DUCKQUANT / THE QUANT & AI DIRECTORY
340 resources, ranked by in-directory PageRank
MCP server returning composite crypto trade verdicts (direction, confidence, regime) across 5 perpetual-futures venues, with cross-venue funding-rate arbitrage…
This package includes pricing function for selected American call options with underlying assets that generate payouts
Collectors and public API for Uruguayan retail buy/sell exchange rates and historical series by source and quote type. [GitHub](https://github.com/eduair94/camb
SOFR compounding-in-arrears per ARRC/ISDA conventions (lookback, observation shift, lockout) and the SOFR Index method; reproduces the NY Fed's published…
FX spot/forward value-date calculation across two currency holiday calendars, with the USD-lag and end-of-month rules; zero dependencies
Open-source public record of stock predictions: commit-reveal before the open, automatic settlement against exchange data, tamper-evident hash-chained ledger. L
High-performance pricing engine built on QuantLib. It exposes QuantLib's functionality through gRPC and REST APIs, enabling distributed computations with…
Free quant finance API with 63 deterministic endpoints 15 free interactive calculators at . Options pricing with full Greeks, Monte Carlo, Kelly, VaR, Sharpe…
Market-data service with a free REST tier of 5,000 requests per month for six symbols and M1, M5, and H1 timeframes, without a credit…
NYSE/NASDAQ trading calendar: holidays, 1pm early closes, trading-day navigation, and DST-aware is-market-open; zero dependencies
This is culture’s stock exchange
trade, borrow, lend perpetual swaps
CFTC-regulated US event-contract exchange offering binary markets on economic and political outcomes.
Explore this resource at its source website for documentation and current information.
The most powerful open trading platform for crypto assets and derivatives
Onchain custody. Offchain performance. Perpetual futures that don't make you choose between security and speed.
Leveraged Trading : Carver, Robert: Amazon.fr: Livres
Shenzhen Stock Exchange official market data, listed company disclosures and statistics.
Shanghai Stock Exchange official site publishing market statistics, listings and disclosure data.
Pendle's yield-perpetual market letting traders speculate on or hedge funding rates and yields.
Base CLOB venue blending prediction-market style contracts with perpetual-style trading.
Base-native perpetual exchange with privacy-preserving order flow and a central limit order book.
Multi-chain derivatives protocol enabling permissionless listing of arbitrary perpetual futures markets.
REST API, MCP, x402 - Crypto derivatives and market-structure data: cross-exchange funding rates and funding arbitrage, open interest, exchange-recorded…
Signal engine and backtester for perpetual futures. Write a strategy as a compact expression or JSON definition, evaluate it against OHLCV, and backtest into…
Free browser-based trading calculators for forex and gold traders. Includes XAU/USD pip calculator, margin calculator, position size calculator and 100+ other…
Daily after-close JSON snapshots of options market-structure levels (max pain, net dealer gamma exposure, gamma flip, call wall, put floor, put/call…
Exchange-Calendar Alignment — https://thefintechbuilder.com/market-data-engineering/time-synchronization/exchange-calendar-alignment/
Validates a trading-calendar bundle before anything is aligned to it: that sessions do not overlap, that closures are consistent with sessions, and that the…
Price currencies and manage multi-currency exposure. Representative subjects: Cross-rate triangulation, forward points, covered interest parity, carry, purchasing-power parity, currency hedging.
Handle term structures, rolls, storage, and seasonality. Representative subjects: Continuous contracts, carry, convenience yield, curve signals, calendar spreads, roll yield.
Price nonlinear claims and estimate sensitivities. Representative subjects: Binomial/trinomial trees, Black-Scholes-Merton, Greeks, implied volatility, local/stochastic volatility, Monte Carlo pricing.
Detailed web scraping tutorials for dummies with financial data crawlers on Reddit WallStreetBets, CME (both options and futures), US Treasury, CFTC, LME…
Multi-chain decentralised perpetual exchange offering an order-book model and cross-chain margin.
Ultra-low-latency perp DEX on StarkEx incubation from Amber Group, offering up to 100x leverage.
Solana derivatives venue combining a hybrid CLOB and AMM with cross-margin perps, spot and lending.
