DUCKQUANT / THE QUANT & AI DIRECTORY
1,058 resources, ranked by in-directory PageRank
Publication: Look-Ahead-Freedom as Temporal Non-Interference: A Verifiable Correctness Property for Backtesting and Agentic Trading Pipelines. Published Jul 6, 2026.
Publication: An Explicit Solution to Black-Scholes Implied Volatility. Published Apr 27, 2026.
Publication: $text{Alpha}^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning. Published Jun 24, 2024.
Publication: Measuring Arbitrage Losses and Profitability of AMM Liquidity. Published Apr 8, 2024.
Publication: KineticSim: A Lightweight, High-Performance Execution Engine for Real-Time Market Simulators. Published Jun 19, 2026.
Publication: Quantifying Price Improvement in Order Flow Auctions. Published May 1, 2024.
Publication: RED-2400: A Public Benchmark of Algorithmically-Rejected Trading Events with Outcome Labels. Published May 12, 2026.
Publication: Exponential Kernels with Latency in Hawkes Processes: Applications in Finance. Published Jan 16, 2021.
Publication: How to build a cross-impact model from first principles: Theoretical requirements and empirical results. Published Apr 3, 2020.
Publication: When Frictions are Fractional: Rough Noise in High-Frequency Data. Published Jun 30, 2021.
Publication: Optimal Cross-Correlation Estimates from Asynchronous Tick-by-Tick Trading Data. Published Mar 18, 2023.
Publication: Decentralised Finance and Automated Market Making: Predictable Loss and Optimal Liquidity Provision. Published Sep 15, 2023.
Publication: Optimal Dynamic Fees for Automated Market Makers: A Stochastic Control Approach to Loss-Versus-Rebalancing. Published Jun 19, 2026.
Publication: Nonparametric Estimation of Self- and Cross-Impact. Published Oct 8, 2025.
Publication: The Design and Regulation of Exchanges: A Formal Approach. Published Oct 11, 2022.
Publication: Price formation and optimal trading in intraday electricity markets with a major player. Published Nov 15, 2020.
Publication: CoinTossX: An open-source low-latency high-throughput matching engine. Published Feb 22, 2021.
Publication: The Anatomy of a Decentralized Prediction Market: Microstructure Evidence from the Polymarket Order Book. Published Apr 27, 2026.
Publication: Automated Market Making and Arbitrage Profits in the Presence of Fees. Published May 24, 2023.
Publication: The Homogenous Properties of Automated Market Makers. Published Mar 31, 2021.
Publication: Optimal Routing for Constant Function Market Makers. Published Apr 11, 2022.
Publication: Optimal Fees for Liquidity Provision in Automated Market Makers. Published Aug 11, 2025.
Publication: Settlement Manipulation in Prediction Markets. Published Jun 30, 2026.
Publication: Improved Price Oracles: Constant Function Market Makers. Published Mar 22, 2020.
Publication: The Cost of Misspecifying Price Impact. Published Jun 1, 2023.
Publication: Optimal Market Making in Prediction Markets. Published Jul 20, 2026.
Publication: Metaorder modelling and identification from public data. Published Feb 23, 2026.
Publication: When is cross impact relevant?. Published May 26, 2023.
Publication: Public Trader Identity: Adverse Selection and Return Predictability. Published Aug 5, 2026.
Publication: Optimal market making with persistent order flow. Published Mar 12, 2020.
Publication: FLAIR: A Metric for Liquidity Provider Competitiveness in Automated Market Makers. Published Jun 15, 2023.
Publication: Detecting Toxic Flow. Published Dec 10, 2023.
Publication: The Negative Drift of a Limit Order Fill. Published Jul 23, 2024.
Publication: Do price trajectory data increase the efficiency of market impact estimation?. Published May 26, 2022.
Publication: Hawkes-Driven OTC Market Making: Volterra-Riccati Approximation. Published Aug 3, 2026.
Publication: Adaptive trading strategies across liquidity pools. Published Aug 18, 2020.
