Alternatives and similar repositories for FinanceAndPython.com-ClusteringIndustries

Users that are interested in FinanceAndPython.com-ClusteringIndustries are comparing it to the libraries listed below

• frechfrechfrech / Mutual-Fund-Market-Clusters
  Using kmeans clustering, hierarchical clustering, and dynamic time warp to find natural groups in mutual funds and broker dealer offices
  ☆12Updated 7 years ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆43Updated 7 years ago
• QGoGithub / Python_ds_Research
  Python based Quant Finance Models, Tools and Algorithmic Decision Making
  ☆47Updated 8 years ago
• coorung / Finance-World
  Optimization techniques on the financial area for the hedging, investment starategies, and risk measures
  ☆43Updated 5 years ago
• charlessutton / OLMAR
  Predictive analysis of the OLMAR algorithm
  ☆13Updated 9 years ago
• bukosabino / financial-forecasting-challenge-gresearch
  My approaches to Financial Forecasting Challenge by G-Research
  ☆45Updated 7 years ago
• timestocome / StockMarketData
  Cleaned data for use in stock predicting algorithms
  ☆11Updated 8 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆34Updated 5 years ago
• evijit / Finance_Graph_Theory
  Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents
  ☆23Updated 6 years ago
• kouzapo / QFiPy
  Portfolio optimization package in Python.
  ☆16Updated 5 years ago
• AI4Finance-Foundation / Quantifying-ESG-Alpha-using-Scholar-Big-Data-ICAIF-2020
  Quantifying ESG Alpha using Scholar Big Data: An Automated Machine Learning Approach.
  ☆77Updated 5 years ago
• otosman / Python-for-Finance
  ☆18Updated 6 years ago
• ucfbrd / ML-Quant-Finance
  Machine Learning for Quantitative Finance
  ☆25Updated 7 years ago
• RJT1990 / Active-Portfolio-Management-Notes
  Notes for Active Portfolio Management, by Grinold and Kahn
  ☆47Updated 9 years ago
• wolfws / sandbox-portfolio-optimization-cvxpy
  CVXPY Portfolio Optimization Sample
  ☆45Updated 9 years ago
• MAydogdu / TextualAnalysis
  Extracting sentiment from financial statements using neural networks
  ☆21Updated 7 years ago
• ailzy / RISKIM
  Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction
  ☆30Updated 8 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 8 years ago
• GregBland / QuantConnect_article
  Repository containing code for article: Quantconnect – A Complete Guide on https://algotrading101.com/
  ☆19Updated 5 years ago
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆40Updated last month
• thinklancer / Financial-Engineering
  Financial Engineering and Risk Management Course, 2013
  ☆42Updated 10 years ago
• rspadim / Adv_Fin_ML
  Advances in Financial Machine Learning by Marcos Lopez De Prado
  ☆54Updated 6 years ago
• MBKraus / Python_Portfolio__VaR_Tool
  Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…
  ☆124Updated 4 years ago
• FinTechies / HedgingRL
  Hedging portfolios with reinforcement learning.
  ☆36Updated 8 years ago
• philipperemy / stock-volatility-google-trends
  Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf
  ☆94Updated 3 years ago
• julian-west / asset_price_correlations
  Visualising correlations between different ETFs using network analytics and Plotly
  ☆34Updated 3 years ago
• ArmanBehnam / Finance
  Notebooks based on financial machine learning.
  ☆15Updated 3 years ago
• yhilpisch / mvportfolio
  Simple portfolio analysis and management.
  ☆31Updated 4 years ago
• ShreyamsJain / Stock-Price-Prediction-Model
  Stock Price prediction using news data. The datasets used consists news and stock price data from 2008 to 2016. The polarity(Subjectivity…
  ☆48Updated 8 years ago
• qlero / vix_index_modelization
  Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.
  ☆23Updated 6 years ago