DUCKQUANT / THE QUANT & AI DIRECTORY
14,444 resources, ranked by in-directory PageRank
Showing 6,265–6,300 of 14,444 resources
Hash-chained pre-registration and falsification ledger for research claims: write down what evidence would kill your claim before seeing the data; append-only…
MCP - Exact computation and conjecture testing across polynomial maps, linear algebra, and graph algorithms for agent-driven mathematical research
module to get real-time stock data from Google Finance API
Time-series machine learning at scale. Built with Polars for embarrassingly parallel feature extraction and forecasts on panel data
Real-time whale trade tracker for Polymarket — terminal alerts Telegram notifications when large orders hit the book
Library for portfolio optimization (MVO) and rigorous risk metrics (VaR/CVaR)
quant finance in pure haskell
Domain specific language for quantitative analytics in finance and trading
XAD - Automatic Differentiation (AAD) Library in and
QuantLibRisks - Fast risks with QuantLib in and
PME (Public Market Equivalent) calculation
library for timeseries modelling and inference (frequentist and Bayesian) on models
Description ending with a period
Short description ending with a period
package that implements SDMX 2.1 (ISO 17369:2013), a format for exchange of statistical data and metadata used by national statistical agencies, central banks…
Description ending with a period
options trading studies functions for use with options.data package and shiny
Read/Write Excel 2007 xlsx/xlsm files
Cent-accurate mortgage amortization schedules with Decimal arithmetic and published-source validation across six countries
A financial contract definition, modeling language, and valuation framework
This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are organized by class…
Quantitative Finance book
Training materials in quantitative finance
Repo for code examples in Quantitative Finance with Python by Chris Kelliher
"Modelos de Volatilidade para Derivativos" book's Jupyter notebooks
Erlang - An open and opinionated trading platform using productive & familiar open source libraries and tools for strategy research, execution and operation
Automatic discovery of non-trivial statistical relationships across 500+ time series from FRED, World Bank, EIA, and NOAA using mutual information screening…
Reproducible negative-result benchmark: no model beats a memoryless synthetic binary-options feed (AUC ≈ 0.50), with permutation-null tests and a…
Built on top of the tidyverse, tibbletime is an extension that allows for the creation of time aware tibbles through the setting of a…
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance).
simple, hassle-free access to price information of financial assets (currently based on yfinance and pycoingecko), including search and a symbol class
Flexible and efficient time series class & methods
CSharp - Free, open-source .NET Client for the TD Ameritrade Trading Platform. Helps developers integrate TD Ameritrade API into custom trading solutions
General Purpose Stock Extractors from Online Resources
wrapper for Yahoo! Finance API
Sparse principal component analysis
