DUCKQUANT / THE QUANT & AI DIRECTORY
4,091 resources, ranked by in-directory PageRank
HAMLET: Hierarchical Agent-based Markets for Local Energy Trading Python · 25
Lightning fast forecasting with statistical and econometric models. Python · 4,881
A curated list of insanely awesome libraries for golang, packages and resources for Quants (Quantitative Finance)
Beginner friendly guide into the world of investing, quant data analysis and algorithmic trading.
Modular infrastructure for chain-level MEV capture, auction services and oracle extraction on Cosmos chains.
Solana MEV infrastructure and liquid staking protocol whose block engine powers Solana bundle auctions.
MEV infrastructure offering priority RPC services and transaction bundles to protect and monetise order flow.
CoW Protocol and Gnosis-backed RPC that routes Ethereum transactions away from frontrunning and sandwiches.
FFT-based Option Pricing Methods in Python Python · 59
This comprehensive, hands-on course provides a thorough exploration into the world of algorithmic trading, aimed at students, professionals, and enthusiasts…
High performance trading Matching Engine / Market Simulator using Level 3 Market Data for realistic simulation of High Frequency Trading Strategies
PythonTrader is a universal autonomous trading-research and market-making system. Its backend is built around a single idea: one intelligence layer should be…
Async Rust data-source library for TradingView market data, historical charts, and event-driven pipelines. Alpha. Rust · 78
Collection of notebooks about quantitative finance, with interactive python code. Jupyter Notebook · 7,388
DoubleML - Double Machine Learning in Python Python · 776
Elegant Scraper and Crawler Framework for Golang Go · 25,336
The adorable charts library for Golang. Go · 7,626
Automated market making on Solana: runs configurable spread strategies through the Jupiter swap protocol. TypeScript · 98
This repository hosts a Stock Market Simulation in Python, providing tools to mimic market behaviors, portfolio management, and trading strategies. It serves…
Financial Web Scraper & Sentiment Classifier Python · 155
Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trader Go competition.…
A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is categorized as a…
Performance Anayltics for Investment Portfolios Python · 49
A Rust library implementing quantitative market making strategies, starting with the Avellaneda-Stoikov model. This library provides the mathematical…
Kerf (Kerf2) is a columnar tick database and time-series language for Linux/OSX/BSD/iOS/Android. It is written in C++ and natively speaks JSON and SQL. Kerf…
KuCoin Cyclic Arbitrage, using Event-Driven Async Rust Rust · 155
Simple python/streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and Binomial model. Spot prices for the…
Discover our Python package designed for algorithmic trading. It brings ICT's smart money concepts to Python, offering a range of indicators for your…
Mean Variance (Markowitz) Portfolio Optimization and Beyond Python · 0
A Python module for market simulation Python · 24
High-performance limit order book engine with C++ core and Python SDK. Processes 20M+ msgs/sec with µs latency. Supports real crypto/equity data replay…
A JavaScript library to track and measure stock market portfolios performances. JavaScript · 60
quantitative trading strategies including VIX Calculator, Pattern Recognition, Monte Carlo, Heikin-Ashi, Pair Trading Python · 39
Get real-time stocks from TradingView JavaScript · 3,916
Quant-Trading: Advanced Quantitative-Finance strategies featuring VIX Calculator, Monte Carlo simulations, Pair Trading, and Pattern Recognition. Python · 21
Your agents don’t hand off the work. Kungfu keeps the same Work moving across Codex, Claude, OpenCode, and your own execution surface. C++ ·…
