DUCKQUANT / THE QUANT & AI DIRECTORY
14,444 resources, ranked by in-directory PageRank
Showing 2,809–2,844 of 14,444 resources
Chinese financial LLM from Fudan University. Multi-expert fine-tuning for QA, domain NLP, math computation, and RAG-based consulting
JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java.
interface for daily composite prices/OHLC/Volume Real-time News Feeds, powered by the Tiingo Data Platform
A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps.…
Historical - Archived research implementation of technical-indicator selection using distance correlation, clustered parameter tuning, and feature pruning
MCP server returning composite crypto trade verdicts (direction, confidence, regime) across 5 perpetual-futures venues, with cross-venue funding-rate arbitrage…
A Python based library to model cashflow for structured product like Asset-backed securities (ABS) and Mortgage-backed securities (MBS)
US Treasury price quote math: parse and format 32nds quotes (105-16+), ticks, and basis points; zero dependencies
AI-powered SDK featuring algorithmic trading, backtesting, deployment on 100+ exchanges, and multiple optimization engines
This package includes pricing function for selected American call options with underlying assets that generate payouts
CLI MCP server for SEC 13F institutional holdings, Form 4 insider trading, and smart money convergence signals (tickers where hedge funds and company insiders…
Trading-strategy research framework with iterative proposal generation, backtesting, SQLite memory, holdout evaluation, walk-forward experiments, and experiment
API server for crypto and market data with technical indicators, on-chain analytics, and MCP access; includes x402 payment support for hosted endpoints
A-share daily-bar data immunity: cleaning, board-aware price limits (ST date-aware), suspensions, audits, SHA-256 snapshots and evidence-tracked repair.
A lightweight, event-loop-style backtest engine that allows a function-driven imperative style using efficient stateful helper functions and data containers
Unified financial data API covering market prices, fundamentals, disclosures, macroeconomic, and alternative data for long-horizon research and quantitative…
DeFi vault scores across 16 factors, with a free read-only API requiring no signup and limited to 60 requests per minute per IP
Bitcoin cycle scores and market-state indicators through four free public API endpoints requiring no account or key, with responses cached for 5–60 minutes
Local-first backtesting engine with built-in overfitting checks (PBO, deflated Sharpe, bootstrap CI, walk-forward) and a native MCP server for AI agents
Tamper-evident SHA-256 hash-chain audit log and human-readable report for AI trading-agent decisions; read-only, offline, and dependency-free (Python standard…
Reinforcement learning stock-selection framework for the China A-share market with multi-source factor input (alpha101 main-force flow hot-money seats…
Historical - Archived crypto-asset trading engine preserving an early adaptation of Zipline for exchange backtesting and live execution
Transaction infrastructure for defining instruments, transactions, portfolios and accounts for trading systems and simulation. Provides portfolio support for…
Cryptocurrency market data API with 20,000 free calls per month for personal use, including one year of daily price history, without an API key.…
Brazilian market data API with a free tier of 15,000 requests per month and up to three months of price history, plus four stocks…
Solo crypto quant starter kit: 12 playbooks covering trading strategy, risk rails, 3-tier wallet architecture, MEV mitigation, Canadian NI 31-103 compliance…
Collectors and public API for Uruguayan retail buy/sell exchange rates and historical series by source and quote type. [GitHub](https://github.com/eduair94/camb
Open-source algorithm that scores two US-listed companies against each other on 8 fundamentals computed directly from SEC EDGAR XBRL data (10-K/10-Q); live comp
Dated SCHD payment and holdings snapshots with source URLs, data dictionaries, and Python tools for split-aware dividend windows and ETF company-exposure checks
Extension of data.frame: Fast aggregation of large data (e.g. 100GB in RAM), fast ordered joins, fast add/modify/delete of columns by group using no copies…
SOFR compounding-in-arrears per ARRC/ISDA conventions (lookback, observation shift, lockout) and the SOFR Index method; reproduces the NY Fed's published…
Bybit perpetual-futures trading bot with volume-spike detection, new-listing monitoring, staged take profits, and trailing stops.
Free congressional trade disclosures, politician profiles and performance statistics, with paid API access beyond one-time starter credits.
Catalogue of twenty-seven position-exit policies (stop-loss, take-profit, time, volatility, signal-reversal and convergence) behind one interface, with a drop-i
Terminal-based ETF research and portfolio analytics application for holdings, exposure, concentration, margin, and risk workflows
Spring Boot - Streaming backtesting engine for short-duration index options with conservative five-minute execution modeling and reproducible Early Retirement…
