DUCKQUANT / THE QUANT & AI DIRECTORY
14,444 resources, ranked by in-directory PageRank
Showing 4,069–4,104 of 14,444 resources
Select legally and economically useful realization paths. Representative subjects: FIFO/LIFO/specific lot, average cost, wash-sale checks, gain/loss harvesting, lot matching, cost-basis adjustment.
Build compliant investment and financing products. Representative subjects: Business-activity screens, financial-ratio screens, purification, Sukuk cash-flow models, Murabaha schedules, Ijara.
Extract decisions and signals from financial language. Representative subjects: Sentiment, topic models, filings extraction, earnings-call analysis, news event detection, named entities.
Level series from price returns alone, ignoring dividends. The number most often quoted, and the one that understates long-horizon performance.
Tilts a parent index toward a theme by scaling weights with a theme score, bounded so no single name runs away.
Risk parity: weights chosen so every constituent contributes the same share of total portfolio risk.
Solves for the weights that minimise portfolio variance for a given covariance matrix.
Weight by a composite of factor scores — value, quality, momentum — with a floor so negative scores cannot produce negative weights.
Weight by dividend yield. Straightforward arithmetic with a well-known failure mode: yield rises as price falls, so the construction naturally overweights companies in distress.
Weight by accounting size — sales, book value, cash flow, dividends — instead of market price.
Every constituent counts the same: each eligible name receives the target weight 1/N at the rebalance date.
The Dow construction: sum the prices, divide by a divisor. Weight follows share *price*, not company size — a $500 stock moves it more…
Recomputes the level from a live price snapshot using fixed index shares and float factors.
The divisor itself: market value divided by the target level. Small, and the number every other calculation in this domain is defined against.
Calculate governed index levels from eligibility to divisor continuity. Representative subjects: Constituent eligibility, free float, weighting, capping, divisor continuity, corporate-action treatment.
Reconstructs the final return of a security that stopped trading.
Resolves a vendor or exchange identifier to a permanent internal key.
Build a point-in-time capital-repayment factor without turning an index convention into a universal tax rule.
Produce comparable histories and preserve instrument identity. Representative subjects: Splits, dividends, rights, spin-offs, mergers, symbol changes.
Estimate borrower and issuer loss. Representative subjects: Credit scoring, PD/LGD/EAD, transition matrices, structural default models, reduced-form hazard models, survival analysis.
Transform nontraditional observations into research features. Representative subjects: Geospatial aggregation, web/app activity, card-spend nowcasting, supply-chain graphs, job postings, normalization.
Keep institutions funded and balance rate risk. Representative subjects: Cash forecasting, liquidity ladders, LCR/NSFR, deposit decay, repricing gaps, duration of equity.
Model temporal dependence and forecast distributions. Representative subjects: ARIMA, VAR/VECM, exponential smoothing, state-space models, Kalman filters, change points.
Estimates what a rebalance costs to implement — spread, market impact and commission.
Combines several index return streams into one under fixed weights.
The same idea as a fixed decrement, but proportional to the level.
Deducts a fixed number of index points per year. Decrement indices exist to make option pricing on them cheaper, and the deduction is a…
Scales exposure to hold realised volatility near a target, cutting it when markets get rough.
An inverse multiple reset daily. The same path dependence as the leveraged case and in the same direction: over any period longer than a…
Applies a leverage multiple that resets every day. Daily reset is why a 2× product does not deliver 2× over a month: in a…
Restates an index in another currency by compounding local returns with FX returns.
Expresses dividends in index points rather than currency, which is how dividend futures and swaps are quoted.
Total return less a cash return, giving the return over funding.
Reinvests dividends after withholding tax. Over a decade the gap from the gross variant is large enough that quoting the wrong one materially misstates…
Reinvests dividends in full, with no tax deducted. The variant that assumes a holder who suffers no withholding — a domestic pension fund, typically.
Trade a target quantity with controlled cost and risk. Representative subjects: TWAP, VWAP, POV, implementation shortfall, Almgren-Chriss, arrival-price benchmarking.
