Alternatives and similar repositories for Adv_Fin_ML_Exercises

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

• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 5 years ago
• mrefermat / quant_finance
  Repository for teachings on Quant Finance
  ☆49Updated 5 years ago
• gylx / Financial-Machine-Learning-Articles
  Contains the code for my financial machine learning articles
  ☆49Updated 4 years ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆40Updated 6 years ago
• Jackal08 / Awesome-Quant-Machine-Learning-Trading
  Quant/Algorithm trading resources with an emphasis on Machine Learning
  ☆12Updated 6 years ago
• mgroncki / DataScienceNotebooks
  Tutorials about Machine Learning and Deep Learning
  ☆30Updated 6 years ago
• Apress / implementing-machine-learning-finance
  Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri
  ☆33Updated 4 years ago
• firmai / python-for-finance
  ☆14Updated 5 years ago
• schigrinov / capstone
  WQU capstone project - short term currency trading strategy utilizing machine learning
  ☆11Updated 2 years ago
• QuantInsti / EPAT
  ☆38Updated 3 years ago
• SimonOuellette35 / SVmodels
  Stochastic volatility models
  ☆18Updated 6 years ago
• aaaquants / option-volatility-surface
  ☆22Updated 7 years ago
• romanmichaelpaolucci / Pricing_Exotic_Options
  Library for simulation and analysis of vanilla and exotic options
  ☆33Updated 5 years ago
• convergenceIM / alpha-scientist
  ☆73Updated 3 years ago
• BlackArbsCEO / iex_intraday_equity_downloader_public
  ☆36Updated 6 years ago
• yhilpisch / mvportfolio
  Simple portfolio analysis and management.
  ☆28Updated 3 years ago
• romanmichaelpaolucci / Dynamic_Algorithmic_Trading_Systems
  Dynamic algorithmic trading systems in Python using Interactive Broker's Python API
  ☆22Updated 4 years ago
• rodler / Quantinsti_RL
  ☆39Updated 4 years ago
• linhnguyen215538 / Volatility-Study
  • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…
  ☆47Updated 4 years ago
• coorung / Finance-World
  Optimization techniques on the financial area for the hedging, investment starategies, and risk measures
  ☆42Updated 5 years ago
• Farmhouse121 / Adventures-in-Financial-Data-Science
  Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…
  ☆63Updated 2 months ago
• Jackal08 / QuantInsti-Final-Project-Statistical-Arbitrage
  QuantInsti EPAT: Final Project on Statistical Arbitrage
  ☆116Updated 8 years ago
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆61Updated 2 years ago
• romanmichaelpaolucci / Algorithmic_Portfolio_Hedging
  Algorithmic multi-greek hedges using Python
  ☆20Updated 4 years ago
• hudson-and-thames / june_applications_21
  Skillset Challenge for the Apprenticeship Program, June 2021.
  ☆10Updated 3 years ago
• SimonOuellette35 / RLNonStationary
  Demo for the application of RL to non-stationary effects
  ☆45Updated 4 years ago
• bukosabino / financial-forecasting-challenge-gresearch
  My approaches to Financial Forecasting Challenge by G-Research
  ☆43Updated 6 years ago
• Jackal08 / sa_risk_management
  Group project for the WorldQuant University module, risk management.
  ☆13Updated 6 years ago
• BlackArbsCEO / synthetic_time_series
  ☆27Updated 6 years ago
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆44Updated 5 years ago