DUCKQUANT / THE QUANT & AI DIRECTORY
14,444 resources, ranked by in-directory PageRank
Showing 2,845–2,880 of 14,444 resources
Parse Japanese XBRL financial statements from EDINET with 161 normalized labels, 26 financial metrics, and multi-company screening
Checks that catch nine silent failure modes in SEC filing data, from Form 4 filings that are about a different issuer to 13F-NT counted…
Extract geographic revenue breakdowns from SEC EDGAR 10-K filings with no API key. [GitHub](https://github.com/Metricshour/edgar-geo-revenue)
Cross-chain swap and bridge route comparison that queries exchange providers for a given pair and amount and ranks the routes by output, with rate,…
SEC filings, insider transactions, and institutional holdings API with a permanent free tier of 5,000 requests per month and 15 requests per minute, without…
MCP - MCP server and Python SDK for a SEC EDGAR REST API covering XBRL fundamentals, Form 4 insider trades, 8-K events, 13F holdings…
fastquant allows you to easily backtest investment strategies with as few as 3 lines of python code
Fail-closed quality gate for backtests and factor evidence: DSR/PBO/haircut/MinTRL plus a probability-calibration companion gate.
Real-time market data streaming in Rust: lock-free SPSC ring buffer, 100K+ ticks/second ingestion, multi-timeframe OHLCV construction, and Lorentz transforms…
Quantitative performance and risk analytics with 150+ metrics, portfolio optimization, Monte Carlo simulation, and attribution; actively maintained successor…
Realistic limit-order fill simulator for options credit/debit spreads with post-and-wait limits, stale-quote guards, deterministic same-bar tiebreaks, and a…
package for Taiwan stock market data, factor research, and vectorized backtesting with pandas-style strategy definitions
Scores detected chart patterns against the pattern-free baseline for the same market, timeframe and horizon, reporting lift with cluster-robust confidence…
Toolkit for quantitative trading analysis. It integrates an advanced market screener, a multi-strategy, multi-asset backtesting engine. Use with built-in GUI…
Downloads and aggregates data for Brazilian government issued bonds directly from the website of Tesouro Direto
Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond…
FX spot/forward value-date calculation across two currency holiday calendars, with the USD-lag and end-of-month rules; zero dependencies
Free live open/closed clock and reference for 69 futures products across 14 exchanges with DST-aware session windows, night sessions, 2026 holiday calendars, co
Hosted API gateway providing cryptocurrency price data, with a permanent free allowance of 50 requests per day without signup or payment information
Systematic options trading intelligence for small accounts with desk-based portfolio management, pre-trade validation, and multi-broker consolidation
NASDAQ TotalView-ITCH 5.0 day files to Parquet: BBO, trades, order-by-order messages with the resting side already resolved, and MBP depth; downloads and verifi
Historical - Archived Stellar DEX trading bot retained for studying configurable market-making and order-book mirroring
A dockerized Jupyter quant research environment with preloaded tools for quant analysis, statsmodels, pymc, arch, py_vollib, zipline-reloaded, PyPortfolioOpt, e
Indicator is a TypeScript module providing various stock technical analysis indicators, strategies, and a backtest framework for trading
IndicatorGo is a Golang module providing various stock technical analysis indicators, strategies, and a backtest framework for trading
MCP - Tick-level Polymarket order book history with replay and a backtesting engine simulating queue priority, latency, and slippage
Source-linked money-market, capital-market, and liquidity briefs with local snapshot comparisons and explicit missing-data states.
High-performance Rust-powered backtesting engine for quantitative research with parameter sweeps, walk-forward and Monte Carlo
Engine-agnostic quantitative research validation for detecting leakage, overfitting, fragile results, unrealistic costs, and missing point-in-time evidence
Free market and economic data with up to 10 databank downloads per hour of one million rows each, subject to a shared monthly bandwidth…
REST MCP - MetaTrader 5 in a Windows VM (Docker QEMU/KVM) over REST and MCP: market data, order/position/history management for automated trading and bots,…
Commodity-price API client with local moving averages, RSI, MACD, Bollinger Bands and ATR calculations on supplied data
Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and…
Client for the NY Fed Markets Data API: SOFR/EFFR/OBFR reference rates, SOFR averages and index, and SOMA holdings; no API key required
Portfolio optimization framework combining covariance shrinkage, bootstrap aggregation, and parametric scenario modeling, with reproducible notebooks and an…
Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Difference' (2021) by Huge…
