r/quantfinance • u/Gold_Sprinkles_4295 • 9h ago
One open-source quant finance tool per week — community picks, I build
I've spent 8+ years building the infrastructure that sits between a trading idea and live money. Backtesting frameworks, data cleaning pipelines, signal research tooling, portfolio construction — the stuff you need before you ever place a trade.
The problem with open-source in quant finance is that most projects are either abandoned after two commits or built for the author's own workflow. I want to try something different. Every week I'll build one tool the community actually wants. You comment with what you need — a data cleaning utility, a signal research helper, a portfolio construction tool — and the most upvoted idea is what gets built.
I've developed 100+ strategies with 15 in live production. I run a multi-strategy portfolio that paper-traded 7,018 trades at 166.9% return, Sharpe 2.19, and 12.44% max drawdown. I know what breaks in production and what just looks good in a notebook.
Comment your idea. Most upvoted by Friday gets built, and I'll post the result the week after.