Subject
25 entries
Finance
Bookmarks
Wealthfolio: offline open-source portfolio tracker
Wealthfolio is an open-source, offline-first desktop portfolio tracker that stores all financial data locally. No subscriptions, no cloud sync, no account required — just a standalone app for tracking investments privately.
altLINE Equity Simulator: Cap Table Dilution Calculator
AltLINE's equity simulator shows how raising angel or VC money dilutes founder ownership across funding rounds — an interactive tool for demystifying cap table math before signing a term sheet. Simple but concretely useful for first-time founders.
Causal: The Business Planning Platform
Causal replaces financial spreadsheets with a formula-based modeling tool that connects to accounting/CRM data and generates shareable dashboards. The pitch is better than Excel for planning — traceable assumptions, cleaner formulas, built-in scenarios.
OpenBB Terminal: Open-Source Investment Research
OpenBB Terminal is an open-source Python-based investment research platform that brings Bloomberg Terminal-style capabilities to retail investors and developers. A community-built alternative to expensive financial data terminals.
Didact AI: The Anatomy of an ML-Powered Stock Picking Engine
A technical teardown of Didact AI's ML-powered stock picking engine — covering feature engineering, model architecture, training pipeline, and how uncertainty quantification informs position sizing. Rare public documentation of a production ML trading system.
Market Making (Lecture Notes 04a)
Lecture notes (module 4a) on market making — the practice of continuously quoting bid and ask prices to provide liquidity in financial markets, managing inventory risk and adverse selection in exchange for earning the spread. A core topic in market microstructure theory with direct practical application in algorithmic trading and quantitative finance.
DeFi Saver: Next-Generation DeFi Management Dashboard
DeFi Saver is a management dashboard for creating and tracking DeFi positions across Maker, Aave, Compound, and other protocols from a single interface. It adds automation features like automated liquidation protection that native protocol interfaces don't offer.
DeFi Derivatives: A Comprehensive Landscape Guide
A comprehensive GitHub resource mapping the DeFi derivatives landscape — covering options, perpetuals, interest rate swaps, and structured products built on Ethereum. An invaluable reference for understanding how traditional financial derivatives translate to on-chain primitives.
Extend Your Runway: Cheap Money Is Over
A Canvas App post from the 2022 rate-rising environment advising startups how to extend runway when cheap capital disappears — covering expense audits, revenue focus, hiring freezes, and the mental shift from growth-at-all-costs to default-alive thinking. A time capsule of the 2022 funding winter mindset.
Machine Learning in Finance: From Theory to Practice
Springer 2020 textbook by Dixon, Halperin, and Bilokon bridging ML theory and quantitative finance practice — covering supervised learning, NLP for financial texts, RL for trading, and deep learning for derivatives pricing. The most rigorous academic treatment of ML applied to finance.
Financial Text Summarization with Hugging Face and Keras
A tutorial on fine-tuning distilled BART for financial news summarization using Hugging Face Transformers with Keras and Amazon SageMaker — generating headline-length summaries from longer articles. A practical demonstration of seq2seq fine-tuning on domain-specific data.
They Still Haven't Told You: Overnight vs. Intraday Market Anomaly
Bruce Knuteson documents a decades-long anomaly in global stock markets where overnight returns consistently exceed intraday returns in ways consistent only with a large quant firm systematically expanding its book at open and contracting at close. A forensic finance argument that major market manipulation has gone unreported by the institutions supposed to catch it.
Crypto Wash Trading
A finance paper by Cong, Li, Tang, and Yang that introduces systematic statistical tests for detecting wash trading on unregulated cryptocurrency exchanges, finding over 70% of reported volume is fake. The methodology — Benford's Law, size rounding patterns, tail distributions — is reusable forensic infrastructure for any manipulated market.
House Stock Watcher
House Stock Watcher aggregates mandatory stock trade disclosures from US House of Representatives members, making congressional trading activity searchable and browsable. A civic transparency tool that emerged after insider trading concerns about congressional stock trades.
An Intern's Guide to Trading
A Nasdaq primer on trading mechanics for interns entering financial firms — order types, market microstructure basics, and how professional trading differs from retail investing. Good orienting material before entering a trading-adjacent role.
CS 7646: Machine Learning for Trading
CS 7646 is Georgia Tech's OMSCS course applying machine learning to financial trading — covering technical indicators, reinforcement learning for portfolio management, and backtesting. One of the few accredited graduate courses that bridges quant finance and ML.
Secrets of Crypto Thread
A Twitter thread from SecretsOfCrypto explaining crypto concepts or market dynamics, saved in May 2021 at the height of the crypto bull run. Context suggests educational content about crypto investing or mechanics.
ThetaGang: Options Premium Collection Bot
ThetaGang is an open-source Python bot for Interactive Brokers that automates theta-positive options strategies — selling covered calls and cash-secured puts to collect premium. Designed for passive income from options rather than directional trading.
10 Options Strategies to Know
Investopedia's overview of 10 common options trading strategies — from the covered call to the iron condor. A practical reference for understanding the risk/reward profiles of standard options positions, useful for any investor venturing beyond stock picking.
HFT — High-Frequency Trading
Scarce Capital's explainer on high-frequency trading — how co-location, order types, and microsecond latency advantages let HFT firms extract value from modern equity markets. A critical but fair-minded overview of a frequently misunderstood practice.
Quandl Python API
Quandl's Python API documentation — the quandl Python library that let researchers pull financial and economic time-series data directly into pandas DataFrames with a single function call. The key practical interface for data scientists using Quandl.
Quandl — Intelligent Search for Numerical Data
Quandl is a search engine for numerical data — financial series, economic indicators, and alternative datasets unified behind a single API. In 2013 it was the go-to free source for quantitative researchers who needed structured time-series data without Bloomberg Terminal access.
SADDLE — Scala Data Library
SADDLE is a Scala data manipulation library modeled after pandas and R's data.frame — bringing labeled, indexed data structures to the JVM. Aimed at quantitative analysts who wanted Python/R-style data manipulation within Scala's type system.
A High Frequency Trader's Apology, Pt 1
Chris Stucchio's defense of high-frequency trading — arguing HFT provides liquidity and tightens spreads rather than front-running retail investors. A careful, data-driven pushback against the popular villain narrative.
Paths to $5M for a Startup Founder
Gabriel Weinberg (DuckDuckGo founder) mapping the concrete financial paths to $5M for a founder — acquisition, IPO, lifestyle business, or secondary sales. Useful for calibrating expectations about what outcomes are actually achievable at different levels of equity and dilution.