DUCKQUANT / THE QUANT & AI DIRECTORY
14,444 resources, ranked by in-directory PageRank
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Financial time series forecast using dual attention RNN.
A general-purpose, flexible, and easy-to-use simulator alongside an OpenAI Gym trading environment for MetaTrader 5 trading platform (Approved by OpenAI Gym).
This repository includes our work on extracting the digital transformation strategy of Fortune 500 companies from earnings calls transcripts.
Open-source project in AI/ML for finance and trading.
SAMS - Scalable Agentic Market Simulator, a next gen AI finance automation paradigm, suitable for high frequency scenario while built for continuous learning…
Python Library to get publicly available data on NSE website ie. stock quotes, historical data, live indices.
Starter kit and resources for ACM ICAIF 2023 FinRL Contest. Website: https://open-finance-lab.github.io/finrl-contest.github.io/.
Helper functions to plot, evaluate, preprocess and engineer features for forecasting.
This repository collects awesome representative papers and resources for "From Pre-training to Post-training: A Survey on Time Series Foundation Models".
A deep learning method for event driven stock market prediction. Deep learning is useful for event-driven stock price movement prediction by proposing a novel.
A unified framework for machine learning with time series.
Python library for time series forecasting using scikit-learn compatible models, statistical methods, and foundation models.
Python package that scrapes Korean Exchange (KRX) stock price, index and fundamental data.
Merlion: A Machine Learning Framework for Time Series Intelligence.
Quantitative research and educational materials.
This repository houses the datasets/resources used in paper "ChatGPT Informed Graph Neural Network for Stock Movement Prediction". Dive in to find the.
The GitHub repository for the paper "Informer" accepted by AAAI 2021.
A comprehensive dataset for stock movement prediction from tweets and historical stock prices.
Code for stock movement prediction from tweets and historical stock prices.
Deep Time Series Code (Stock Sentiment Prediction).
PyTorch Implementation of "FinMamba: Market-Aware Graph Enhanced Multi-Level Mamba for Stock Movement Prediction" (KDD 2026 Workshop Oral).
A reinforcement learning agent trade eight different coins for several months using just an initial budget in cash.
About Code release for "TimesNet: Temporal 2D-Variation Modeling for General Time Series Analysis" (ICLR 2023), https://openreview.net/pdf?id=ju_Uqw384Oq.
Official implementation for "iTransformer: Inverted Transformers Are Effective for Time Series Forecasting" (ICLR 2024 Spotlight).
About Code release for "Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting" (NeurIPS 2021), https://arxiv.org/abs/210
The code and datasets of "Multi-Graph Convolutional Network for Relationship-Driven Stock Movement Prediction".
Sixth-place solution for Chinese document-level financial event extraction and event causality extraction.
CLI for running the LEAN engine locally and in the cloud.
Open benchmark of expert-written question-answer pairs over real corporate filings.
This is a repository for enabling collaborative and proper practices for financial machine learning.
FinRL Contest 2025
Apply LSTM neural network and reinforcement learning to trading Forex on mt5.
HAT: Heterogeneous Agent Trade.
Agent Trading Arena has been accepted to EMNLP 2025. DecoupledMarket is our follow-up work accepted to ICML 2026.
A self‐hosted Pokémon TCG collection manager to track cards, prices, binders, and portfolio analytics. Syncs free data from TCGdex, pulls Cardmarket/TCGPlayer
GP-Alpha-Miner is a high-performance, industrial-grade quantitative factor mining framework. It combines the search capabilities of Genetic Programming (GP)
