DUCKQUANT / THE QUANT & AI DIRECTORY
976 resources, ranked by in-directory PageRank
Meta's gradient-free optimisation platform for derivative-free parameter tuning.
Sequential model-based optimisation library built on scikit-learn for costly black-box functions.
Python library for distributed asynchronous hyperparameter optimisation over search spaces.
A hyperparameter optimization framework
Python library that scrapes Finviz screener, news and insider data into DataFrames.
Zipline, a Pythonic Algorithmic Trading Library
Fundamental screening and stock-ranking platform using proprietary quant scores.
Institutional algorithmic trading platform covering strategy research, backtesting and execution.
Genetic-programming software that builds and validates automated trading strategies.
Automated strategy generation and walk-forward optimisation software for forex and futures.
Indian options backtesting and strategy-analysis tool with expiry-day simulation.
Free C/C++-scripted backtesting and automated trading system for multi-asset strategies.
WorldQuant's simulation platform where users build and backtest alpha expressions on global data.
A better notebook for Scala (and more)
A reactive notebook for Python — run reproducible experiments, query with SQL, execute as a script, deploy as an app, and version with git.…
Technical analysis and portfolio backtesting software with AFL scripting and optimization.
Web-based notebook supporting Scala, Python and SQL for interactive data analysis.
Open-source scientific publishing system that renders notebook-based research reports.
Collaborative cloud notebook platform supporting Python, SQL and scheduled runs.
Futures trading platform with built-in market replay and strategy backtesting.
Free open-source software for generating, backtesting and optimising forex strategies.
Systematic futures backtesting software with portfolio-level simulation and Monte Carlo testing.
Technical analysis and screening software with scripting, scanning and backtesting tools.
Charting and trading platform with automated strategy backtesting and market replay.
Chinese-language crypto market data terminal with custom indicators, alerts and strategy scripting.
Adaptive experimentation platform for Bayesian optimisation of costly black-box objectives.
Scalable hyperparameter-tuning library for distributed strategy parameter searches.
Explore Jev Trader, an independently maintained dashboard based on the original open-source project, with Hyperliquid and Kuru market data, simulated trading and guides.
InvestR is a stock screener for the Indian equity market.
HyperLiquid paper trading. Execution with real prices. 1:1 mapped with HL APIs.
Backtesting engine built in C# to explore and experiment with various trading strategies at scale.
Simply Intelligent Technical Analysis and Trading Strategies
Entropy Pooling views and stress testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
scan and filter instruments based on market cap, dividend yield, ROE and popular investment master's stock tactics to find valuable stocks.
Open Source Multi-Asset Market Simulator
Portfolio optimization in Python with Riskfolio-Lib.
