DUCKQUANT / THE QUANT & AI DIRECTORY
14,444 resources, ranked by in-directory PageRank
Showing 7,093–7,128 of 14,444 resources
The economics of futures, futures, options, and swaps
Hybrid model to predict future price correlation coefficients of two assets
Convex Optimization for Finance
Portfolio analyses and optimisation for 401K
Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeling, stock screening…
Based on a Sonam Srivastava gave and there are two studies: 1. single timeseries return prediction using ARIMA/VAR/SVR/Deep Regression/CNN/LSTM 2. indexed…
inspired by Q-trader a deep reinforcement learning repo for trading. Only 3 actions allowed (buy/hold/sell) and no transaction cost is implemented yet. Uses…
curated list of notebooks for machine learning models. Start with very simple linear models to more advanced reinforcement learning type of models. Problem…
Deep learning for finance Predict volume of bonds
CryptoNets is a demonstration of the use of Neural-Networks over data encrypted with . Homomorphic Encryptions allow performing operations such as addition and…
Return performance and mutual fund selection
Please visit for more information on public projects that have made it into the subscription product. If you already have a corporate sponsor, we…
A Python toolkit for high-frequency trade research
merged into FinRL library and uses and implementation of DQN
Notebooks for math and financial tutorials
NYU Math-GA 2048: Scientific Computing in Finance
Predicting market crashes using an LPPL model
accompanying materials for slide covering more tradition quant trading topics like pair trading/kalman filter/trend following etc. Referecing interesting paper
code repo for video series. Contains notebooks and deep dive using
This is the first in a series of articles dealing with machine learning in asset management. Asset management can be broken into the following…
This is the second in a series of articles dealing with machine learning in asset management. This article focuses on portfolio weighting using machine…
Hands-on Python for Finance published by Packt
data processing platform which stream data from kafka. The example shows two incoming data stream stock vs tweets and two spark streams are created…
Research in investment finance for long term forecasts and a curated list of notebooks. Each topic contains a youtube video explaining in details. Interesting…
generate streamable data using mapr converged data platfrom built mostly in java. Uses apache for web visualization
Factor analysis for mutual funds
Comprehensive NLP techniques for accounting research
Extends classical portfolio optimisation to take the skewness and kurtosis of the distribution of market invariants into account
Collections of news/articles on various topics including quant trading and machine learning. Some articles are from and
repo for book with heavier focus on machine learning and less on finance. Topics covered including computer vision/time series/nlp/generative models (i.e.…
official repo for book. Covering topics including backtesting/boosting/nlp/deep&reinforcement learning. Leverage open source libraries including and
repo covering lstm and other sklearn model for trading. Code is not structured well and less extensible
Stock Market Forecasting using LSTMGRU
Fund classification using text mining and NLP
Extracting sentiment from financial statements using neural networks
Sentiment, distance and proportion analysis for trading signals
