DUCKQUANT / THE QUANT & AI DIRECTORY
2,336 resources, ranked by in-directory PageRank
daily stock screening by using Mark Minervini's volatility contraction pattern detection, stage 2 template searching and news sentiment analysis by openAi api
A simple free market simulator engine. Based on Emergent Economies for Role Playing Games by Doran and Parberry.
Backtest 1000s of minute-by-minute trading algorithms for training AI with automated pricing data from: IEX, Tradier and FinViz. Datasets and trading…
Python library for building financial machine learning models.
Chinese financial chatbot that answers stock-related questions using intent classification and parameter extraction.
[ICLR 2024] Official implementation of "TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting".
Repository of Transformer based PyTorch Time Series Models.
Open-source project in AI/ML for finance and trading.
Stocktwits market sentiment analysis in Python with Keras and TensorFlow.
Code for paper "Temporal Relational Ranking for Stock Prediction".
PyTorch implementation of "ChatTime: A Unified Multimodal Time Series Foundation Model Bridging Numerical and Textual Data" (AAAI 2025 [oral]).
Financial time series forecasting with multi-modality graph neural network.
Financial Machine Learning
The Open Source Feature Store for AI/ML.
HATS: A Hierarchical Graph Attention Network for Stock Movement Prediction.
The official code for "TEMPO: Prompt-based Generative Pre-trained Transformer for Time Series Forecasting (ICLR 2024)". TEMPO is one of the very first open.
Constructing Financial Sentimental Factors in Chinese Market Using Techniques of Natural Language Processing.
Financial time series forecast using dual attention RNN.
A general-purpose, flexible, and easy-to-use simulator alongside an OpenAI Gym trading environment for MetaTrader 5 trading platform (Approved by OpenAI Gym).
This repository includes our work on extracting the digital transformation strategy of Fortune 500 companies from earnings calls transcripts.
Open-source project in AI/ML for finance and trading.
SAMS - Scalable Agentic Market Simulator, a next gen AI finance automation paradigm, suitable for high frequency scenario while built for continuous learning…
This repository houses the datasets/resources used in paper "ChatGPT Informed Graph Neural Network for Stock Movement Prediction". Dive in to find the.
The GitHub repository for the paper "Informer" accepted by AAAI 2021.
A comprehensive dataset for stock movement prediction from tweets and historical stock prices.
Code for stock movement prediction from tweets and historical stock prices.
Deep Time Series Code (Stock Sentiment Prediction).
PyTorch Implementation of "FinMamba: Market-Aware Graph Enhanced Multi-Level Mamba for Stock Movement Prediction" (KDD 2026 Workshop Oral).
A reinforcement learning agent trade eight different coins for several months using just an initial budget in cash.
About Code release for "TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis" (ICLR 2023), https://openreview.net/pdf?id=ju_Uqw384Oq.
Official implementation for "iTransformer: Inverted Transformers Are Effective for Time Series Forecasting" (ICLR 2024 Spotlight).
About Code release for "Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting" (NeurIPS 2021), https://arxiv.org/abs/210
The code and datasets of "Multi-Graph Convolutional Network for Relationship-Driven Stock Movement Prediction".
Sixth-place solution for Chinese document-level financial event extraction and event causality extraction.
CLI for running the LEAN engine locally and in the cloud.
Open benchmark of expert-written question-answer pairs over real corporate filings.
