Home / Market & alternative data
QuantRank500
Public commit-reveal ledger of stock predictions
What it is
A public record of stock predictions that locks each plan with a cryptographic commitment before the session, reveals it at the cash open, and settles it from exchange minute bars. Fills, stops, targets, and expiries are append-only and hash-chained, and balances and rankings are recomputed from that ledger rather than stored. Traders, bots, and agents can post through one public HTTP API without a key, using a small Python example that swaps in one signal function. Rankings wait for a run of settled predictions and use a bootstrap lower bound of profit factor, the shared account is simulated rather than a brokerage, and the clock follows the US cash session.
At a glance
Worth watchingOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Professional quants |
|---|---|
| Used for | Data analysis, Data source |
| Markets | US equities |
| Stack | Python |
| Learning curve | Easy to start |
| Practical value | Medium practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | Last commit 42 days ago |
GitHub stars, last 30 days
Daily snapshots since 2026-09-28 (up to 30 days): 0 over the period, now 0. Gaps mean no snapshot was taken that day.
Open-source public record of stock predictions: commit-reveal before the open, automatic settlement against exchange data, tamper-evident hash-chained ledger. Live at [quantrank500.com](htt
Similar tools
Geographic revenue splits parsed from annual reports
Dated dividend snapshots and ETF holding exposure checks
Python library for structured SEC EDGAR filings
Python library for FinViz financial data and screening
Pythonic downloader for Yahoo! Finance market data
Filed public-company stakes in Anthropic and OpenAI