DUCKQUANT / THE QUANT & AI DIRECTORY
14,444 resources, ranked by in-directory PageRank
Showing 6,373–6,408 of 14,444 resources
Open, reproducible benchmarks for crypto infrastructure: aggregators, bridges, blockchains, perps. Live data, public methodology.
Dividend Data Toolkit - Python Data - Dated SCHD payment and holdings snapshots with source URLs, data dictionaries, and Python tools for split-aware...
A Model Context Protocol (MCP) server for financial news and SEC Form 4 insider trading data. Every story carries a 1-10 relevance score, per-ticker…
Hash-chained, append-only pre-registration ledger for research claims, with falsification contracts, adjudication, and Wilson-CI hit-rate reports.
Source code: Lib/statistics.py This module provides functions for calculating mathematical statistics of numeric ( Real-valued) data. The module is not intended to be a…
Walk-forward, strictly-proper-scored distributional forecasts of BTC, ETH, SOL and BNB log-returns. The WGeo family beats the best classical baseline in 12/12 (asset × horizon)…
Local-first backtesting engine with built-in overfitting detection. Asset-class agnostic. MCP-native.
The fastest way from backtest to live trading.
Public repository by trustless-ai. Primary language: Solidity.
MCP server for live trend data. Query Google Search, YouTube, TikTok, Reddit, Amazon, Wikipedia, News sentiment, Web Traffic, App Downloads, Steam, npm and more.…
Source of SOFR, EFFR and OBFR reference rates plus SOMA holdings data and APIs.
systematictradingexamples - Python - Code examples for Robert Carver's Systematic Trading .
Explore this resource at its source website for documentation and current information.
Explore this resource at its source website for documentation and current information.
Explore this resource at its source website for documentation and current information.
Explore this resource at its source website for documentation and current information.
Explore this resource at its source website for documentation and current information.
Live and historical market data for: Stocks, FX, crypto, commodities, indices and ETFs over WebSocket and REST.
The EarningsCall Python library provides convenient access to the EarningsCall API.
Public tooling for the Factor Weave quant-factor data API — Python SDK (pip install factorweave) + Google Sheets add-on + integration recipes.
Official Python client for the finlight.me financial news API
Python client for 0xArchive: granular market data for Hyperliquid (perps, HIP-3, HIP-4, Spot) and Lighter.
Free, open-source Shingou sentiment integrations for trading platforms and bot frameworks — Freqtrade, Jesse, more coming
Official Wealthville connectors: MCP server + Solana Agent Kit + ElizaOS plugins for LP pool scores (Enter/Hold/Exit, 0-100) with a public miss-inclusive track record
Measured market statistics over MCP — remote server at https://api.quantdata.uk/mcp, no API key needed to try. Day-type probabilities, Weis volume waves, options max pain,…
VC Deal Flow Signal - Track 350+ startups across 15 sectors using GitHub engineering velocity data. Open methodology, live dashboard, MCP server.
R package for fitting and analysing factor models used in portfolio and risk research.
Public repository by EARNOVAGAMING. Primary language: Python.
AI-scored sentiment for the 8 major currencies, 15 forex pairs, gold, silver, oil, crypto and US indices, as JSON
AI agent skill package for Backtesting Arena — daily Bitcoin/crypto cycle scoring + on-demand backtests via Public, REST/MCP, or x402 pay-per-call
Notebooks that replicate original quantitative finance papers from Emanuel Derman
Wiseek Filing Impact Monthly — free citable statistics on how SEC filings move stocks (CC BY 4.0)
Machine Learning in Finance: From Theory to Practice Book
The most advanced free and open-source browser fingerprinting library
A minimalist, open source online pastebin where the server has zero knowledge of pasted data. Data is encrypted/decrypted in the browser using 256 bits…
