Acknowledgements

MTS1B stands on the shoulders of an enormous amount of open-source work. This page lists the upstream projects we depend on or were inspired by, with thanks.

Quantitative finance + research

• QuantLib (Ferdinando Ametrano et al., BSD) — the 25-year-old C++ library that defined a lot of pricing conventions. mts1b-quantkit is named to avoid confusion but takes inspiration.
• López de Prado's research — HRP (2016), purged CV, combinatorial backtesting. All implemented in mts1b-quantkit.
• Black-Litterman 1992 — portfolio optimization model.
• Almgren & Chriss 2000 — optimal execution. Implemented in mts1b-oms-algos.
• Empyrical (Quantopian, Apache 2.0) — risk metrics conventions.
• Pyfolio (Quantopian, Apache 2.0) — performance analysis conventions.

Backtest + research infrastructure

• Backtrader — pure-Python backtest engine that influenced the API design of mts1b-GPUbacktester.
• VectorBT — vectorized backtesting; inspired the CUDA kernel layout.
• Zipline — pipeline + factor library.
• Prefect — flow orchestration used in mts1b-research.

Data + adapters

• Polars — fast DataFrame library, used in mts1b-datalake.
• DuckDB — embedded analytical database, used across the stack.
• Pydantic — the type system underpinning mts1b-foundation.
• NATS — event bus.
• FastAPI — REST APIs in services.
• ib-insync — IBKR client patterns.
• ccxt — crypto exchange unification reference.

Infrastructure + deploy

• Docker + Docker Compose — primary v1 deployment target.
• Proxmox VE — LXC + KVM virtualization. The maintainer's primary testbed.
• Kubernetes + Helm — v2 deployment target.
• HashiCorp Nomad — alternative v2 target.
• Vault — secrets management.
• Caddy — TLS + reverse proxy.
• Authentik — SSO + OIDC.

Tooling

• Ruff — fast Python linter + formatter.
• mypy — static type checker.
• pytest — test framework.
• pre-commit — git hooks.
• gitleaks — secret scanning.
• scancode-toolkit — license audit.

Documentation + community

• Docusaurus (Meta) — what this docs site runs on.
• Algolia DocSearch — free search for OSS docs.
• Discord — community platform.
• Contributor Covenant — our Code of Conduct template.
• Keep a Changelog — our changelog format.
• Conventional Commits — our commit message convention.

Missing something?

If you maintain an OSS project we use or were inspired by and we missed you, please open a PR to add the acknowledgement. We want this list to be complete.

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"If I have seen further, it is by standing on the shoulders of giants." — Newton