Open-source trading engine and MCP server for prediction markets. Fee-aware no-arbitrage trading across related contracts, live on Kalshi, Polymarket and Solana or on paper.
Talk to agents. Test trading ideas. Try AI trading agents on real market data — no code required.
Translation pending
8h +1★ 788Finance
Do you operate this project?
Owners of public repositories under a personal GitHub account can sign in to verify ownership and manage the introduction themselves. No administrator approval is needed.
Organization repository · verify with a repository file
Sign in, generate a verification file, and commit it to this repository’s default branch within 30 minutes. Files on other branches or forks do not count. Then check the file below to manage the project without administrator approval. Keep the file to retain your access.
If needed, you will go to sign-in. After signing in, return here and press your chosen verification button again.
Run /nomorevibe verify in your project folder to verify ownership and manage the introduction yourself.
Single-ticker research dashboard for swing trading (holds of days to a few weeks).
BUILD_PROMPT.md is the spec, and MANIFESTO.md overrides it on philosophy and design.
7 Backtester (no look-ahead, tested), S1-S4, IS/OOS hold-out, walk-forward, variant counter, t ≥ 3 hurdle, CSV upload
Not yet run on live data. The build sandbox cannot reach Yahoo, so everything was tested against
synthetic data (49 engine tests). Your first local run is the real test; tell me what breaks.
Pages
Page
What it is for
/t/TICKER
All panels for one stock, ending in the Verdict: score, thesis, invalidation, exit, "Log as trade"
/journal
Every trade, plus where your results come from (setup, emotion, weekday, plan-following, hold times)
/lab
Backtest S1-S3 (+ S4 regime filter) on tickers or an uploaded CSV
/settings
Scorecard weights (saved in your browser)
How it runs (no computer needed)
GitHub Action (weekdays after the US close) Vercel website
watchlist.txt -> engine/scripts/snapshot.py -> data branch -> reads JSON
GitHub Action "Run backtest" (you click Run) -> data branch -> Lab "Load latest result"
Data: the Nightly data snapshot Action runs every weekday at 22:37 UTC. It runs every
analysis for the tickers in watchlist.txt and publishes JSON to the data branch.
To add a ticker, edit watchlist.txt on GitHub (max 60); a fresh snapshot starts automatically when
you commit the change (~5-10 min), or run the Action by hand: Actions -> Nightly data snapshot -> Run workflow.
Macro + regime badge: add a free FRED key as a repo secret named FRED_API_KEY
(Settings -> Secrets and variables -> Actions). Without it those panels stay empty.
Journal: stored in your browser. Use Export on the Journal page to back it up.
Backtests: on the Lab page click Prepare GitHub run, copy the request, paste it into
Actions -> Run backtest -> Run workflow, then Load latest result a few minutes later.
Vercel: Root Directory web. Leave NEXT_PUBLIC_ENGINE_URLunset (setting it switches the
site to live-engine mode).
The site reads https://raw.githubusercontent.com/expowolf/startupideas/data/..., so the repo must
stay public. A private repo would need the data published elsewhere.
Optional: live engine on your computer
Any ticker on demand, journal in SQLite, CSV uploads in the lab. Windows commands:
cd engine
py -m venv .venv
.venv\Scripts\activate
pip install -r requirements.txt
copy ..\.env.example .env # add FRED_API_KEY
uvicorn app.main:app --port 8000
cd ..\web
npm install
echo NEXT_PUBLIC_ENGINE_URL=http://localhost:8000 > .env.local
npm run dev # http://localhost:3000
Swing trading needs daily bars, not live quotes; free, nothing left running. Yahoo blocks many cloud IPs, so the Action fails loudly if it gets no prices
"Hedge fund algorithms"
Not built as such
Proprietary. We implement the published anomalies they trade (S1-S3)
Manipulation detection
"Trap detector" from daily OHLCV + yfinance headlines (phase 5)
Spoofing needs paid order-book data. Panel measures failed breakouts, stop sweeps and faded news gaps; it does not claim who caused them
TradingView
Free embed widget as a second chart tab
No account API exists. Widget data is display-only and never feeds the scorecard or backtests
FinanceDatabase
Not needed after all
Sector → ETF mapping is a fixed 11-row table (Yahoo sector → SPDR fund); a 100 MB dependency was not worth it
Regime rule
SPY vs 200-day average + VIX (25 / 20 thresholds), fixed in advance
High-yield spread shown but excluded: FRED only serves ~3 years of it, so it can't be backtested
Revenue-surprise filter (S1)
Not offered
yfinance has no history of revenue estimates
Yield curve
Added DGS1, DGS5, DGS30 to the FRED list
Three points don't make a curve; scripts.validate checks them like the rest
investing-algorithm-framework
Not adopted
Lacks the variant counter, IS/OOS hold-out and t-stat hurdle this spec requires
Congress trades
Not built yet (pending your call)
See research below
shadcn/ui
Components hand-written in shadcn style
The shadcn registry was unreachable from the build sandbox; run npx shadcn add … locally if you want the originals
Congress trading research (kadoa-org/congress-trading-monitor)
Data is a static JSON snapshot (~157 MB) committed to their repo, built from House Clerk, Senate eFD and OGE filings. The repo has no scraper; Kadoa collects the data with its paid service, and "continuous updates" require contacting Kadoa sales.
In its latest 5,000 trades, the median delay from trade to disclosure is 61 days, and 59% were flagged late.
For a 2-week swing hold, that is history, not a signal.
