Alternatives and similar repositories for quantfiction

Users that are interested in quantfiction are comparing it to the libraries listed below

• convergenceIM / alpha-scientist
  ☆73Updated 3 years ago
• rspadim / Adv_Fin_ML
  Advances in Financial Machine Learning by Marcos Lopez De Prado
  ☆54Updated 6 years ago
• Harkishan-99 / Alternative-Bars
  Generate various Alternative Bars both historically and at real-time.
  ☆37Updated 3 years ago
• aaaquants / QuantBasics1-4
  ☆45Updated 8 years ago
• BlackArbsCEO / option_skew_project_public
  ☆35Updated 7 years ago
• aconstandinou / pairs-trading-equities
  ☆25Updated 7 years ago
• BlackArbsCEO / synthetic_time_series
  ☆27Updated 6 years ago
• RJT1990 / Active-Portfolio-Management-Notes
  Notes for Active Portfolio Management, by Grinold and Kahn
  ☆47Updated 9 years ago
• halcyon0811 / implied-volatility-smirk-trading
  The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return
  ☆38Updated 5 years ago
• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆67Updated 8 years ago
• marketneutral / stock-cluster-nlp
  ☆27Updated 8 years ago
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆127Updated 5 years ago
• omartinsky / QuantAndFinancial
  This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com
  ☆135Updated 4 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆92Updated 2 years ago
• tomyitav / talib-extensions
  Implementing technical indicators that are not implemented in ta-lib
  ☆68Updated 9 years ago
• BlackArbsCEO / mixture_model_trading_public
  ☆195Updated 5 years ago
• rodler / Quantinsti_RL
  ☆41Updated 4 years ago
• teddykoker / survivorship-free-spy
  ☆117Updated last year
• JackBrady / Financial-Machine-Learning
  Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado
  ☆126Updated 5 years ago
• BlackArbsCEO / Mixture_Models
  Jupyter (IPython) notebooks for exploring mixture models
  ☆37Updated 8 years ago
• benjaminmgross / visualize-wealth
  portfolio construction and quantitative analysis
  ☆144Updated 10 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆78Updated 7 years ago
• quantrocket-codeload / pairs-pipeline
  Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …
  ☆35Updated last year
• quantroom-pro / pyrenko
  ☆128Updated 2 months ago
• lamres / hmm_market_behavior
  Unsupervised Learning to Market Behavior Forecasting Example
  ☆41Updated 5 years ago
• StevenDowney86 / Public_Research_and_Backtests
  Research and Backtests I have been working on...enjoy
  ☆71Updated 4 years ago
• pbharrin / alpha-compiler
  ☆44Updated last year
• srome / pybacktester
  An event-based backtester written in Python for algorithmic trading.
  ☆43Updated 8 years ago
• aaaquants / LSTM-trading
  ☆25Updated 7 years ago
• bespector / implied-vol
  ☆45Updated 5 years ago