algotrading
Broad retail quant community. Useful for tooling tips; treat performance claims with skepticism.
Quantocracy
Aggregator of quant blog posts. Good daily scan for research ideas and implementation notes.
arXiv q-fin
Latest quantitative finance preprints. Primary source for frontier academic work.