DUCKQUANT / THE QUANT & AI DIRECTORY
1,177 resources, ranked by in-directory PageRank
XBRL.US Webinar: How to download and process SEC XBRL Data Directly from EDGAR
Text information from US companies' SEC EDGAR electronic filings
Download and tidy time series data from the Australian Bureau of Statistics in R
Depricated repo. Please refer to mlfinlab
High Frequency Trading
Offers a set of tools that create Granite UI authoring interfaces for Adobe Experience Manager components from Java code. This is a comprehensive solution…
Using Unsupervised learning, K-means, to determine stock support and resistance levels. Great for trading algorithms/bots using time serial analysis.
Public repository by wmlba. Primary language: Jupyter Notebook.
Collect real-time orderbook, trade and other HFT data from several crypto exchanges using WebSocket connections.
Visual Pandas Selector: Visualize and interactively select time-series data
Official React Native client for Fingerprint. 100% accurate device identification for fraud detection.
Exploring Neo4j and Graph Data Science for Fraud Detection
Public repository by JCreeks. Primary language: Jupyter Notebook.
Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms
An ANN is a model based on a collection of connected units or nodes called "artificial neurons", which loosely model the neurons in a…
Public repository by melofred. Primary language: Java.
Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008): 217-224.
Detecting Frauds in Online Transactions using Anamoly Detection Techniques Such as Over Sampling and Under-Sampling as the ratio of Frauds is less than 0.00005…
Library for algorithmic trading
Code to quickly process and generate various data from the intraday TRACE corporate bond data from WRDS.
HoloScope: Topology-and-Spike Aware Fraud Detection
High-frequency trading in a limit order book
DATE: Dual Attentive Tree-aware Embedding for Customs Frauds Detection
Basic package for fitting yield-curves and other things.
Art evaluation analytics
Public repository by TheVinhLuong102. Primary language: Jupyter Notebook.
Thesis project about Unsupervised anomaly detection on the streaming time-series data of porfolio risk measures and returns.
Corporate Credit Rating Prediction with AWS SageMaker JumpStart
Translate credit ratings into rating scores and vice versa.
Development space for PhD in Finance
Unsupervised Learning to Market Behavior Forecasting Example
Download and parse credit rating history files that US rating agencies generate each month in accordance with SEC Rule 17g-7
Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation application software in…
Various factors and portfolio constructions
D-Lab's 4 part, 8 hour introduction to R Fundamentals. Learn how to create variables and functions, manipulate data frames, make visualizations, use control…
Abstract: The S&P500 is difficult to predict. Multi-factor models provide a useful framework for making returns predictions and for controlling portfolio risk.…
