DUCKQUANT / THE QUANT & AI DIRECTORY
1,650 resources, ranked by in-directory PageRank
N2YO.COM allows tracking of satellites through REST API with the NORAD catalog number assigned by the United States Space Command
Developer API of TheSportsDB that gives you access to livescores
Global maritime vessel tracking, combining Satellite automatic identification systems (AIS), Terrestrial AIS, and Dynamic AIS
Open-source REST API for SpaceX launches, rockets, capsules, landing pads
Real-time feed of devices/banners discovered on the internet. Free tier available
Seismic Portal provides a websocket interface to real-time seismic events
Free and open-source API for real-time and historical Formula 1 data, including telemetry, lap timings, race control messages, weather, pit stops, team radio…
Free HTTP API for current 2026 World Cup match-day fixtures, next-match polling, RSS, and calendar feeds. No API key required
UK government real-time API for flood data
Real‑time public transport data (buses, trains, ferries) available for New South Wales, Australia
live data about the tube, buses, and more
Crowdsourced IoT channels of users publishing various IoT sensor data in real-time. Accessible via REST API or MQTT API
Using deep learning to maximize the benefits of a series of risks in the securities market was a very interesting and widely concerned problem.…
Explore this resource at its source website for documentation and current information.
Explore this resource at its source website for documentation and current information.
Learning to trade under the reinforcement learning framework
A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function
JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java.
A Python based library to model cashflow for structured product like Asset-backed securities (ABS) and Mortgage-backed securities (MBS)
US Treasury price quote math: parse and format 32nds quotes (105-16+), ticks, and basis points; zero dependencies
AI-powered SDK featuring algorithmic trading, backtesting, deployment on 100+ exchanges, and multiple optimization engines
A-share daily-bar data immunity: cleaning, board-aware price limits (ST date-aware), suspensions, audits, SHA-256 snapshots and evidence-tracked repair.
A lightweight, event-loop-style backtest engine that allows a function-driven imperative style using efficient stateful helper functions and data containers
Open-source algorithm that scores two US-listed companies against each other on 8 fundamentals computed directly from SEC EDGAR XBRL data (10-K/10-Q); live comp
Dated SCHD payment and holdings snapshots with source URLs, data dictionaries, and Python tools for split-aware dividend windows and ETF company-exposure checks
Extension of data.frame: Fast aggregation of large data (e.g. 100GB in RAM), fast ordered joins, fast add/modify/delete of columns by group using no copies…
Catalogue of twenty-seven position-exit policies (stop-loss, take-profit, time, volatility, signal-reversal and convergence) behind one interface, with a drop-i
Spring Boot - Streaming backtesting engine for short-duration index options with conservative five-minute execution modeling and reproducible Early Retirement…
Checks that catch nine silent failure modes in SEC filing data, from Form 4 filings that are about a different issuer to 13F-NT counted…
Extract geographic revenue breakdowns from SEC EDGAR 10-K filings with no API key. [GitHub](https://github.com/Metricshour/edgar-geo-revenue)
MCP - MCP server and Python SDK for a SEC EDGAR REST API covering XBRL fundamentals, Form 4 insider trades, 8-K events, 13F holdings…
fastquant allows you to easily backtest investment strategies with as few as 3 lines of python code
Fail-closed quality gate for backtests and factor evidence: DSR/PBO/haircut/MinTRL plus a probability-calibration companion gate.
package for Taiwan stock market data, factor research, and vectorized backtesting with pandas-style strategy definitions
Scores detected chart patterns against the pattern-free baseline for the same market, timeframe and horizon, reporting lift with cluster-robust confidence…
Toolkit for quantitative trading analysis. It integrates an advanced market screener, a multi-strategy, multi-asset backtesting engine. Use with built-in GUI…
