DUCKQUANT / THE QUANT & AI DIRECTORY
4,091 resources, ranked by in-directory PageRank
Chrome extension that automatically formats quotes, apostrophes, dashes, and symbols with their typographically correct characters.
Efficient Hierarchical Evolutionary Algorithm for Mining Alpha Factors in Quantitative Investment. Implementation of Zhang et al. 2020 paper.
Public repository by zzvjohn. Primary language: Python.
Public repository by hsrxr. Primary language: Python.
Public repository by oficcejo. Primary language: Python.
A powerful Model Context Protocol (MCP) server for calculating WorldQuant 101 Alpha factors using real-time Chinese stock market data from Tushare. Built with TypeScript…
A simplified implementation of AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors
📈This repo describes a framework that leverages sentiment stability of a financial 10-K report as the trading signal (alpha factor)
Public repository by junzjjj7-spec. Primary language: Python.
Production ready prototype factor model, alpha factors based on hypothesis proposed in the paper Overnight Returns and Firm-Specific Investor Sentiment by David Aboody et…
📈This repo describes a framework that leverages sentiment stability of a financial 10-K report as the trading signal (alpha factor)
Public repository by DanerHeart. Primary language: Python.
Public repository by JunyueLiu. Primary language: Jupyter Notebook.
Modeling a multi-alpha factor stock portfolio. For Udacity's AI for Trading Nanodegree.
FactorMoE: A Framework with Mixture-of-Experts and Attention to Dynamically Combine Alpha Factors in Quantitative Investment
Performance analysis of predictive (alpha) factors
Automated two-sided market maker for Lighter perpetual futures. Spread width is driven by realized volatility, and an order-book imbalance (OBI) signal computed from Binance's…
quantitative investment; genetic algorithm; data mining
Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio management and optimization.
An Open-Source Alpha Factor Pool for the Chinese A-Share Market.
Personal quant & investment research papers library — alpha, factor, algo trading, portfolio management
A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet, implemented in Python&PyTorch.
101 alpha factors calculate based on Alpha101
Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors
Implementation for Aspect-Aware Latent Factor Model: Rating Prediction with Ratings and Reviews.
Public repository by darelikz. Primary language: Jupyter Notebook.
Data Science Project: Replication of "Forest Through the Trees: Building Cross-Sections of Stock Returns" - creation of assets to test validity of factor models…
Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.
Anime recommender system using collaborative filtering and latent factor model
Gromov-Wasserstein Factorization Models for Graph Clustering (AAAI-20)
A dynamic factor model to nowcast quarterly GDP using many high-frequency series. Implemented in Python
Bifacial PV View Factor model for system performance calculation
Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.
Work with trained factor models in Python
