DUCKQUANT / THE QUANT & AI DIRECTORY
14,444 resources, ranked by in-directory PageRank
Showing 6,229–6,264 of 14,444 resources
Currency conversion library for Julia
Unofficial CLI and async SDK for the Capital.com broker API: market data, guarded order execution, and real-time streaming
FilingFirehose’s standalone SEC 8-K HTML parser using regex rules to flag possible discrepancies between reported item codes and filing text
Bronto API Integration for Python
Business days calculations and utilities
Business days calculations and utilities
Easy to use Bloomberg Desktop API wrapper for Python
Demo code for direct Black-Scholes implied-volatility calculation from normalized call prices via the inverse-Gaussian quantile representation
Official GitHub organization for the convex research group at the Hong Kong University of Science and Technology (HKUST)
Implementation of using qstrader
SDK for cryptocurrency portfolio tracking with real-time prices, P/L calculations, and price alerts. Free tier available
Jupyter Notebook - statistical analysis of Binance BTC/USDT orderbook: OBI, CVD, spread
SDK for Trading/Data API and Websockets for FTX, FTXUS, OKX, Bybit, & More
Async Python connector for Binance Spot FIX sessions with Order Entry, Market Data, and Drop Copy support
Formula WorkPaper and XLSX recalculation runtime for Node.js services and agent tools
All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo
Verifiable look-ahead freedom for the value-independent fragment of data pipelines, with a heuristic companion scanner for research code
Reverse DCF that solves for the revenue growth, duration, and operating margin a stock price implies, from SEC EDGAR fundamentals
Excel Addin for Haskell
Historical - Archived reference implementation for parsing and aggregating local Bovespa tick and order files after public FTP access ended
A parsnip backend for GARCH models
library for high-fidelity unlimited synthetic financial data generation using Heston Stochastic Volatility and Merton Jump Diffusion
Financial Market Building Blocks
A financial maths library in Haskell
Solutions for enhancing portfolio diversification and replications of seminal papers with R, most of which are discussed in one of the best investment…
High-performance, native Canvas/WebGL financial charting library for self-hosted applications without iframe limits
Repository containing notebooks of 's posts on Medium
Codes from @financialnoob's posts
Papers Derivatives - Collection of 1990s research papers on derivatives pricing, volatility modeling, hedging, and model risk
A python implementation of the fast-reversion Heston model of Mechkov for FX purposes
Obtains stock symbols and relating information for SP500, AMEX, NYSE, and NASDAQ
Get current exchange rate.
High-performance analytical core using LLVM JIT (Numba) to process large-scale telemetry for quant diagnostics
Historical - Archived big-data quantitative-analysis and trading system retained as an early unified market-data and backtesting framework
Community fork of NeuZhou's quantitative finance toolkit with backtesting, paper trading, and command-line tools
Financial Risk Calculations. Optimized for ease of use through class construction and operator overload
