QuantCoderFS is a lean, local-first AI research lab for quantitative finance. It automates the alpha research process using LLMs, agent-based workflows, and structured financial data.
The platform supports end-to-end workflows for:
- Searching and summarizing academic literature and financial media
- Extracting insights and signals using AI agents
- Generating executable Python strategies for QuantConnect
- Integrating high-fidelity market data from EODHD
QuantCoderFS is designed for reproducibility, modularity, and full local operation — with no login, no tracking, and no vendor lock-in.
By sponsoring, you help sustain independent research at the intersection of finance and AI, free from institutional constraints and commercial influence.
Featured work
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SL-Mar/quantcoder-legacy
The legacy version of QuantCoder, containing core workflows for transforming finance research into trading strategies and generating code for QuantConnect. Code is no longer maintained.
Python 68 -
SL-Mar/codes-articles
A collection of Python code snippets, list of publications and non-structured projects related to quant finance, AI and algorithmic trading. Code is not maintained.
Python 2
$1 a month
SelectI conduct independent research at the intersection of quantitative finance and artificial intelligence, without institutional or commercial backing. Your sponsorship helps sustain open, community-supported innovation through QuantCoderFS — a lean, local-first research lab built for modular, reproducible alpha discovery.
Thank you for supporting thoughtful, exploratory work in this space.