DUCKQUANT / THE QUANT & AI DIRECTORY
4,091 resources, ranked by in-directory PageRank
🤖💰Pamela is a Telegram Cryptocurrency automatic portfolio rebalancing bot
Discord bot for sourcing options flow and darkpool equity prints the big money does not want you to see (FlowAlgo)
Real-time market signal monitor + semi-automated trader. Options flow, dark pool, insider & congress trades scored 1-10. Kalshi prediction market edge scanner. One-tap Telegram…
Advanced options flow analysis tool with sweep detection
The following project will be using machine learning to dive into predictions about the unusual options flow which is output by the Unusual_whales twitter…
AI-powered morning stock screener with options flow analysis, Claude API market narrative, and automated multi-channel delivery
Gamma Exposure (GEX) dashboard for NQ/MNQ futures. Computes dealer gamma levels - flip, call/put walls, ladder, expected move - from CBOE options data, translated…
Analyst workflows as Claude skills. 62+ tools and 8 workflows spanning earnings, comps, valuation, options flow, factor research, sizing, risk, TCA, and ops. Built…
Options & flow analytics cockpit — dealer gamma, IV surface, dark-pool flow, and regime indicators stitched into Postgres, served as a Next.js research terminal.
Options-flow features, unusual activity, dealer positioning, and short-horizon forecasting.
Open-source options flow engine. Sweeps, blocks, and splits scored with the work shown: every threshold in config, every score decomposed. Bring your own feed,…
MCP server for Unusual Whales API - access options flow, dark pool, congress trades, and more
A Java implementation of a Value at Risk estimation model for a portfolio of assets and option contracts.
Using Extreme Value Theory (EVT) to Estimate Value-at-Risk (VaR) and Expected shortfall (ES)
Official GitHub Repository for Efficient Off-Policy Safe Reinforcement Learning Using Trust Region Conditional Value At Risk.
Using three approaches to calculate Value at Risk and Conditional Value at Risk of a portfolio of assets.
Built quantitative models to measure value at risk (VaR) and Expected Shortfall (ES).
VaR (Value-at-Risk) Calculator: An elegant tool designed to compute Value-at-Risk using three robust methods - Parametric, Historical, and Monte Carlo Simulation. Dive into the…
Master Dissertation (2014): Backtesting Bootstrap Value-at-Risk and Expected Shortfall estimates in GARCH models
Various risk analysis projects in R, applying extreme value theory, copula modeling, and value-at-risk backtesting to real world stock data.
Shows how banks can modernize their risk management practices by back-testing, aggregating and scaling simulations by using a unified approach to data analytics with…
Discrete optimization models (i.e., stochastic optimization, distributionally robust optimization and conditional value-at-risk optimization) that can be employed for capital budgeting optimization problems
Statistical tests for Value at Risk (VaR) Models and other quantile-based risk measures (e.g. Drawdown at Risk).
This is a VaR and AVaR calculator for portfolio only with stocks using Monte Carlo Method.
PYTHON CODE WALKTHROUGH Data Sourcing In order to run a discounted cash flow model (DCF), I needed data, so I found a free API…
Financial risk analysis on a stocks portfolio through the VaR (Value at Risk), using Monte Carlo Simulation and Multiple Linear Regression.
"Modeling Volatility and Risk Spillover Between the Financial Markets of US and China Using GARCH Value-at-Risk Forecasting and Granger Causality" — Undergraduate thesis, Seoul…
Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.
Using a dataset of hedge fund indices, I had computed various risk parameters, explicitly Value at risk (VaR), drawdown and deviation from normality with…
Official GitHub Repository for TRC:Trust Region Conditional Value at Risk for Safe Reinforcement Learning.
Official implementation for "Towards Safe Reinforcement Learning via Constraining Conditional Value at Risk" (IJCAI 2022)
Comparison of Markov-Switching GARCH models, namely symmetric GARCH, EGARCH, GJR-GARCH, performances in Value-at-Risk forecasting.
Calculating Value at Risk with Spark
