DUCKQUANT / THE QUANT & AI DIRECTORY
14,444 resources, ranked by in-directory PageRank
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Advanced callable bond risk analytics using QuantLib and Hull-White modeling
Bond analytics from first principles: Nelson-Siegel curve, duration/convexity, VaR, repo margin simulation
Public repository by asrivastava100. Primary language: Python.
Public repository by thakkarchintan. Primary language: Python.
Public repository by inocule. Primary language: Python.
Public repository by OmriBondGuru. Primary language: TypeScript.
Public repository by SergeyDemian. Primary language: Kotlin.
US Macro Economic Data API — GDP, CPI, unemployment, payroll via BLS + World Bank
Public repository by bsmukasa. Primary language: Python.
Public repository by Yongming1012. Primary language: Python.
Public repository by ZedongDaniel. Primary language: Python.
Public repository by aamnaam. Primary language: C++.
FHLB Callable Bond Analytics Platform
In this repository, a selection of code snippets that run various financial calculations using the QuantLib library in C++. The examples include bond analytics…
📈 Fixed income analytics platform for yield curve modelling, bond valuation, and interest rate risk analysis. Implements Nelson-Siegel-Svensson curve fitting, duration, convexity, DV01, key…
Welcome to the Municipal Bond Analytics Dashboard — a data science project focused on analyzing municipal bond data using Python, Streamlit, and Plotly. This…
Quantitative options pricing: Black-Scholes, Monte Carlo simulation, bond analytics, and volatility surface modelling
A specialized, interactive financial modeling tool designed for my Financial Modeling Coursework.
Public repository by AIM-IT4. Primary language: C++.
Public repository by vovabush. Primary language: Python.
End-to-end multi-asset ETF analytics project using Python, SQL and SQLite to process 3,630 daily price records, calculate return and risk metrics, and compare equal-weight…
This repo contains an end‑to‑end starter for the Stock & ETF Analytics Platform with Azure Key Vault for secrets, ARM-based IaC, ADF ingestion, Databricks…
A modern, responsive ETF (Exchange-Traded Fund) dashboard built with Next.js 15, featuring real-time data from multiple API providers, interactive charts, and comprehensive ETF analytics.
Local-first financial analyst platform for deterministic stock and ETF analytics, agentic retrieval-augmented generation, multi-agent research workflows, memory, and optional fine-tuning.
Hybrid Python + C++20 platform for point-in-time ETF analytics, risk/ML research, ETF-security graphs, and performance-oriented native market-data processing.
A Python-based ETF analytics project using performance metrics, correlation, beta, rolling beta, and Fama-French factor regression to explain ETF return drivers.
