DUCKQUANT / THE QUANT & AI DIRECTORY
14,444 resources, ranked by in-directory PageRank
Showing 3,925–3,960 of 14,444 resources
Time Bars — https://thefintechbuilder.com/market-data-engineering/bar-construction/time-bars/
Groups a trade tape into fixed-duration bars. This is the sampling scheme every chart you have seen uses, and it is a *choice*: it…
Build trustworthy price, quote, trade, and reference histories. Representative subjects: Tick cleaning, bar aggregation, timestamp alignment, exchange calendars, outlier detection, bad-tick correction.
The quantitative language, statistical judgment, and implementation discipline every later domain assumes. Representative subjects: Mathematical notation, rates and returns, data types and measurement, descriptive…
675 provider-agnostic, zero-dependency TypeScript implementations of the algorithms behind market data, statistical and financial-mathematics foundations, technical indicators, chart patterns, corporate actions, index construction, market…
Explore this resource at its source website for documentation and current information.
Solo Crypto Quant Starter Kit - A 150-page playbook for building a Solana-native signal engine + autonomous trading bot solo on $0/mo infrastructure. Covers…
Frozen 2026-09-10: CC0 crypto datasets recorded 2026-07-23 to 2026-09-10 (liquidations, funding, open interest, ETF flows, COT, Coinbase premium, DVOL, options OI). Live series continue…
Crypto derivatives JSON API and datasets with a free account key: funding, open interest, COT, options, order flow, slippage, liquidations and ETF flows.
Discover and manage top-performing liquidity pools on Solana — plus a neutral cross-chain yield reference — using AI-driven insights.
Reconciles a stream of new, corrected and cancelled trade messages into one authoritative set.
Stale-Quote Detector — https://thefintechbuilder.com/market-data-engineering/cleaning-and-validation/stale-quote-detector/
Separates the several distinct ways a quote can be stale: old at the source, delayed in transport, unchanged for too long, or arriving after…
Hampel Bad-Tick Filter — https://thefintechbuilder.com/market-data-engineering/cleaning-and-validation/hampel-bad-tick-filter/
Flags points that sit too far from a rolling median, measured in robust deviations rather than standard deviations — so one fat-finger print cannot…
Tick-Run Bars — https://thefintechbuilder.com/market-data-engineering/bar-construction/tick-run-bars/
Closes a bar when a run of same-signed trades exceeds what the recent buy probability makes plausible.
Volume-Imbalance Bars — https://thefintechbuilder.com/market-data-engineering/bar-construction/volume-imbalance-bars/
The imbalance rule applied to signed *volume* rather than signed tick count, so one large order weighs more than many small ones pointing the…
Tick-Imbalance Bars — https://thefintechbuilder.com/market-data-engineering/bar-construction/tick-imbalance-bars/
Closes a bar when signed tick flow becomes unusually one-sided relative to what recent history led you to expect.
Dollar Bars — https://thefintechbuilder.com/market-data-engineering/bar-construction/dollar-bars/
Closes a bar once a target traded *value* is reached. Unlike volume bars this stays comparable as the price level changes — 1,000 shares…
OHLC Consistency Validator — https://thefintechbuilder.com/market-data-engineering/cleaning-and-validation/ohlc-consistency-validator/
Checks each bar against the invariants an OHLC bar must satisfy — high is the maximum, low is the minimum, open and close lie…
Median Absolute Deviation Outlier Filter — https://thefintechbuilder.com/market-data-engineering/cleaning-and-validation/median-absolute-deviation-outlier-filter/
Whole-sample outlier detection against the median absolute deviation.
Open-source MCP server for tennis scores, fixtures, rankings, and win probabilities for prediction-market research. API plan limits apply
Chinese open-source Python quantitative trading system covering stocks, options, futures and Bitcoin with ML.
Feed Latency Monitor — https://thefintechbuilder.com/market-data-engineering/data-quality/feed-latency-monitor/
Validates that a latency measurement is meaningful before any latency is computed from it.
Missing-Bar Gap Classifier — https://thefintechbuilder.com/market-data-engineering/data-quality/missing-bar-gap-classifier/
Decides why a bar is missing: the session was closed, the instrument was halted, the feed dropped, or a sequence number was skipped.
Asynchronous Return Alignment — https://thefintechbuilder.com/market-data-engineering/time-synchronization/asynchronous-return-alignment/
Compares two return intervals and reports exactly how they overlap.
Refresh-Time Sampling — https://thefintechbuilder.com/market-data-engineering/time-synchronization/refresh-time-sampling/
