DUCKQUANT / THE QUANT & AI DIRECTORY
14,444 resources, ranked by in-directory PageRank
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Quant Finance MCP Server for Stock Analysis and Options Analytics - HPSILab
QUANTEDGE OPTIONS ANALYTICS open source
DV Trading Options Analytics Suite
MCP server for real-time options analytics — gamma exposure (GEX), dealer positioning, volatility surfaces, greeks, and more. Works with Claude, Cursor, Windsurf, and any…
ZeroGEX Options Analytics Platform
StockVeda is a free, self-hosted stock market research platform for Indian markets combining technical/fundamental screening, customizable multi-algorithm strategy backtesting, and F&O options analytics in…
nstitutional-grade options analytics platform for SPY and S&P 500 with GEX, DEX, dealer positioning, market intelligence and quantitative analysis.
AI-assisted earnings intelligence, options analytics, and historical event research.
A high-performance options analytics dashboard for professional derivative traders.
Full-stack institutional options analytics platform with real-time Black-Scholes pricing, ML-based volatility signals, and Bloomberg Terminal integration.
Options pricing, Greeks analysis, implied volatility surface construction and calibration. Black-Scholes, smile modeling, term structure. Python.
Black-Scholes analytics for the Deribit option chain: Greeks, implied volatility, per-expiry smile fitting and mispricing detection
OpenQuant is a full-stack options analytics platform for exploring NIFTY derivatives data with interactive visualizations, Greeks, volatility analysis, anomaly detection, strategy design, backtesting, and…
Python examples and tutorials for the FlashAlpha options analytics API — GEX dashboards, IV scanners, vol surface plots, dealer positioning, Kelly sizing
This is a FastAPI-based microservice for fetching real-time Indian stock market data with options analytics. It provides RESTful endpoints to access stock quotes, historical…
HPSILab Quant finance MCP server for stock analysis, options analytics, implied volatility, Monte Carlo simulation, AI prediction, and backtesting.
Black-Scholes-Merton European option analytical pricing and first/second-order Greeks (Delta, Gamma, Vega, Theta, Rho) engine.
Black-Scholes-Merton European option analytical pricing and first/second-order Greeks (Delta, Gamma, Vega, Theta, Rho) engine.
Provides advanced options strategies analytics using IG Index REST API
Fast, type-safe options analytics library for TypeScript. Black-Scholes pricing, Greeks (delta, gamma, vanna, charm), and dealer exposure metrics with broker-agnostic data normalization.
Real-time 0DTE options analytics in Python — pin risk, gamma regime, expected move, dealer hedging, theta decay. Uses the FlashAlpha API.
Price options analytically given stock price characteristic function
A locally-run options analytics terminal built on the [Trading Volatility API](https://tradingvolatility.net), with an AI-powered trading brief generated by Claude.
A curated list of options analytics tools, APIs, libraries, papers, and educational resources for quantitative options trading
Open Source Options Analytics Platform.
A self-contained tutorial series on factor investing for anyone with an undergraduate-level background in probability and statistics. Key results are derived and demonstrated on…
Code implementation of the work: Factor Investing with a Deep Multi-Factor Model. We will release source codes upon publication to facilitate reproduction of our…
Factor investing portion of the CPP Investments intern case comp. Very simple factor definition + mean-variance optimization of a portfolio.
In this case study, I have worked on constructing three equity risk premia factors: value, volatility, and momentum apart from market factor, using monthly…
This project is used to create factors
MScFE WQU Capstone Project- Influence Diagram as A Decision-Making Tool for Factor Investing
Website for Machine Learning and Factor Investing
Quantitative Stock Investing, Factor Investing, Questrade API, Financial Modeling Prep API
Factor Analysis/ Investing for a stock exposed to different factors; and comparisons between a Cap-Weighted and Equally-Weighted Index
Quantitative research projects: factor investing, stat arb, vol surfaces, portfolio optimization
