DUCKQUANT / THE QUANT & AI DIRECTORY
14,444 resources, ranked by in-directory PageRank
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Public repository by KnolJesse. Primary language: C++.
A high-performance quantitative finance library for the valuation and risk analysis of financial derivatives. This engine implements industry-standard pricing models to calculate the fair…
A lightweight quantitative finance library for European option pricing and risk analysis. Implements the analytical Black-Scholes formula and computes full Greeks (Delta, Gamma, Vega,…
Quantitative finance library in modern C++ on top of QuantLib — bootstrapped yield curves and vanilla option pricing. CMake + vcpkg.
C++ quantitative finance library with Python bindings — Monte Carlo delta hedging, yield curve modeling, and statistical analytics
Quantitative finance library for derivatives pricing and risk analytics — validated against textbooks and research papers
Java quantitative finance library for option pricing, Greeks and volatility estimation.
A complete Rust translation of the QuantLib quantitative finance library
A quantitative finance library with cuQuantum as backend
Quantitative Finance Library & Option Trading Tool
Quantitative Finance Library written in Python
Quantitative Finance Library built in Rust
a comprehensive quantitative finance library in C++ to model and price various financial derivatives and instruments.
A 100%-Python port of QuantLib — the de-facto open-source quantitative-finance library — systematically rebuilt from C++ v1.42.1 with bit-exact precision. Sister project of JQuantLib.
“High-performance quantitative finance library written in Rust with Python bindings.”
Valuation of financial derivatives on FPGA with HLS. We introduce a new path pricer for computing the replication error of delta-hedging strategy with monte…
Quantitative finance library with option pricing VaR and Monte Carlo methods
Examples for working with crypto exchange APIs & WebSockets in Node.js & TypeScript. Algo trading snippets & examples.
APIs for interfacing kdb+ with QuantLib, a quantitative finance library written in C++
Ultra-fast Limit Order Book for Node.js written in TypeScript for high-frequency trading (HFT) :rocket::rocket:
Tutorial for Qluacpp library (C++ interface for Quik trading terminal)
Quantitative finance library for derivatives pricing and risk analytics — successor to QuantPricer, rebuilt from scratch
This is a low-latency trading exchange and client which shows the power of C++!
Opex is a low-latency trading application focused on fast, reliable order execution and real-time market data, designed to help traders react quickly and efficiently…
Public repository by cryptodtalpha. Primary language: Python.
High-performance Solana execution library with native Jito Bundle support. Optimized for low-latency trading, MEV-protection, and 100% block inclusion.
Fast Solana arbitrage bot for low-latency trading across DEXs, with real-time market analysis and customizable strategies.
Binance Quantitative Trader is an advanced low latency trading engine designed to automate and optimize trading strategies on the Binance exchange.
High-performance, concurrent, and lock-free matching engine written in Rust. Designed for ultra-low latency trading systems and scalable exchange infrastructures.
Public repository by Satis-Foundation. Primary language: Rust.
Installation instructions for the Crypto Trading Terminal
