DUCKQUANT / THE QUANT & AI DIRECTORY
139 resources, ranked by in-directory PageRank
We offer data, analytics and technology designed to help you meet private asset, wealth management, sustainability, index and risk management goals.
A portfolio tracker for financial assets
A contribution based rebalancing calculator to help maintain your target asset allocation and minimize transactions/taxes. All data stays private in your browser.
Vise is an AI-driven portfolio management platform that builds and rebalances personalized portfolios for financial advisors
Astt — Open-source, self-hosted net worth & portfolio tracker
Python library for portfolio optimization, factor model construction, and risk management, built on scikit-learn to create, fine-tune, cross-validate, and stress-test portfolio models.
Offered by Columbia University. Advance Your Knowledge in Financial Engineering . Build the fundamentals and technical skills in financial ... Enroll for free.
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According to Carl Bacon, CIPM, chairman of StatPro, active investment managers must understand the “what, why, and how” of their past performance in order…
A complete Ecosystem to Master Modern Quantitative Finance. ARPM is an education firm founded by Attilio Meucci.
Cross-sectional momentum ranking & portfolio rebalancing
Independent analytics and risk assessment site for Ethereum layer-2 scaling solutions and bridges.
This guide is based on the contributing-gen
Fraud prevention and risk management platform
Publication: Application of Deep Q-Network in Portfolio Management. Published Mar 13, 2020.
Quantitative performance and risk analytics with 150+ metrics, portfolio optimization, Monte Carlo simulation, and attribution; actively maintained successor…
Advances in Active Portfolio Management: New Developments in Quantitative Investing : Grinold, Richard, Kahn, Ronald: Amazon.fr: Livres
Noté /5. Retrouvez Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk et des millions de livres en stock sur…
Fraud.net is an award-winning API-based, end-to-end fraud and risk management ecosystem
Buy Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage 1 by Isichenko, Michael (ISBN: 9781119821328) from Amazon's Book Store. Everyday low prices…
Turns a weight change into the trades that implement it, and reports the turnover.
Explain where returns and risk came from. Representative subjects: Time- and money-weighted return, Brinson attribution, factor attribution, contribution to return, tracking error, information ratio.
Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage (2021)
Estimate borrower and issuer loss. Representative subjects: Credit scoring, PD/LGD/EAD, transition matrices, structural default models, reduced-form hazard models, survival analysis.
Publication: Modeling Loss-Versus-Rebalancing in Automated Market Makers via Continuous-Installment Options. Published Aug 5, 2025.
Publication: Automated Market Making and Loss-Versus-Rebalancing. Published Aug 11, 2022.
Publication: Loss-Versus-Rebalancing under Deterministic and Generalized block-times. Published May 8, 2025.
Publication: On Control of Drawdown: Robust Invariance and Optimality. Published Sep 20, 2026.
Publication: Strategic Asset Allocation with Illiquid Alternatives. Published Jul 15, 2022.
Publication: Avoiding zero probability events when computing Value at Risk contributions. Published Apr 28, 2020.
Publication: When to efficiently rebalance a portfolio. Published Aug 17, 2023.
Publication: On a multivariate extension for Copula-based Conditional Value at Risk. Published Aug 22, 2025.
Publication: Optimal control of the decumulation of a retirement portfolio with variable spending and dynamic asset allocation. Published Jan 7, 2021.
Publication: Robust portfolio selection under Recovery Average Value at Risk. Published Mar 2, 2023.
Publication: Constrained Max Drawdown: a Fast and Robust Portfolio Optimization Approach. Published Jan 5, 2024.
Publication: Discrete-time portfolio optimization under maximum drawdown constraint with partial information and deep learning resolution. Published Oct 29, 2020.
