DUCKQUANT / THE QUANT & AI DIRECTORY
1,650 resources, ranked by in-directory PageRank
Open source framework for processing, monitoring, and alerting on time series data
Temporian is an open-source Python library for preprocessing and feature engineering temporal data for machine learning applications
Salesforce CausalAI Library: A Fast and Scalable framework for Causal Analysis of Time Series and Tabular Data
This library provides a framework for assessing wind plant performance using operational assessment (OA) methodologies that consume time series data from wind…
Machine learning algo to detect anomaly in equities data. Uses sklearn model and price/volume based technical signals as features using library. Opensourced by…
Explore this resource at its source website for documentation and current information.
Framework and public dataset of Polymarket and Kalshi market and trade data for microstructure research.
Free tracker of superinvestor 13F portfolios, holdings changes and historical positions.
Open query engine for sub-second analytics on and off the data lakehouse.
MPP analytical database for real-time reporting and unified lakehouse queries.
Distributed OLAP datastore built for low-latency user-facing analytics on streaming data.
Real-time analytics database designed for fast slice-and-dice queries on event streams.
In-process analytical SQL database frequently used for querying Parquet market-data archives.
Open table format for huge analytic datasets with schema evolution and time travel.
Open table format adding ACID transactions and time travel to data lake storage.
Open control plane for managing tables and access in a data lakehouse deployment.
Decentralized data lakehouse and stream-processing network with reproducible, versioned datasets.
Self-hosted China A-share data infrastructure with 55 daily datasets, point-in-time semantics and MCP.
Professional Chinese financial data fetching toolkit for Python covering A-share fundamentals and prices.
Python package for retrieving Morningstar fund and equity data.
Community Python wrapper for Polygon.io covering stocks, options, streaming, forex and crypto.
Statistical data validation library for pandas, polars and pyspark dataframes.
Open-source ETF portfolio trading assistant and research workspace.
Open standard for data lineage and job metadata collection across pipelines.
Open-source data validation framework used to assert quality rules on financial data pipelines.
BOJ statistics and time-series data on money markets, interest rates and the Japanese economy.
MSCI ESG ratings, indexes and climate datasets for institutional investors.
ESG risk ratings and research data used for sustainable investment analysis.
Major Chinese financial portal whose quote and fund endpoints underlie many open-source data libraries.
Official code for TimeCraft: A Time Series Generation Framework for Real-World Applications.
Time Series Orchestra (TSorchestra) is a novel ensemble framework designed for zero-shot time series forecasting. It is built upon a curated collection of time.
GP-Alpha-Miner is a high-performance, industrial-grade quantitative factor mining framework. It combines the search capabilities of Genetic Programming (GP)
The Trading Research Framework inspired by Deerflow Multi-Agent!
An end-to-end stock factors mining neural network framework
QuantumFlow - Distributed LLM inference scheduling framework with multi-backend support (vLLM, TGI, SGLang), adaptive scheduling strategies, and cluster
QuantMind is an open source agent-native knowledge extraction and retrieval framework for quantitative finance
