DUCKQUANT / THE QUANT & AI DIRECTORY
4,091 resources, ranked by in-directory PageRank
Access Japanese government statistics (e-Stat) covering population, GDP, CPI, labor, and trade data with MCP integration and Polars export
Historical - Archived reference implementation of a financial time-series expression language with NumPy and R backends
Contingency Random Number Generator that produces random numbers with real financial market statistical signatures (fat tails, volatility clustering…
Covariance matrix estimation via factor models
Utility for retrieving basic China stock data from different sources
Currency conversion library for Julia
FilingFirehose’s standalone SEC 8-K HTML parser using regex rules to flag possible discrepancies between reported item codes and filing text
Business days calculations and utilities
Business days calculations and utilities
Easy to use Bloomberg Desktop API wrapper for Python
Async Python connector for Binance Spot FIX sessions with Order Entry, Market Data, and Drop Copy support
Verifiable look-ahead freedom for the value-independent fragment of data pipelines, with a heuristic companion scanner for research code
Reverse DCF that solves for the revenue growth, duration, and operating margin a stock price implies, from SEC EDGAR fundamentals
Excel Addin for Haskell
Historical - Archived reference implementation for parsing and aggregating local Bovespa tick and order files after public FTP access ended
A parsnip backend for GARCH models
Financial Market Building Blocks
Solutions for enhancing portfolio diversification and replications of seminal papers with R, most of which are discussed in one of the best investment…
A python implementation of the fast-reversion Heston model of Mechkov for FX purposes
quant finance in pure haskell
Domain specific language for quantitative analytics in finance and trading
PME (Public Market Equivalent) calculation
package that implements SDMX 2.1 (ISO 17369:2013), a format for exchange of statistical data and metadata used by national statistical agencies, central banks…
options trading studies functions for use with options.data package and shiny
Cent-accurate mortgage amortization schedules with Decimal arithmetic and published-source validation across six countries
A financial contract definition, modeling language, and valuation framework
Repo for code examples in Quantitative Finance with Python by Chris Kelliher
Built on top of the tidyverse, tibbletime is an extension that allows for the creation of time aware tibbles through the setting of a…
simple, hassle-free access to price information of financial assets (currently based on yfinance and pycoingecko), including search and a symbol class
Flexible and efficient time series class & methods
General Purpose Stock Extractors from Online Resources
wrapper for Yahoo! Finance API
Sparse principal component analysis
Makes 'SimFin' data ( ) easily accessible in R
