DUCKQUANT / THE QUANT & AI DIRECTORY
14,444 resources, ranked by in-directory PageRank
Showing 6,805–6,840 of 14,444 resources
MorningStar.com scraper that consolidates tens of thousands of financial records into a SQLite relational database. Class 'dataframes' easily converts the…
Anomaly Detection for time series data
Scrapes Yahoo! Finance earnings calendar to get data for a specific date or a date range.
Trend detection algorithms for Twitter time series data
Materials for a 2-day instructor led course on applying machine learning
Flutter package: Search Widget for selecting an option from a data list.
PyTorch for Quantitative Finance : Refine Derivatives Hedging and Pricing with Architecture Alightment in Operators
This is a simple backtesting framework to help you test your crypto currency trading. It includes a way to download and store historical crypto…
Obtain USD price history data for CoinMarketCap-listed cryptocurrencies.
This application connects to the Binance.com public API to get live 24h price change data for all crypto trading pairs on their platform and…
cotreports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The following COT reports are…
Public repository by Leefinance.
Example code for neural-network-based anomaly detection of time-series data (uses LSTM)
A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.
A ViT based transformer applied on multi-channel time-series EEG data for motor imagery classification
The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, clean and match…
The idiomatic rust implementation of the QuantLib C++ quantitative finance library
FundaScaper scrapes data from Funda, the Dutch housing website. You can find listings from house-buying or rental market, and historical data.
For compiling financial data and stock prices, Robinhood API, tradebot... etc
Extract financial data from the SEC's EDGAR database
The earnings conference call dataset of S&P 500 companies
COVID-19 statistics for Germany. For states and counties. With time series data. Daily updates. Official RKI numbers.
Calendar heatmaps from Pandas time series data.
Code for the Hadoop Fundamentals for Data Scientists course.
D-Lab's 12 hour introduction to Python. Learn how to create variables and functions, use control flow structures, use libraries, import data, and more, using…
Generate MIDI files from time series data. You can control can control what octaves and octave ranges you want.
Option visualization python package
C++ examples.
Zohmg is a data store for aggregation of multi-dimensional time series data, built on top of Hadoop, Dumbo and HBase.
Easily make RESTful web services for time series reporting with Big Data analytics engines like Druid and SQL Databases.
Algorithmic trading strategies
Automagically remove trends from time-series data
A fast in-memory limit order book (LOB).
Listed Volatility and Variance Derivatives (Wiley Finance)
EDGAR Renderer enables investors to view the interactive data filings submitted under the US Security and Exchange Commission (SEC) rules that require the use…
Tabular feature encoding pipelines for machine learning with options for string parsing, missing data infill, and stochastic perturbations.
