DUCKQUANT / THE QUANT & AI DIRECTORY
976 resources, ranked by in-directory PageRank
Hybrid Event-driven and Vectorized Strategy Backtesting Library
Module for portfolio optimization, prices and options
HFT, A high-frequency trading simulation package in R
Python library for high frequency portfolio analysis, intraday backtesting and optimization
Factor Risk Parity Portfolio Construction algorithm. Built during my Master's. final project. Backtested on the S&P500.
This is a finance factor model, risk model, portfolio optimization, strategies research library.
Convex Optimization for Finance
Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeling, stock screening…
Extends classical portfolio optimisation to take the skewness and kurtosis of the distribution of market invariants into account
list of technical indicators implemented in c#. Full list and explanation available . This list contains several indicators that ta-lib does not cover
Relative importance of each component of the OLMAR algorithm
Crowd-sourced equity research platform with quantitative factor grades and transcript data.
SQL-native time-series database optimized for very high ingestion rates and long retention.
Backtesting framework for modern option strategies
SimTradeLab is an open-source backtesting framework inspired by PTrade’s event-driven architecture. It features a lightweight, modular design and full syntax…
A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
A collection of John Ehlers technical analysis indicators / Filters written in pure go, with links to original papers
Technical Analysis Indicators for polars
PyIndicators is a powerful and user-friendly Python library for financial technical analysis indicators, metrics and helper functions for pandas and polars…
Modern C# port of TA-Lib: 200+ technical analysis indicators supporting Double, Float, and Decimal via Generic Math
A Black-Scholes-based options backtesting simulator
Event-driven backtesting and live trading framework built with Python for the MetaTrader 5 platform.
Backtesting engine in Zig
PositionBT is a simple, fast, and customizable backtesting framework that empowers traders to efficiently develop and optimize trading strategies with ease.
The Open-Source Backtesting Engine/ Trading Simulator by Bertram Enterprises.
A stock backtesting engine written in Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model
Backtesting engine written in Rust
Framework for building reproducible data-science and research pipelines from notebooks and scripts.
OptiPie is an open source strategy optimizer automation tool for TradingView written in js.
Open Source Multi-Asset Market Simulator
Parameterize, execute, and analyze Jupyter notebooks for reproducible batch research runs.
Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.
JupyterLab computational environment.
SMAC3: A Versatile Bayesian Optimization Package for Hyperparameter Optimization
Python-based research interface for blackbox and hyperparameter optimization, based on the internal Google Vizier Service.
MCP server providing stock screening, fundamental analysis, news, and SEC filing tools powered by Finviz.
