DUCKQUANT / THE QUANT & AI DIRECTORY
4,091 resources, ranked by in-directory PageRank
Decentralized market-maker bots running on the Zano DEX help maintain the fUSD peg by placing standing buy and sell orders near $1.00 worth of…
Backpack.exchange Automated Market Maker Bot
Calyptus exercise to create a Market Maker bot on Solana using Phoenix
Python based market maker bot (Python3)
A Solana-based automated market maker bot that simulates buy and sell transactions to add liquidity, reduce market volatility, and optimize profits. It executes trades…
Expert Advisors, Browser-based EA, Free Crypto / Forex Historical DATA API plugins, EA Codes Generator, Market Maker Bot, Crypto Options Plugin, DEX / Payment…
MM Bot for OpenDEX. Make profits via arbitrage between OpenDEX and a CEX (e.g. Binance) 🤖
Learning examples and a passive market-maker bot for Hyperliquid HIP-4 outcome markets
Market making bot for Hyperliquid
Market Making trading bot for Saturn Network DEX
Market Maker Bot, DEX / Payment Gateway. A clearing house to facilitate the exchange of tokens(cryptocurrencies) cross blockchains. Fintechee means Fintech ee. XCoinCH means…
Market-making execution bot for binary prediction markets with adaptive pricing, inventory management, and risk controls. Rust implementations.
Professional-grade PancakeSwap market maker bot for optimizing liquidity behavior and maintaining stable price dynamics in BNB Chain AMM pools.
Market making strategy example
Mango Markets V3 Market Maker Bot
Simple market maker bot (grid order)
A market maker bot for managing liquidity on Uniswap
MM Bot for OpenDEX. Make profits via arbitrage between OpenDEX and a connected CEX account like Binance 🤖
An example market maker bot for 01.xyz 🐈️
Python derivatives pricing library — Black-Scholes, Greeks, implied volatility (Brent's method), CRR binomial tree (European & American), and Monte Carlo Asian option pricing. Built…
A C++20 derivatives pricing library built from scratch: Monte Carlo simulation, discrete delta hedging, and Fourier-based option pricing. Built with CMake, tested with GoogleTest,…
C++20 derivatives pricing library featuring Black-Scholes, Cox-Ross-Rubinstein, and Monte Carlo engines for European, digital, American, and Asian options.
Modular derivatives pricing library: option chains, implied volatility surfaces, and pricing under Black-Scholes, Heston, SABR and rough Bergomi through one interface.
A lightweight derivative pricing library for research and prototyping
Credit derivatives pricing library featuring a one-factor Gaussian copula model, base correlation calibration, sensitivity analysis, and standalone HTML reporting.
Derivatives pricing library: Black-Scholes, Heston stochastic vol, Merton jumps, exotics, American Monte Carlo, calibration + companion paper
Production-grade Python derivatives pricing library with a local Studio desk
Derivatives pricing library in C++ with Python and Excel (XLL) interfaces
Derivatives pricing library: Black-Scholes-Merton (16 Greeks), Monte Carlo with variance reduction, Asian/Barrier/Lookback/Digital exotics, Heston (Fourier pricing, QE simulation, SPX calibration), rough Bergomi (hybrid scheme).…
Financial Derivatives Pricing Library with Automatic Differentiation
Rust-native derivative pricing library leveraging Enzyme for LLVM-based automatic differentiation. Focused on XVA, numerical stability, and high-performance Monte Carlo simulations.
