

Transform Financial Knowledge into Actionable Intelligence
Why QuantMind • Architecture • Quick Start • Usage • Roadmap • Vision • Contributing
QuantMind is an intelligent knowledge extraction and retrieval framework for quantitative finance. It transforms unstructured financial content—papers, news, blogs, reports—into a queryable knowledge base, enabling AI-powered research at scale.
| 🗞️ News | 📝 Description |
|---|---|
| 🎉 Accepted at NeurIPS 2025 Workshop | Our paper Quant-Mind has been accepted to the NeurIPS 2025 GenAI in Finance Workshop !🚀 |
| 📢 First Release on GitHub | Quant-Mind is now live on GitHub — please check it out and join us! 🤗 |
QuantMind is a next-generation AI platform that ingests, processes, and structures every new piece of quantitative-finance research, including papers, news, blogs, and SEC filings into a semantic knowledge graph. Institutional investors, hedge funds, and research teams can now explore the frontier of factor strategies, risk models, and market insights in seconds, unlocking alpha that would otherwise remain buried.
The financial research landscape is overwhelming. Every day, hundreds of papers, articles, and reports are published.

QuantMind is built on a decoupled, two-stage architecture. This design separates the concerns of data ingestion from intelligent retrieval, ensuring both robustness and flexibility.
This layer is responsible for collecting, parsing, and structuring raw information into standardized knowledge units.
Source APIs (arXiv, News, Blogs) → Intelligent Parser → Workflow/Agent → Structured Knowledge Base
This layer transforms structured knowledge into actionable insights through various retrieval mechanisms.
Knowledge Base → Embeddings → Solution Scenarios (DeepResearch, RAG, Data MCP, ...)
Embedding Generation: Converts knowledge units into high-dimensional vectors for semantic search
Solution Scenarios: Multiple retrieval patterns including:
DeepResearch: Complex multi-hop reasoning across documents
We use uv for fast and reliable Python package management.
Prerequisites:
Installation:
```bash # On macOS and Linux curl -LsSf https://astral.sh/uv/install.sh | sh
# On Windows powershell -c "irm https://astral.sh/uv/install.ps1 | iex"
# Or using pip pip install uv ```
bash
git clone https://github.com/LLMQuant/quant-mind.git
cd quant-mind
```bash # Create a virtual environment uv venv
# Activate it # On macOS/Linux: source .venv/bin/activate
# On Windows: .venv\Scripts\activate ```
bash
uv pip install -e .
paper_flowimport asyncio
from quantmind.configs import PaperFlowCfg
from quantmind.configs.paper import ArxivIdentifier
from quantmind.flows import paper_flow
async def main() -> None:
paper = await paper_flow(
ArxivIdentifier(id="2401.12345"),
cfg=PaperFlowCfg(model="gpt-4o-mini"),
)
print(paper.model_dump_json(indent=2))
asyncio.run(main())
batch_runimport asyncio
from quantmind.configs import PaperFlowCfg
from quantmind.configs.paper import ArxivIdentifier
from quantmind.flows import batch_run, paper_flow
async def main() -> None:
inputs = [ArxivIdentifier(id=aid) for aid in (
"2401.12345", "2401.12346", "2401.12347",
)]
result = await batch_run(
paper_flow,
inputs,
cfg=PaperFlowCfg(model="gpt-4o-mini"),
concurrency=3,
on_error="skip",
on_progress=lambda done, total: print(f"{done}/{total}"),
)
print(f"ok={result.success_count} failed={result.failure_count}")
asyncio.run(main())
magicimport asyncio
from quantmind.flows import paper_flow
from quantmind.magic import resolve_magic_input
async def main() -> None:
inp, cfg = await resolve_magic_input(
"Pull arXiv 2401.12345 about cross-sectional momentum; use gpt-4o-mini.",
target_flow=paper_flow,
)
paper = await paper_flow(inp, cfg=cfg)
print(paper.model_dump_json(indent=2))
asyncio.run(main())
Note: QuantMind is mid-migration to OpenAI Agents SDK (see #71). PR5 lands the apex layer (
flows/+magic.py); the remaining work is themind/memory + store layer scheduled for PR6 and PR7.
flow design for user-friendly usageknowledge/ (Pydantic-based)mind/memory) for batch document processing[!IMPORTANT] This section describes our long-term vision, not current capabilities. While QuantMind today provides a solid knowledge extraction framework, the features described below represent our aspirational goals for future development.
QuantMind is designed with a larger vision: to become a comprehensive intelligence layer for all financial knowledge. We're building toward a system that understands the interconnections between academic research, market news, analyst reports, and social sentiment—creating a unified knowledge base that powers better financial decisions.
The foundation we're building today—starting with papers—will expand to encompass the entire financial information ecosystem.
[!NOTE] Future Conceptual Example (PR6 brings
FilesystemMemory):```python from quantmind.configs.paper import ArxivIdentifier from quantmind.flows import paper_flow from quantmind.knowledge import Paper from quantmind.mind.memory import FilesystemMemory # PR6
memory = FilesystemMemory("./mem/factor-research/") for arxiv_id in arxiv_ids: paper: Paper = await paper_flow(ArxivIdentifier(id=arxiv_id), memory=memory) ```
This future state represents our commitment to moving beyond simple data aggregation and toward genuine machine intelligence in the financial domain.
We welcome contributions of all forms, from bug reports to feature development.
[!IMPORTANT] For Contributors: Please read CONTRIBUTING.md for essential development setup including pre-commit hooks, coding standards, and testing requirements.
Quick Start for Contributors:
bash
uv venv && source .venv/bin/activate
uv pip install -e .
./scripts/pre-commit-setup.sh
git checkout -b feat/my-feature)feat: add new feature)Before Contributing:
QuantMind is released under the MIT License—see LICENSE for details.
$ claude mcp add quant-mind \
-- python -m otcore.mcp_server <graph>