DUCKQUANT / THE QUANT & AI DIRECTORY
502 resources, ranked by in-directory PageRank
The Dow construction: sum the prices, divide by a divisor. Weight follows share *price*, not company size — a $500 stock moves it more…
Recomputes the level from a live price snapshot using fixed index shares and float factors.
The divisor itself: market value divided by the target level. Small, and the number every other calculation in this domain is defined against.
Calculate governed index levels from eligibility to divisor continuity. Representative subjects: Constituent eligibility, free float, weighting, capping, divisor continuity, corporate-action treatment.
Reconstructs the final return of a security that stopped trading.
Resolves a vendor or exchange identifier to a permanent internal key.
Build a point-in-time capital-repayment factor without turning an index convention into a universal tax rule.
Produce comparable histories and preserve instrument identity. Representative subjects: Splits, dividends, rights, spin-offs, mergers, symbol changes.
Transform nontraditional observations into research features. Representative subjects: Geospatial aggregation, web/app activity, card-spend nowcasting, supply-chain graphs, job postings, normalization.
Keep institutions funded and balance rate risk. Representative subjects: Cash forecasting, liquidity ladders, LCR/NSFR, deposit decay, repricing gaps, duration of equity.
Model temporal dependence and forecast distributions. Representative subjects: ARIMA, VAR/VECM, exponential smoothing, state-space models, Kalman filters, change points.
Estimates what a rebalance costs to implement — spread, market impact and commission.
Combines several index return streams into one under fixed weights.
The same idea as a fixed decrement, but proportional to the level.
Deducts a fixed number of index points per year. Decrement indices exist to make option pricing on them cheaper, and the deduction is a…
Scales exposure to hold realised volatility near a target, cutting it when markets get rough.
An inverse multiple reset daily. The same path dependence as the leveraged case and in the same direction: over any period longer than a…
Applies a leverage multiple that resets every day. Daily reset is why a 2× product does not deliver 2× over a month: in a…
Restates an index in another currency by compounding local returns with FX returns.
Expresses dividends in index points rather than currency, which is how dividend futures and swaps are quoted.
Total return less a cash return, giving the return over funding.
Reinvests dividends after withholding tax. Over a decade the gap from the gross variant is large enough that quoting the wrong one materially misstates…
Reinvests dividends in full, with no tax deducted. The variant that assumes a holder who suffers no withholding — a domestic pension fund, typically.
Build an exact diluted-EPS denominator bridge without blending US-GAAP and IAS 33 proceeds rules.
Price FinTech products and measure sustainable economics. Representative subjects: Fee engines, interchange economics, revenue recognition, cohort LTV, CAC payback, contribution margin.
Twelve Data Python Client - Financial data API & WebSocket
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
BNB Chain perp DEX offering up to 1001x leverage and capital-efficient order-book execution.
Crypto tax and portfolio platform focused on UK and international reporting with on-chain data imports.
Crypto tax software generating capital-gains reports and IRS forms from exchange and wallet imports.
DeFi portfolio data platform that labels and values positions across 20+ chains via API and MCP.
No-code blockchain analytics platform offering Hyperliquid perp data APIs with technical indicators.
Permissionless oracle protocol on Solana letting anyone deploy custom data feeds for on-chain use.
Modular oracle provider delivering pull-based price feeds and restaking-secured data for DeFi.
Decentralised data lake and indexing framework providing on-chain data for developers at scale.
Developer-friendly multichain indexer offering fast historical sync and GraphQL APIs.
