DUCKQUANT / THE QUANT & AI DIRECTORY
976 resources, ranked by in-directory PageRank
Search across US trade sanctions lists (OFAC, etc.) for compliance screening
collect data from ccxt exchanges and replay it for backtesting
Explore this resource at its source website for documentation and current information.
CoinTracking is a portfolio tracking platform with tax report generation tool
Crypto Parrot is a free cryptocurrency trading simulator where you can learn to trade Bitcoin, Ethereum, and other cryptocurrencies safely with $100k in play…
Series of articles to learn the basics of technical analysis
Filter out assets based on their performance and other technical metrics
qtpylib - Python - QTPyLib, Pythonic Algorithmic Trading http://qtpylib.io .
Independent manual code audits of trading bots and their backtests: catches unmodeled commission/slippage, signal-vs-fill price drift, and other gaps…
Explore this resource at its source website for documentation and current information.
Jane Street Blog Homepage
The backtesting engine that gives you an unfair advantage. Run thousands of trading ideas before others finish one.
US government-led service that enables public and private organizations to exchange machine-readable threat indicators in real time
Near real-time feeds generated from interactive malware sandbox sessions, providing deep insights into malware behaviors and associated indicators of…
Event data simulator. Generates a stream of pseudo-random events from a set of users, designed to simulate web traffic.
Publication: Deep Hedging: Learning to Simulate Equity Option Markets. Published Nov 5, 2019.
Historical - Archived research implementation of technical-indicator selection using distance correlation, clustered parameter tuning, and feature pruning
Trading-strategy research framework with iterative proposal generation, backtesting, SQLite memory, holdout evaluation, walk-forward experiments, and experiment
Bitcoin cycle scores and market-state indicators through four free public API endpoints requiring no account or key, with responses cached for 5–60 minutes
Historical - Archived crypto-asset trading engine preserving an early adaptation of Zipline for exchange backtesting and live execution
Transaction infrastructure for defining instruments, transactions, portfolios and accounts for trading systems and simulation. Provides portfolio support for…
Terminal-based ETF research and portfolio analytics application for holdings, exposure, concentration, margin, and risk workflows
Parse Japanese XBRL financial statements from EDINET with 161 normalized labels, 26 financial metrics, and multi-company screening
Realistic limit-order fill simulator for options credit/debit spreads with post-and-wait limits, stale-quote guards, deterministic same-bar tiebreaks, and a…
A dockerized Jupyter quant research environment with preloaded tools for quant analysis, statsmodels, pymc, arch, py_vollib, zipline-reloaded, PyPortfolioOpt, e
Indicator is a TypeScript module providing various stock technical analysis indicators, strategies, and a backtest framework for trading
IndicatorGo is a Golang module providing various stock technical analysis indicators, strategies, and a backtest framework for trading
MCP - Tick-level Polymarket order book history with replay and a backtesting engine simulating queue priority, latency, and slippage
Engine-agnostic quantitative research validation for detecting leakage, overfitting, fragile results, unrealistic costs, and missing point-in-time evidence
Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and…
Portfolio optimization framework combining covariance shrinkage, bootstrap aggregation, and parametric scenario modeling, with reproducible notebooks and an…
A quant framework to create cryptocurrencies strategies - from backtesting to optimization to livetrading
Optimisation analytics for constructing and backtesting optimal multi-asset portfolios: covariance estimation, rolling optimisation, and performance reporting…
algorithmic trading bot framework for Kubernetes: backtesting, hyperparameter optimization, 150+ technical analysis indicators (RSI, MACD, Bollinger Bands…
Historical - Archived trading framework retained for studying shared market-data capture and multiple-strategy execution using ZeroMQ
Quantitative Finance and Algorithmic Trading exhaust; mostly ipython notebooks based on Quantopian, Zipline, or Pandas
