DUCKQUANT / THE QUANT & AI DIRECTORY
1,177 resources, ranked by in-directory PageRank
Reinforcement-learning approach resolving latency and inventory risk in market-making strategies.
Applies reinforcement learning to high-frequency market-making with inventory and adverse-selection risk.
Presents a modular, reusable framework for reinforcement-learning-based optimal execution.
Studies reinforcement-learning approaches for optimal order execution under market impact.
Develops deep reinforcement-learning policies for online optimal trade-execution problems.
Deep reinforcement-learning framework for dynamic portfolio optimisation tested on China's stock market.
Trains a universal time-series forecasting transformer across many domains and frequencies.
Tokenises time series and pretrains a language-model-style foundation model for forecasting.
Evaluates feature-engineering choices for deep-learning mid-price prediction on order-book data.
Models information persistence and structure in limit-order-book data with heterogeneous graphs.
Transformer with dual attention for price-trend prediction from limit-order-book data.
Adversarial training of an attentive LSTM for stock prediction from prices and tweets.
Collection of all events happening everywhere in the world, with emotional valence estimation, realtime translations
NewsAPI tracks headlines in 7 categories across over 50 countries, and at over a hundred top publications and blogs, in near real time. Free…
JSON API delivering worldwide news, headlines and blog articles in real-time
15,000+ air quality sensors worldwide, REST API
Developer API for accessing purple air sensor data
API access to news, blogs and forum data streams for media monitoring and research.
webz.io provides API with real-time information from thousnads of news sites, blogs, and discussion forums
Community-driven repository for real-time malicious URL data, offering actionable threat intelligence to block phishing and malware
Publication: Deep Learning for Limit Order Books. Published Jan 8, 2016.
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Explore this resource at its source website for documentation and current information.
Publication: G-Learner and GIRL: Goal Based Wealth Management with Reinforcement Learning. Published Feb 25, 2020.
Explore this resource at its source website for documentation and current information.
Research, backtest and live trade multi-asset quantitative strategies on the world's leading open-source algorithmic trading platform, alongside 552,100 quants.
Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth
Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt…
Solo crypto quant starter kit: 12 playbooks covering trading strategy, risk rails, 3-tier wallet architecture, MEV mitigation, Canadian NI 31-103 compliance…
NASDAQ TotalView-ITCH 5.0 day files to Parquet: BBO, trades, order-by-order messages with the resting side already resolved, and MBP depth; downloads and verifi
Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge…
WebAssembly - Embeddable limit order book and matching engine with integer-exact pricing, a single-writer core and write-ahead-log crash recovery, plus a…
The apex of my CSE tenure at UIET Kurukshetra University in 2018, This project focuses on Zerodha, involving live online trading in the NSE-BSE…
A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading.
Official forum for community of traders using algorithms, bots or auto trading software in crypto.
