DUCKQUANT / THE QUANT & AI DIRECTORY
976 resources, ranked by in-directory PageRank
Unofficial CLI and async SDK for the Capital.com broker API: market data, guarded order execution, and real-time streaming
High-performance analytical core using LLVM JIT (Numba) to process large-scale telemetry for quant diagnostics
Historical - Archived big-data quantitative-analysis and trading system retained as an early unified market-data and backtesting framework
Community fork of NeuZhou's quantitative finance toolkit with backtesting, paper trading, and command-line tools
Financial Risk Calculations. Optimized for ease of use through class construction and operator overload
Hash-chained pre-registration and falsification ledger for research claims: write down what evidence would kill your claim before seeing the data; append-only…
Erlang - An open and opinionated trading platform using productive & familiar open source libraries and tools for strategy research, execution and operation
Automatic discovery of non-trivial statistical relationships across 500+ time series from FRED, World Bank, EIA, and NOAA using mutual information screening…
Reproducible negative-result benchmark: no model beats a memoryless synthetic binary-options feed (AUC ≈ 0.50), with permutation-null tests and a…
CSharp - Free, open-source .NET Client for the TD Ameritrade Trading Platform. Helps developers integrate TD Ameritrade API into custom trading solutions
Visualize OnlineTechnicalIndicators.jl using LightweightCharts.jl
Portfolio design to track an index
Rust - Runtime for MATLAB-syntax array math with automatic CPU/GPU execution and fused kernels for quantitative simulations. GitHub
Zipline extensions and adapters for QuantRocket
Technical analysis of financial time series in Julia
Financial market technical analysis & indicators in Julia
Leveraged Futures Exchange for Simulated Trading
Quantitative systematic trading strategy development and backtesting
Python wrapper for TA-Lib (http://ta-lib.org/).
Local-first backtesting engine with built-in overfitting detection. Asset-class agnostic. MCP-native.
The fastest way from backtest to live trading.
AI agent skill package for Backtesting Arena — daily Bitcoin/crypto cycle scoring + on-demand backtests via Public, REST/MCP, or x402 pay-per-call
Notebooks that replicate original quantitative finance papers from Emanuel Derman
HyperView is a terminal-first TradingView strategy lab for downloading market data, backtesting Python strategies with Pine-like behavior, and optimizing SL/TP…
A scientific charting library focused on performance optimised real-time data visualisation at 25 Hz update rates for data sets with a few 10 thousand…
Using data analytics alongside popular trading strategies and indicators, to identify best trading actions based solely on the price action.
Automated image Editing, Optimization and Analysis via CLI and a web interface. You give to lepto your input and output directories, the plugins you…
Application that helps you create, backtest, deploy, and manage Hummingbot instances
Fast and scalable construction of risk parity portfolios
Collecting, analyzing, visualizing & paper trading options market data
Option and stock backtester / live trader
Backtester for evaluating options and equity portfolio strategies over historical data. Includes tools for strategy sweeps, tail-risk hedge analysis, and…
An open source simulated options brokerage and UI for paper trading, algorithmic interfaces and backtesting.
provide trading technical indicator values based on data of almost crypto currency exchanges
Gymnasium trading environment for FX and crypto: backtrader execution bridge, protected SL/TP orders, solvency curricula and audit-grade trade diagnostics
Trading Economics Python Jupyter Notebooks showcase how everyone can make insights and data science. Trading Economics has more than 20 million indicators from…
