DUCKQUANT / THE QUANT & AI DIRECTORY
14,444 resources, ranked by in-directory PageRank
Showing 3,889–3,924 of 14,444 resources
Free, no-login web calculators for position sizing, Kelly criterion, risk/reward, drawdown recovery, Sharpe ratio, and trading expectancy.
Modern columnar data format for ML and LLMs implemented in Rust. Convert from parquet in 2 lines of code for 100x faster random access,…
Open prediction market arena where AI agents compete in real-time BTC/ETH/SOL prediction games. Python and Node.js SDKs, 9 live markets, REST WebSocket APIs
AI agent skill for trading on Polymarket prediction markets. Non-custodial, whale signal detection, public leaderboard. Works as OpenClaw skill or Telegram…
Explore this resource at its source website for documentation and current information.
Cython, C, Python - TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative…
Streamlit — A faster way to build and share data apps
Apache Spark - A unified analytics engine for large-scale data processing
Statistical data visualization in Python
A high performance Python graph library implemented in Rust
White papers, commentary and analysis by RavenPack data science team. Latest research on sentiment and ESG data to capture alpha and mitigate risk.
An estimator of the fair price, given the state of the order book
Multi-asset market data API covering forex, crypto, stocks, DEX, commodities, and fundamentals through unified REST and WebSocket interfaces. Free tier…
Jane Street is a quantitative trading firm and liquidity provider with a unique focus on technology and collaborative problem solving.
Free browser-based trading calculators for forex and gold traders. Includes XAU/USD pip calculator, margin calculator, position size calculator and 100+ other…
Query TradingView's financial data with a type-safe, fluent TypeScript API. Screen stocks, crypto, forex, bonds, and futures using 13,000+ data fields. The…
Solana-based prediction market for human opinions with an agent CLI (@tbd-vote/cli) and AGENTS.md spec for AI agents to authenticate, list opinion campaigns…
Platform - Non-custodial AI agents executing backtested signals on Hyperliquid perps; every signal ships a public 18-month backtest scored −100..+100; scoped…
Chinese toolkit that downloads classic multi-factor model data for A-share factor research.
Chinese fund investment strategy analysis toolkit with backtesting for fund allocation research.
Black-Scholes and CRR-binomial options pricing with Greek-attributed P&L: every trade decomposed into delta/gamma/theta/vega/vanna/volga via a second-order…
A modular Python library for comprehensive stock valuation using multiple methodologies (Graham, DCF, EPV, DDM, etc.) with real-time data fetching and news…
Open-source Freqtrade strategy for Bybit with a novel cascading early-loss exit ladder (-1.5% at 2h, BE at 4h, +0.5% at 8h, +1% at 16h,…
Daily after-close JSON snapshots of options market-structure levels (max pain, net dealer gamma exposure, gamma flip, call wall, put floor, put/call…
Platform - Crypto options analytics across Bybit, Deribit, OKX, Thalex and Derive. Reprices 44 structure types on one Black-76 engine with exchange fees…
Python toolkit for quantitative finance: stock analysis, technical indicators, strategy backtesting, portfolio optimization, and financial modeling.
Web | - Build, backtest, and deploy automated trading strategies for prediction markets including Kalshi and Polymarket.
a server side application for perform triangular arbitrage
AI-powered trading research platform that validates any trading idea with event studies, statistical tests, and real market data across 15,000+ instruments.…
C++ - Out-of-Core hybrid Apache Arrow/NumPy DataFrame for Python, ML, visualization and exploration of big tabular data at a billion rows per second
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…
Append-only hash-commitment log for every sentiment bucket published by shingou.io. Each bucket's SHA-256 is committed at publish time, so anyone can verify the history…
Volume Bars — https://thefintechbuilder.com/market-data-engineering/bar-construction/volume-bars/
Closes a bar once a target share volume has traded. Sampling by volume rather than by clock gives series with far more stable statistical…
Tick Bars — https://thefintechbuilder.com/market-data-engineering/bar-construction/tick-bars/
Closes a bar every N trades rather than every N seconds. Bars then arrive at the rate the market is transacting, so quiet periods…
