DUCKQUANT / THE QUANT & AI DIRECTORY
4,091 resources, ranked by in-directory PageRank
Quantitative finance example applications on GPUs using portable programming models. C++ · 106
Research-grade Python library for characteristic-function option pricing across stochastic-volatility, jump, Lévy, and hybrid models, with validated Fourier…
Probabilistic Hierarchical forecasting with statistical and econometric methods. Python · 756
Use NetFPGA SUME to implement HFT Machine based on TWSE Stock Server Verilog · 31
A well tested and comprehensive Golang statistics library package with no dependencies. Go · 3,021
Low-latency Limit Order Book research and deterministic replay engine. Rust · 43
A financial data processing and visualization platform using Apache Kafka, Apache Cassandra, and Bokeh. Python · 74
A Python-based web scraper for extracting financial data from multiple sources. N/A · 34
Quick little Python CLI tool for plotting options price history. Powered by Tradier's Sandbox API. Python · 71
RustyQlib: A quant library for derivative pricing and quantitative finance Rust · 24
High-performance quantitative finance in Rust — 120+ stochastic processes, option pricing, calibration, fixed income, risk & copulas, with SIMD/GPU…
A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization Python · 66
Deploy simple market making strategies on Kalshi Python · 341
Alpha Harness is a dedicated workspace designed to simplify quantitative financial research. Its vision is to empower users to seamlessly discover, test, and…
Portfolio is an automated market making protocol for implementing custom strategies at the lowest cost possible. Solidity · 115
Asynchronous event I/O driven quantitative trading framework. Python · 502
HR Data Analytics portfolio project on a dataset of 80K records that deals with HR KPIs like Performance tracking, attrition rate. Project involved cleaning…
Trading bot implemented in Rust, with market making and strategy automation for any exchange or blockchain. Rust · 614
Master your trading performance by analyzing results, tracking portfolio dynamics, and optimizing options strategies for continuous improvement. TypeScript · 21
A python program to implement the discrete binomial option pricing model Python · 84
Replication of tables and figures from "Mostly Harmless Econometrics" in Stata, R, Python and Julia. Stata · 660
An open source risk-management tool built for stock and security risk analysis Python · 40
Market Making Strategy for Paradex Perpetuals Python · 47
Custom Python code for calculating the Probability of Profit (POP) for options trading strategies using Monte Carlo Simulations. The Monte Carlo Simulation…
Options Pricing Library Python · 289
Implementation of "Trade the Event: Corporate Events Detection for News-Based Event-Driven Trading." Python · 125
QLoRA: Efficient Finetuning of Quantized LLMs
Explore this resource at its source website for documentation and current information.
Repository for CPU Kernel Generation for LLM Inference
DeepSpeed is a deep learning optimization library that makes distributed training and inference easy, efficient, and effective.
Accessible large language models via k-bit quantization for PyTorch.
The official PyTorch implementation of the NeurIPS2022 (spotlight) paper, Outlier Suppression: Pushing the Limit of Low-bit Transformer Language Models
This project is the official implementation of our accepted ICLR 2022 paper BiBERT: Accurate Fully Binarized BERT.
[ICML 2023] SmoothQuant: Accurate and Efficient Post-Training Quantization for Large Language Models
