DUCKQUANT / THE QUANT & AI DIRECTORY
4,091 resources, ranked by in-directory PageRank
Financial Engineering & Derivatives Pricing Library in Python
A derivatives pricing library with AD sensitivities and calibration
Metasploit-inspired quantitative trading framework with interactive CLI, web dashboard, 19 backtesting strategies, options analytics, and ML-powered market scanners
Structural options analytics for Deribit. Reveals dealer gamma positioning, pin risk, and hedging pressure for BTC and ETH expiries.
Quant finance MCP server for stock analysis, options analytics, implied volatility, Monte Carlo simulation, AI prediction, and backtesting.
Real-time options analytics: GEX/DEX dealer positioning from live chains (Rust/Tokio + PostgreSQL + Node.js)
Professional GEX (Gamma Exposure) Visualizer with modern UI, multiple calculation variants, and real-time options analytics
A Streamlit options analytics lab for Black-Scholes pricing, Greeks, volatility, sensitivities, and payoff diagrams.
QUANTEDGE OPTIONS ANALYTICS open source
DV Trading Options Analytics Suite
MCP server for real-time options analytics — gamma exposure (GEX), dealer positioning, volatility surfaces, greeks, and more. Works with Claude, Cursor, Windsurf, and any…
ZeroGEX Options Analytics Platform
StockVeda is a free, self-hosted stock market research platform for Indian markets combining technical/fundamental screening, customizable multi-algorithm strategy backtesting, and F&O options analytics in…
nstitutional-grade options analytics platform for SPY and S&P 500 with GEX, DEX, dealer positioning, market intelligence and quantitative analysis.
AI-assisted earnings intelligence, options analytics, and historical event research.
A high-performance options analytics dashboard for professional derivative traders.
Full-stack institutional options analytics platform with real-time Black-Scholes pricing, ML-based volatility signals, and Bloomberg Terminal integration.
Options pricing, Greeks analysis, implied volatility surface construction and calibration. Black-Scholes, smile modeling, term structure. Python.
Black-Scholes analytics for the Deribit option chain: Greeks, implied volatility, per-expiry smile fitting and mispricing detection
OpenQuant is a full-stack options analytics platform for exploring NIFTY derivatives data with interactive visualizations, Greeks, volatility analysis, anomaly detection, strategy design, backtesting, and…
Python examples and tutorials for the FlashAlpha options analytics API — GEX dashboards, IV scanners, vol surface plots, dealer positioning, Kelly sizing
This is a FastAPI-based microservice for fetching real-time Indian stock market data with options analytics. It provides RESTful endpoints to access stock quotes, historical…
HPSILab Quant finance MCP server for stock analysis, options analytics, implied volatility, Monte Carlo simulation, AI prediction, and backtesting.
Black-Scholes-Merton European option analytical pricing and first/second-order Greeks (Delta, Gamma, Vega, Theta, Rho) engine.
Black-Scholes-Merton European option analytical pricing and first/second-order Greeks (Delta, Gamma, Vega, Theta, Rho) engine.
Provides advanced options strategies analytics using IG Index REST API
Fast, type-safe options analytics library for TypeScript. Black-Scholes pricing, Greeks (delta, gamma, vanna, charm), and dealer exposure metrics with broker-agnostic data normalization.
Real-time 0DTE options analytics in Python — pin risk, gamma regime, expected move, dealer hedging, theta decay. Uses the FlashAlpha API.
Price options analytically given stock price characteristic function
A locally-run options analytics terminal built on the [Trading Volatility API](https://tradingvolatility.net), with an AI-powered trading brief generated by Claude.
A curated list of options analytics tools, APIs, libraries, papers, and educational resources for quantitative options trading
Open Source Options Analytics Platform.
A self-contained tutorial series on factor investing for anyone with an undergraduate-level background in probability and statistics. Key results are derived and demonstrated on…
Code implementation of the work: Factor Investing with a Deep Multi-Factor Model. We will release source codes upon publication to facilitate reproduction of our…
Factor investing portion of the CPP Investments intern case comp. Very simple factor definition + mean-variance optimization of a portfolio.
