DUCKQUANT / THE QUANT & AI DIRECTORY
14,444 resources, ranked by in-directory PageRank
Showing 3,961–3,996 of 14,444 resources
Builds a common clock for several instruments by advancing only when every one of them has refreshed. One established construction, not the standard remedy.
Linear Quote Interpolation — https://thefintechbuilder.com/market-data-engineering/time-synchronization/linear-quote-interpolation/
Interpolates between the quotes either side of a target time. Not causal, and no accuracy advantage over carrying the previous quote forward is claimed.
Previous-Tick Interpolation — https://thefintechbuilder.com/market-data-engineering/time-synchronization/previous-tick-interpolation/
Samples a series onto a grid by carrying the last value known *at that moment* forward.
Crossed/Locked Market Detector — https://thefintechbuilder.com/market-data-engineering/cleaning-and-validation/crossed-locked-market-detector/
Classifies a quote as normal, locked (bid equals ask) or crossed (bid above ask).
Duplicate-Trade Resolver — https://thefintechbuilder.com/market-data-engineering/cleaning-and-validation/duplicate-trade-resolver/
Exchange-Calendar Alignment — https://thefintechbuilder.com/market-data-engineering/time-synchronization/exchange-calendar-alignment/
Validates a trading-calendar bundle before anything is aligned to it: that sessions do not overlap, that closures are consistent with sessions, and that the…
Return-of-Capital Adjustment — https://thefintechbuilder.com/corporate-actions-and-security-master-data/complex-distributions/return-of-capital-adjustment/
Special Dividend Adjustment — https://thefintechbuilder.com/corporate-actions-and-security-master-data/complex-distributions/special-dividend-adjustment/
Stock Dividend Adjustment — https://thefintechbuilder.com/corporate-actions-and-security-master-data/complex-distributions/stock-dividend-adjustment/
Applies a stock dividend, where shareholders receive additional shares instead of cash.
Spin-Off Price Adjustment — https://thefintechbuilder.com/corporate-actions-and-security-master-data/complex-distributions/spin-off-price-adjustment/
Rights Issue TERP Adjustment — https://thefintechbuilder.com/corporate-actions-and-security-master-data/complex-distributions/rights-issue-terp-adjustment/
CRSP Cumulative Share/Volume Adjustment — https://thefintechbuilder.com/corporate-actions-and-security-master-data/adjustment-factors/crsp-cumulative-share-volume-adjustment/
CRSP Cumulative Price Adjustment — https://thefintechbuilder.com/corporate-actions-and-security-master-data/adjustment-factors/crsp-cumulative-price-adjustment/
Cash-Dividend Total-Return Adjustment — https://thefintechbuilder.com/corporate-actions-and-security-master-data/adjustment-factors/cash-dividend-total-return-adjustment/
Forward Split Adjustment — https://thefintechbuilder.com/corporate-actions-and-security-master-data/adjustment-factors/forward-split-adjustment/
Backward Split Adjustment — https://thefintechbuilder.com/corporate-actions-and-security-master-data/adjustment-factors/backward-split-adjustment/
Point-in-Time Availability Guard — https://thefintechbuilder.com/market-data-engineering/data-quality/point-in-time-availability-guard/
Reconstructs what was actually knowable at a given moment, using each record's available_at rather than its observation_time.
Schema Drift Detector — https://thefintechbuilder.com/market-data-engineering/data-quality/schema-drift-detector/
Compares two versions of a feed schema and classifies every change as compatible or breaking.
Price-Source Consensus Check — https://thefintechbuilder.com/market-data-engineering/data-quality/price-source-consensus-check/
Reconciles quotes from several providers into one defensible price, or refuses to.
Weight by full market capitalisation. The textbook construction, and the starting point every float and capping rule modifies.
Price-Weighted Index — https://thefintechbuilder.com/index-and-benchmark-engineering/weighting-and-capping/price-weighted-index/
Intraday Index-Level Calculation — https://thefintechbuilder.com/index-and-benchmark-engineering/index-initialization-and-continuity/intraday-index-level-calculation/
Corporate-Action Divisor Bridge — https://thefintechbuilder.com/index-and-benchmark-engineering/index-initialization-and-continuity/corporate-action-divisor-bridge/
Divisor Continuity Adjustment — https://thefintechbuilder.com/index-and-benchmark-engineering/index-initialization-and-continuity/divisor-continuity-adjustment/
Index Divisor Initialization — https://thefintechbuilder.com/index-and-benchmark-engineering/index-initialization-and-continuity/index-divisor-initialization/
Base-Date/Base-Value Initialization — https://thefintechbuilder.com/index-and-benchmark-engineering/index-initialization-and-continuity/base-date-base-value-initialization/
Corporate-Action Status and Effective-Date Reconciliation — https://thefintechbuilder.com/corporate-actions-and-security-master-data/point-in-time-universe/corporate-action-status-and-effective-date-reconciliation/
Filing Revision Versioning — https://thefintechbuilder.com/corporate-actions-and-security-master-data/point-in-time-universe/filing-revision-versioning/
