DUCKQUANT / THE QUANT & AI DIRECTORY
2,336 resources, ranked by in-directory PageRank
official repo for book. Covering topics including backtesting/boosting/nlp/deep&reinforcement learning. Leverage open source libraries including and
repo covering lstm and other sklearn model for trading. Code is not structured well and less extensible
Stock Market Forecasting using LSTMGRU
Fund classification using text mining and NLP
Extracting sentiment from financial statements using neural networks
Sentiment, distance and proportion analysis for trading signals
Modelling Contentedness of Firms in Financial Markets with Heterogeneous Agents
accompanying materials for book on top of basic machine learning models i.e. nlp/reinforcement learning/supervised & unsupervised learning it covers wider…
Correlation between mutual fund investment decision and earning call transcripts
Variational Reccurrent Autoencoder for Embedding stocks to vectors based on the price history
sentiment analysis baed on twitter data. Relevant topics include data cleaning/tokenization/data aggregation using mangodb etc
Deep reinforcement learning for financial trading using and on FX dataset (EURUSD) not actively maintained
code to predict crypto prices using machine learning models. Two models used here tensorflow DNNClassifier and sklearn randomforest. Exposes the functionality…
Building an Agent to Trade with Reinforcement Learning
Hedging portfolios with reinforcement learning
Reinforcement Learning for Portfolio Management
Finding pairs with cluster analysis
Curating quantitative finance papers using machine learning
Neural networks to predict stock prices
Exercises to book advances in financial machine learning . Relevant topics include data cleaning and outlier detection (using MAD)
SQL-driven ELT pipeline builder for data lakehouse workloads.
Alternative credit and consumer data provider for emerging markets, especially Southeast Asia.
Foot-traffic location analytics derived from mobile devices, used for retail and real-estate research.
Financial data MCP server and Python SDK exposing base data and factor sets to AI agents.
Open-source financial AI assistant with access to institutional-grade financial datasets.
LLM financial analysis assistant built on Tushare data for A-share quotes, financials and screening.
Agent-oriented quant research skills covering A-share, HK, US, futures, macro and ETF analysis.
Python CLI and skill exposing A-share quotes, tick data, research reports and fund flows to AI agents.
Crypto data and analytics platform offering social, market and news intelligence APIs.
LLM-powered multi-market stock analysis system aggregating market data, news and dashboards.
Open-source skills bringing real-time market data and research workflows into AI coding assistants.
Data engine for algo trading that downloads, cleans and stores market data into a lakehouse.
Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial engineering report.…
Code for the paper "FinRL-DeepSeek: LLM-Infused Risk-Sensitive Reinforcement Learning for Trading Agents" arXiv:2502.07393.
LLM multi-agent framework for A-share investment research, debate and decision making.
Free, open-source TradingView strategy optimizer for Chrome. Grid search, walk-forward, heatmaps. By Roboquant.
