DUCKQUANT / THE QUANT & AI DIRECTORY
976 resources, ranked by in-directory PageRank
A Python async and event driven framework for algorithmic trading, with a focus on crypto currencies.
C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas using DTN IQFeed real…
Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integrated with various…
PyTorch research stack for mask-aware multi-factor modeling, ML baselines, portfolio optimization, and vectorized backtesting
Portfolio optimization and back-testing from the Stanford convex optimization group, implementing the multi-period framework of Boyd et al
Common financial technical indicators implemented in pandas and NumPy for Python backtesting pipelines.
Committed to publishing great books, connecting readers and authors globally, and spreading the love of reading.
Technical analysis library written in Rust with Python and WASM bindings, exposing both batch and incremental streaming updates
A Go implementation of the [ta-lib]((https://github.com/mrjbq7/ta-lib) with streaming update support
btplotting provides plotting for backtests, optimization results and live data from backtrader.
Explore this resource at its source website for documentation and current information.
Technical Analysis Library (Java Maven mirror)
A yield optimizer platform that automatically farms the highest yields
Multi-chain yield optimiser that auto-compounds LP and lending rewards across dozens of networks.
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Official altFINS Streamable HTTP MCP for crypto screeners, technical analysis, OHLCV, historical indicators, signal feeds, news, calendar events, and...
Official QuantConnect MCP for AI-assisted project management, docs/API search, code editing, compiles, backtests, optimization, and live algorithm…
Historical - Archived event-driven trading library retained for studying its original backtesting broker and order-execution models
Toolbox for On-Line Portfolio Selection strategies
Ports Tongdaxin/Tonghuashun financial formula syntax to Python for technical analysis (e.g., MA(C,5))
Azure high-performance computing for financial services — risk simulation, pricing, and analytics
Lean Algorithmic Trading Engine by QuantConnect (Python, C#)
GPU-accelerated Factors analysis library and Backtester
CompProduction-grade Rust-native trading engine with deterministic event-driven architecturelete historic data since 2014. Free for all
Technical analysis library: indicators and candlestick patterns, batch and streaming, native in C, Rust, Java, C#... and more
Modular lending protocol separating lending markets from risk curation, used for leveraged DeFi strategies.
Kelp is a free and open-source trading bot for the Stellar DEX and 100+ centralized exchanges
Algorithmic crypto investing platform offering curated trading bots and copy-trading strategies.
Copy-trading and profit-sharing platform letting users follow professional crypto trading strategies.
Official Node.js wrapper for Tulip Indicators. Provides over 100 technical analysis overlay and indicator functions
Crypto-focused fork of Zipline adding exchange data bundles and live crypto trading support.
AML risk intelligence and screening
Publication: Learning to Quantize Deep Networks by Optimizing Quantization Intervals with Task Loss. Published Aug 17, 2018.
REST - Trading-signal validation service with a free browser-based Deflated Sharpe Ratio calculator requiring no account, alongside paid backtest validation…
Python - Interactive risk and payout calculator for Futures and CFD traders; features one-time fee firm comparisons.
Tools, datasets, and resources for AML, fraud, sanctions screening, KYC/KYB, and financial crime compliance
