DUCKQUANT / THE QUANT & AI DIRECTORY
976 resources, ranked by in-directory PageRank
Trade backtesting engine for DCA (Dollar Cost Averaging) and Grid trading strategies with technical indicator support and historical market data simulation for…
This repository hosts the code behind the online book, Coding for Economists. Jupyter Notebook · 941
Event-driven algorithmic trading engine for .NET. Write a strategy once and run it unchanged in backtest, paper and live trading, deterministic, with…
a high-performance, easy-to-use, multi-symbol, multi-strategy, multi-period, multi-account event-driven trading bot Go · 679
Trading application written in Scala 3 that showcases an Event-Driven Architecture (EDA) and Functional Programming (FP) Scala · 663
The Go kernel for Jupyter notebooks and nteract. Go · 3,965
Gonum is a set of numeric libraries for the Go programming language. It contains libraries for matrices, statistics, optimization, and more Go · 8,425
Computational simulation framework for analyzing trading behavior in climate prediction markets HTML · 24
A Java distributed server framework based on Aeron and Netty, featuring a lock-free, asynchronous, and event-driven architectural design. Suitable for game…
Market Making / Stat Arb strategy Jupyter Notebook · 64
A virtual stock market and trading platform. Includes a fully simulated stock market, with dynamic price changes and news events. Simulation models a real…
H Materwala, SM Naik, A Taha, TA Abed… - IEEE Transactions …, 2025 - ieeexplore.ieee.org. … , insert, or remove transactions to extract value,…
IMC Prosperity 4 algorithmic trading retrospective: strategies, backtester, market microstructure analysis, and round-by-round research notes. Top 0.5%…
TradingMachine is a mini-trading system simulation, whose components (market data and order feeds, FIX acceptor and initiator, back-end for filled orders)…
This includes a notebook on how to implement Quantitative Strategies, specifically the Pairs Trading Algorithm. Jupyter Notebook · 212
Publication: LQ-Nets: Learned Quantization for Highly Accurate and Compact Deep Neural Networks. Published 2018.
Multi-asset, multi-strategy, event-driven trading platform for running low to medium freq strategies at many venues simultaneously with portfolio-based risk…
Publication: PredictionMarketBench: A SWE-bench-Style Framework for Backtesting Trading Agents on Prediction Markets. Published Jan 28, 2026.
Publication: Constant Function Market Makers: Multi-Asset Trades via Convex Optimization. Published Jul 26, 2021.
Publication: A Deterministic Limit Order Book Simulator with Hawkes-Driven Order Flow. Published Oct 9, 2025.
Publication: Autodeleveraging: Impossibilities and Optimization. Published Nov 30, 2025.
Publication: Get Real: Realism Metrics for Robust Limit Order Book Market Simulations. Published Dec 10, 2019.
Publication: Bridging the Reality Gap in Limit Order Book Simulation. Published Mar 25, 2026.
Publication: Marginal Price Optimization. Published Feb 12, 2025.
Publication: Limit Order Book Simulation and Trade Evaluation with $K$-Nearest-Neighbor Resampling. Published Sep 10, 2024.
Publication: From Binary Screens to Continuous Compliance: A Shariah Screening Measure for Portfolio Design. Published Dec 28, 2025.
Publication: Learning to Learn Financial Networks for Optimising Momentum Strategies. Published Aug 23, 2023.
Publication: Asymmetry PRISM: A CPU/GPU Portfolio Optimization Engine for Deadline-Bounded Institutional Rebalancing. Published Jun 22, 2026.
Publication: skfolio: Portfolio Optimization in Python. Published Jul 5, 2025.
Publication: Monotone 2D Integration Scheme for Mean-CVaR Optimization via Fourier-Trained Transition Kernels. Published Mar 27, 2026.
Publication: Certified High-Dimensional Wasserstein Robust Portfolio Optimization. Published Aug 7, 2026.
Publication: Risk Budgeting Portfolios from Simulations. Published Feb 2, 2023.
Publication: Wasserstein-Kelly Portfolios: A Robust Data-Driven Solution to Optimize Portfolio Growth. Published Feb 27, 2023.
Publication: Optimizing Expected Shortfall under an $ell_1$ constraint -- an analytic approach. Published Mar 7, 2021.
Abstract page for arXiv paper 2603.20319: Implementation Risk in Portfolio Backtesting: A Previously Unquantified Source of Error
Publication: Evaluating Structured Strategy Backtests: Peer Benchmarks, Regime Timing, and Live Performance. Published Apr 20, 2026.
