DUCKQUANT / THE QUANT & AI DIRECTORY
139 resources, ranked by in-directory PageRank
Publication: Cost-Sensitive Online Window Size Selection for Portfolio Management. Published Sep 24, 2026.
Publication: Statistical Learning with Conditional Value at Risk. Published Feb 14, 2020.
Publication: Efficient Black-Box Importance Sampling for VaR and CVaR Estimation. Published Jun 16, 2021.
Publication: A compensatory model for quantile estimation and application to VaR. Published Dec 14, 2021.
Publication: Optimal probabilistic forecasts for risk management. Published Mar 3, 2023.
Publication: Marking-Aware Sequential VaR Recalibration for Standardized Option Books. Published Apr 3, 2026.
Publication: Reinforcement-Learning based Portfolio Management with Augmented Asset Movement Prediction States. Published Feb 9, 2020.
Publication: Generating drawdown-realistic financial price paths using path signatures. Published Sep 8, 2023.
Library for portfolio optimization (MVO) and rigorous risk metrics (VaR/CVaR)
A multi-factor equity risk model for quantitative trading.
Attribution and optimisation using a multi-factor equity risk model.
Notes for Active Portfolio Management, by Grinold and Kahn
Estimate Value-at-Risk for market risk management using Keras and TensorFlow
Finance and Risk Engineering (NYU Tandon)
A self‐hosted Pokémon TCG collection manager to track cards, prices, binders, and portfolio analytics. Syncs free data from TCGdex, pulls Cardmarket/TCGPlayer
La Française designs and offers a conviction-based, multi-expertise investment solution for third-party clients, combining performance objectives, sustainability, risk management, and transparency.
stock investment strategy based on Dow Jones Industrial index
The Investment Management Specialization teaches professional asset management of securities using portfolio management and behavioral aspects of finance.…
None
Read 11 reviews from the world’s largest community for readers. "This new edition of Active Portfolio Management continues the standard of excellence estab…
Explore this resource at its source website for documentation and current information.
Explore this resource at its source website for documentation and current information.
STRAT (SzechuanTech RoboAdvisor @ georgia Tech) - SzechuanTech brings professional risk management from BlackRock to individual investors looking t...
A portfolio rebalancing tool.
💸 Optimal lazy portfolio rebalancing calculator (in Rust)
A privacy-focused portfolio rebalancing tool that helps you optimize your investment allocation across asset classes. Calculate where to invest new money to maintain your…
Collection of portfolio rebalance algorythms.
A cross-platform portfolio rebalancing trading bot running on Gate.io API
Public repository by MathRivest. Primary language: JavaScript.
Portfolio rebalancing helper for Questrade portfolio
Permanent Portfolio rebalancing tool using Elixir
In this project, we investigate the impact of different portfolio re-balancing strategies and frequencies in the overall portfolio performance. We look at absolute and…
Portfolio rebalancing for the finicky investor. A tool that keeps your assets allocation well balanced
