DUCKQUANT / THE QUANT & AI DIRECTORY
14,444 resources, ranked by in-directory PageRank
Showing 4,105–4,140 of 14,444 resources
Build an exact diluted-EPS denominator bridge without blending US-GAAP and IAS 33 proceeds rules.
Price FinTech products and measure sustainable economics. Representative subjects: Fee engines, interchange economics, revenue recognition, cohort LTV, CAC payback, contribution margin.
xlwings is a Python library that makes it easy to call Python from Excel and vice versa. It works with Excel on Windows and…
barchart: Financial markets data library implemented in go.
Kerf (Kerf1) is a columnar tick database and time-series language for Linux/OSX/BSD/iOS/Android. It is written in C and natively speaks JSON and SQL. Kerf…
Twelve Data Python Client - Financial data API & WebSocket
Finnhub Python API Client. Finnhub API provides institutional-grade financial data to investors, fintech startups and investment firms. We support real-time…
Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.
High Frequency Trading using Vivado HLS
The High-Frequency Trading FPGA System is an ultra-low latency platform for electronic trading on FPGAs. It features a TCP/IP stack, order matching engine…
Golang implementation of a Limit Order Book (LOB) for high frequency trading in crypto exchanges
Example Order Book Imbalance Algorithm
Detailed web scraping tutorials for dummies with financial data crawlers on Reddit WallStreetBets, CME (both options and futures), US Treasury, CFTC, LME…
Analysis of High Frequency Trading on Bitcoin exchanges
Java/MySQL real-time algorithmic trading using Interactive Brokers API
An Asynchronous Event-driven High-frequency Trading System,huobi future,huobi coin margined swap, huobi usdt margined swap included.
Parse SEC EDGAR HTML documents into a tree of elements that correspond to the visual (semantic) structure of the document.
BNB Chain perp DEX offering up to 1001x leverage and capital-efficient order-book execution.
Multi-chain decentralised perpetual exchange offering an order-book model and cross-chain margin.
Ultra-low-latency perp DEX on StarkEx incubation from Amber Group, offering up to 100x leverage.
Solana derivatives venue combining a hybrid CLOB and AMM with cross-margin perps, spot and lending.
Curated directory of perpetual DEXs, trading terminals, analytics, copy-trading bots and infrastructure.
Leading Solana and multi-chain self-custodial wallet with swaps, staking and integrated perps trading.
Synthetic dollar protocol issuing USDe, backed by delta-neutral hedged positions across CEX and perp venues.
Kronos Research-backed exchange offering spot, perpetual futures and an order-flow oriented trading terminal.
OpenGym with Deep Q-learning and Policy Gradient
High Frequency Pairs Trading Based on Statistical Arbitrage (Python) :moneybag
Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
Vanilla option pricing and visualisation using Black-Scholes model in pure Python
using fundamental and pricing data to predict future stock returns. Sklearn's randomforest classifier is trainded and author claimed positive live trading…
A simple Python package for optimizing investment portfolios using historical return data from Yahoo Finance. Users can easily determine the optimal portfolio…
Implementation of HFT backtesting simulator and Stoikov strategy
Chinese translation of the awesome-quant curated list of quantitative finance libraries and resources.
This repository hosts my reading notes for academic papers.
This course in applied data science covers the theoretical foundations of advanced quantitative approaches in machine learning, econometrics, risk and…
Cloud-native Financial Reinforcement Learning Python · 505
