DUCKQUANT / THE QUANT & AI DIRECTORY
14,444 resources, ranked by in-directory PageRank
Showing 2,881–2,916 of 14,444 resources
A quant framework to create cryptocurrencies strategies - from backtesting to optimization to livetrading
WebAssembly - Embeddable limit order book and matching engine with integer-exact pricing, a single-writer core and write-ahead-log crash recovery, plus a…
Optimisation analytics for constructing and backtesting optimal multi-asset portfolios: covariance estimation, rolling optimisation, and performance reporting…
Autonomous trading agent for Kalshi, Polymarket, and Solana — Wang Transform pricing (calibrated on 291k resolved contracts) drives eight constraint-based…
Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier — compact, simple and fast
Open-source market-making strategy that placed #2 in Paradigm's prediction market challenge, with full strategy evolution and analysis
PortfolioAllocation is a JavaScript library designed to help constructing financial portfolios made of several assets: bonds, commodities, cryptocurrencies…
Trading framework built around CCXT with Zarr-backed OHLCV persistence, contiguity-checked data feeds, isolated-margin position management, and a loop-based bac
Point-in-time fixed-basis back-adjustment for A-share daily prices: corporate-action factor chains, convention-drift detection, snapshot-equivalence gates and a
Pine Script - Open-source transpiler and runtime that executes Pine Script logic in Node.js and the browser with 1:1 syntax compatibility, for running…
Unified package for collecting OHLC prices from Binance, Bybit, Coinbase, OKX, Kraken, KuCoin, and Bitget (spot & futures) into a DataFrame, with flexible…
An library to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options
Historical - Archived retained for studying TongDaXin binary market-data protocols and local quotation-file formats
Robinhood API client for unattended automation: after the first approved login, sessions renew from a stored refresh token with no password or device approval…
Toolkit for option pricing, implied volatility surfaces, risk-neutral densities, and pricing kernel surfaces with support for advanced models including Heston…
algorithmic trading bot framework for Kubernetes: backtesting, hyperparameter optimization, 150+ technical analysis indicators (RSI, MACD, Bollinger Bands…
Binance-style trading terminal with multi-strategy backtesting and a real-time, signal-only decision desk for crypto, A-shares, and US stocks
Historical - Archived trading framework retained for studying shared market-data capture and multiple-strategy execution using ZeroMQ
Quantitative Financial Risk Management: awesome OOP tools for measuring, managing and visualizing risk of financial instruments and portfolios. (Last updated…
Quantitative Finance and Algorithmic Trading exhaust; mostly ipython notebooks based on Quantopian, Zipline, or Pandas
Framework-agnostic risk-management toolkit for systematic trading — position sizing, drawdown control, a composable stop engine, correlation limits, and…
Open-source public record of stock predictions: commit-reveal before the open, automatic settlement against exchange data, tamper-evident hash-chained ledger. L
High-performance pricing engine built on QuantLib. It exposes QuantLib's functionality through gRPC and REST APIs, enabling distributed computations with…
Free quant finance API with 63 deterministic endpoints 15 free interactive calculators at . Options pricing with full Greeks, Monte Carlo, Kelly, VaR, Sharpe…
Market-data service with a free REST tier of 5,000 requests per month for six symbols and M1, M5, and H1 timeframes, without a credit…
Interactive portfolio rebalancing tool that imports brokerage CSV data, sets target allocations, and generates trade instructions
Transaction-oriented infrastructure for constructing trading systems and simulation. Provides support for multi-asset class and multi-currency portfolios for…
Free WallstreetBets ticker mentions and sentiment API with historical date queries and a limit of 20 requests per minute per IP, without an API…
Pricing analytics and Monte Carlo simulation for stochastic volatility models, including the log-normal SV model and the Heston model
Open-source native macOS market cockpit. 12-timeframe consensus scan across 3370 symbols (crypto equity ETF FX commodity bond), 23 technical indicators with…
A high performance, low-latency backtesting engine for testing quantitative trading strategies on historical and live data in Rust
Linter for mechanical trading-rule conditions: replays every condition over historical bars to catch look-ahead levels, dead branches that can never fire, and…
Quantitative risk and performance analysis package for financial time series powered by the Julia language
Local-first macOS workbench for A-share and US stock strategy screening, paper trading, position sizing, and risk alerts with read-only broker integrations.
Tidy Finance helper functions to download financial data and process the raw data into a structured Format (tidy data), including
MCP - Self-hostable data and analytics service with equity technical indicators, multi-chain portfolio valuation, market-data adapters, and MCP interfaces
