Alternatives and similar repositories for advances_in_ml

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

• fortitudo-tech / fortitudo.tech
  Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
  ☆269Updated 2 weeks ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆161Updated this week
• chenenen13 / Trading-Strategies
  ☆84Updated last year
• nburgessx / QuantResearch
  Quant Research
  ☆93Updated 3 weeks ago
• VladKochetov007 / MLTT
  Machine Learning Trading Toolkit
  ☆41Updated 5 months ago
• nburgessx / AlgoTrading
  Algo Trading Research & Documentation
  ☆22Updated 4 months ago
• fortitudo-tech / pcrm-book
  Portfolio Construction and Risk Management book's Python code.
  ☆151Updated last month
• AIM-IT4 / QuantitativeDerivativeModels
  ☆47Updated 2 years ago
• jo-cho / Technical_Analysis_and_Feature_Engineering
  Feature Engineering and Feature Importance in Machine Learning for Financial Markets
  ☆192Updated last year
• microprediction / precise
  World beating online covariance and portfolio construction.
  ☆311Updated last month
• Dagalon / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆124Updated last month
• chulwoohan / pyanomaly
  Python library for asset pricing
  ☆123Updated last year
• milenavuletic / Fin-GAN
  Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"
  ☆135Updated last year
• JynxC98 / quantitative_finance
  Codes for the concepts related to quantitative finance
  ☆58Updated last month
• lingyixu / Quant-Finance-With-Python-Code
  Repo for code examples in Quantitative Finance with Python by Chris Kelliher
  ☆156Updated 2 years ago
• dan-the-quant / DTQ-Portfolio_Management_Course
  Portfolio Management Workshop by Dan the Quant
  ☆104Updated 2 months ago
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆191Updated 3 months ago
• sumilk / algo_trading
  ☆141Updated 2 years ago
• hudson-and-thames / backtest_tutorial
  ☆146Updated last year
• Quantreo / Alpha-Quant-Course
  ☆89Updated last month
• nburgessx / SwapsBook
  Low Latency Interest Rate Markets – Theory, Pricing and Practice
  ☆244Updated 10 months ago
• saeed349 / Advances-in-Financial-Machine-Learning
  Using Dask, a Python framework, I handle 900 million rows of S&P E-mini futures trade tick data directly on a local machine. Through expl…
  ☆41Updated last year
• TheQuantPy / youtube-tutorials
  Collection of resources used on QuantPy YouTube channel.
  ☆261Updated last month
• Robin-Guilliou / Option-Pricing
  Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…
  ☆88Updated 3 years ago
• milenavuletic / VolGAN
  Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"
  ☆101Updated 8 months ago
• HugoDelatte / awesome-quant
  A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
  ☆18Updated last year
• quantgirluk / aleatory
  📦 Python library for Stochastic Processes Simulation and Visualisation
  ☆344Updated 8 months ago
• LechGrzelak / FinancialEngineering_IR_xVA
  ☆247Updated last year
• RiskLabAI / RiskLabAI.py
  Financial AI with Python
  ☆96Updated 2 weeks ago
• crunchdao / quickstarters-adialab
  ☆50Updated 2 years ago