DUCKQUANT / THE QUANT & AI DIRECTORY
14,444 resources, ranked by in-directory PageRank
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Real-time Web Dashboard for Optuna.
Material accompanying the MOSEK Portfolio Optimization Cookbook
Financial Portfolio Optimization Algorithms
Zero-dependency technical analysis library for Python — 151 indicators (RSI, MACD, ATR, Bollinger, ADX…), full type hints, no NumPy, pandas or TA-Lib. A…
Code for the paper "FinRL-DeepSeek: LLM-Infused Risk-Sensitive Reinforcement Learning for Trading Agents" arXiv:2502.07393.
LLM multi-agent framework for A-share investment research, debate and decision making.
Free, open-source TradingView strategy optimizer for Chrome. Grid search, walk-forward, heatmaps. By Roboquant.
daily stock screening by using Mark Minervini's volatility contraction pattern detection, stage 2 template searching and news sentiment analysis by openAi api
A simple free market simulator engine. Based on Emergent Economies for Role Playing Games by Doran and Parberry.
Backtest 1000s of minute-by-minute trading algorithms for training AI with automated pricing data from: IEX, Tradier and FinViz. Datasets and trading…
Official code repository for paper "VisionTS++: Cross-Modal Time Series Foundation Model with Continual Pre-trained Visual Backbones".
Official code for TimeCraft: A Time Series Generation Framework for Real-World Applications.
Official implement for "UniCA: Unified Covariate Adaptation for Time Series Foundation Model"(ICLR'26) in PyTorch.
[NeurIPS 2026] Official code for "Kairos: Toward Adaptive and Parameter-Efficient Time Series Foundation Models".
The Virtual Feature Store. Turn your existing data infrastructure into a feature store.
Time Series Orchestra (TSorchestra) is a novel ensemble framework designed for zero-shot time series forecasting. It is built upon a curated collection of time.
Predict operation stocks points (buy-sell) with past technical patterns, and powerful machine-learning libraries such as: Sklearn.RandomForest.
Accompanying source codes for my book 'Mastering Python for Finance'.
Mean-Variance Optimization using DL (pytorch).
Code for paper "Enhancing Stock Movement Prediction with Adversarial Training" IJCAI 2019.
From-scratch reimplementation of Google TimesFM (time-series foundation model) plus the full pretraining pipeline Google never open-sourced. Trained and.
Feedback Driven Alpha Generation Pipeline combining Gemini API with the WorldQuant BRAIN API to automatically generate, backtest and iteratively refine trading.
Python library for building financial machine learning models.
Chinese financial chatbot that answers stock-related questions using intent classification and parameter extraction.
[ICLR 2024] Official implementation of "TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting".
Repository of Transformer based PyTorch Time Series Models.
Open-source project in AI/ML for finance and trading.
Stocktwits market sentiment analysis in Python with Keras and TensorFlow.
Code for paper "Temporal Relational Ranking for Stock Prediction".
PyTorch implementation of "ChatTime: A Unified Multimodal Time Series Foundation Model Bridging Numerical and Textual Data" (AAAI 2025 [oral]).
Financial time series forecasting with multi-modality graph neural network.
Financial Machine Learning
The Open Source Feature Store for AI/ML.
HATS: A Hierarchical Graph Attention Network for Stock Movement Prediction.
The official code for "TEMPO: Prompt-based Generative Pre-trained Transformer for Time Series Forecasting (ICLR 2024)". TEMPO is one of the very first open.
Constructing Financial Sentimental Factors in Chinese Market Using Techniques of Natural Language Processing.
