DUCKQUANT / THE QUANT & AI DIRECTORY
14,444 resources, ranked by in-directory PageRank
Showing 12,709–12,744 of 14,444 resources
Lightweight financial charting library — live data, indicators, drawings, replay. Zero runtime dependencies.
High-performance financial charting library extending lightweight-charts (TypeScript, HTML5 canvas)
Financial charting library based on D3 for React written in Typescript
A high-performance, native PySide6 financial charting library.
Browser-native canvas financial charting library by Drift Research.
Low latency and responsive React financial chart library through direct calls to HTML5 Canvas API
Financial charting library for Qt6
Flutter K-line and candlestick financial chart library with technical indicators, OHLCV charts, depth charts, gestures, and customizable delegates.
I'm sick of using TradingView's embeds so I'm making a d3 financial chart library
Modern React financial charts library - Fork of react-financial-charts with React 18/19 support
🚀 Professional financial charting library for Streamlit - Built on TradingView's lightweight-charts with fluent API, trade visualization, and advanced annotations
A lightweight, fully customizable financial charting library for global markets
High-performance financial charting library with Canvas/WebGL/WebGPU backends, 1–3ms GPU time per frame, plugin-based rendering, visual signal annotation, AI-native architecture. Seamlessly supports Vue, React, and…
Powerful financial charting library based on R's Quantmod | http://py-quantmod.readthedocs.io/en/latest/
Limit order book matching engine, exchange simulator, and event-driven backtester in Python
Deterministic, replicated spot exchange in Java: an allocation-free price-time matching engine (exchange-core port) on Aeron Cluster Raft, with exactly-once dedup, CQRS read replica, and…
Limit order book written in Rust
LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈
High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)
An open source, high performance limit order book for the Seaport smart contracts. Implemented in Rust using ethers-rs, this offers a turnkey option for…
We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.
Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.
BSE is a simple minimal simulation of a limit order book financial exchange
Context: Supporting material for the paper "Guidelines for Building a Realistic Algorithmic Trading Market Simulator for Backtesting while Incorporating Market Impact" What it does:…
Ethereum fee market simulator for testing variants and alternatives to EIP-1559
Open Source Cryptocurrency Market Simulator
Stock market simulator written in Python.
The Travel Market Simulator project aims at providing reference implementation, mainly in C++, of a travel market simulator.
A stock market simulator to serve as the core for lots of demos
An online stock market simulator built using Django.
Investa is a full-stack stock market simulator providing real-time trading data.
A power market simulator for day-ahead, intraday and balancing markets in pure Python.
