DUCKQUANT / THE QUANT & AI DIRECTORY
14,444 resources, ranked by in-directory PageRank
Showing 11,161–11,196 of 14,444 resources
Factor-based return attribution and performance decomposition.
Public repository by MattTheEconomist. Primary language: Jupyter Notebook.
Performance attribution analysis for HFT trading strategies
investor advisor performance attribution system
Working document illustrating mechanics of performance attribution measured as dollar value add.
Public repository by WangZixiong. Primary language: Python.
Public repository by IM-team-mx. Primary language: Python.
Public repository by wgcgxp. Primary language: Python.
Portfolio performance attribution using the Brinson-Hood-Beebower (BHB) model. Interactive Streamlit dashboard with sector attribution, risk analytics, NAV validation, and PDF report export.
Trying to build a python library for performance attribution for quant developers.
Quantitative performance attribution of a multi-asset fund using CAPM, multivariate regression, GARCH volatility modeling, and Monte Carlo simulation. Includes structural inference of allocation strategy…
Plataforma de PLN financeiro em tempo real: análise de sentimento (SVM, F1 0,885), grafo de entidades com versionamento temporal (SCD-2) e stream de notícias…
Public repository by Only1Chris. Primary language: Python.
Institutional portfolio performance attribution analysis
Public repository by NidhiSingh10. Primary language: Jupyter Notebook.
QuantFAA is a comprehensive Python library for performance attribution analysis in quantitative finance, supporting multiple attribution methods, factor models, and risk metrics.
The purpose of this project is to measure how much of the performance of a diversified quantitative investment portfolio is significantly impacted by random…
Performance attribution analysis, value investment, original investment ideas, alpha seeking
Portfolio analytics for quants, written in Python
Enhanced drop-in replacement for QuantStats — portfolio analytics for quants
AI-powered Forex trading signal system using reinforcement learning, technical analysis, and ML models, with Power BI dashboards for risk management and performance attribution across…
Public repository by asrusajol. Primary language: Python.
Public repository by tanviramcl. Primary language: C#.
Small python app to make loxodrome (rhumb line) and orthodrome (great circule) calculations.
Public repository by KanchanChaudhary. Primary language: Java.
Runs the settlement layer for Marketplace agents, handling capital flow, NAV calculation, and mint/redeem settlement.
Multi-Platform Navigation Calculation
Source Funding & Account System
