Alternatives and similar repositories for Long-Capital

Users that are interested in Long-Capital are comparing it to the libraries listed below

• Ceruleanacg / Quantitative-Trading
  💸 Papers and Code Implements for Quantitative-Trading
  ☆37Updated 7 years ago
• Neviim96 / FinanceGPT-B
  FinanceGPT-B
  ☆10Updated last year
• chenchen1104 / MERA
  ☆18Updated 2 months ago
• StateOfTheArt-quant / transformerquant
  A framework for training and evaluating deep learning models in Quantitative trading domain
  ☆56Updated 6 years ago
• hanson-young / qlib-pg-ext
  qlib数据层backend支持pgsql数据库
  ☆13Updated last year
• Hongshen-Yang / pair-trading-envs
  Cryptocurrency Trading with Reinforcement Learning based on Backtrader
  ☆46Updated 10 months ago
• Peimou / barra-risk-model
  a python module and user interface of a user-defined Barra risk model
  ☆11Updated 6 years ago
• josephchenhk / qtalib
  Technical Indicators written in Cython/C
  ☆63Updated last year
• MuuYesen / trade-learn
  机器学习交易策略搭建研究的全套解决方案 / Building Trading Strategies with Machine Learning in Closed-Loop
  ☆61Updated 3 months ago
• hedgeagents / hedgeagents.github.io
  HedgeAgents: A Balanced-aware Multi-agent Financial Trading System
  ☆26Updated last year
• rodriveraai / mds20_deepfolio
  This is the repository for the Models of Sequence Data 2020 Edition for the project DeepFolio
  ☆15Updated 4 years ago
• zhibzeng / quantlib
  Quantlib是一个个人维护、使用的量化模块，主要用于金融数据的获取、清洗、变换和分析等功能。
  ☆23Updated 7 years ago
• nithinsethu / Deep-Direct-Reinforcement-Learning-for-Financial-Signal-Representation-and-Trading
  A deep learning model for Financial Signal Representation and Trading
  ☆76Updated 7 years ago
• StateOfTheArt-quant / trading_gym
  a unified environment for supervised learning and reinforcement learning in the context of quantitative trading
  ☆45Updated 4 years ago
• YJiangcm / improved_DeepLOB
  This repo contains my reimplementation and improvement of DeepLOB model.
  ☆32Updated 4 years ago
• RS2002 / Label-Unbalance-in-High-Frequency-Trading
  [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading
  ☆26Updated 8 months ago
• phonegapX / frr-qa
  金融研报分析小助手
  ☆46Updated 2 years ago
• jay-chakalasiya / Stock-Market-Prediction-And-Feature-selection
  This project deals with the use of machine learning to predict changes in stock values as well as we incorporating study on effect of dif…
  ☆13Updated 8 years ago
• chinux23 / NeuralNetworkAsTradingStrategy
  Use Neural Network as a trading strategy model
  ☆29Updated 8 years ago
• qianyun210603 / qlib
  Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value …
  ☆17Updated 3 months ago
• qta2019 / QtaTraining2020
  QTA2020内培 github存档
  ☆46Updated 4 years ago
• tryggviy / barra_model
  This is an internship project aiming to make Attribution Analysis for general equity funds in China market
  ☆14Updated 7 years ago
• rkohli3 / TSMOM
  Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.
  ☆68Updated 6 months ago
• Gofinge / Analysis-of-Stock-High-Frequent-Data-with-LSTM
  A simply framework of researching stock data through LSTM by Tensorflow
  ☆17Updated 6 years ago
• AI4Finance-Foundation / FinRL_Market_Simulator
  ☆90Updated last year
• kanghua309 / strategy
  ☆128Updated 7 years ago
• StateOfTheArt-quant / sharpe
  sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…
  ☆50Updated 4 years ago
• doudoudefeng / Algorithmic-trading-HighLowPoint
  Algorithmic trading
  ☆22Updated 6 years ago
• hhuhhu / vnpy_future
  把回测从vnpy抽出来，换成py3.5的，把wind的数据写进mongodb，数据结构参考vnpy的，增加遗传算法对策略的回测
  ☆41Updated 7 years ago
• namm2008 / DRL_stock_trading
  Deep Reinforcement Learning for Stock trading task
  ☆21Updated 4 years ago