Alternatives and similar repositories for Awesome-Quant-Machine-Learning-Trading:

Users that are interested in Awesome-Quant-Machine-Learning-Trading are comparing it to the libraries listed below

• nburgessx / QuantResearch
  Quant Research
  ☆68Updated last week
• LSEG-API-Samples / Article.RD.Python.MarketRegimeDetectionUsingStatisticalAndMLBasedApproaches
  ☆35Updated last year
• PyFE / PyfengForPapers
  Python Code for Quantitative Finance Papers
  ☆39Updated 4 months ago
• rodler / quantinsti_statarb
  ☆57Updated last year
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆78Updated last year
• hjeffreywang / Stock_feature_engineering
  Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…
  ☆69Updated 4 years ago
• useric / MTH9879-Market-Microstructure-Models
  Baruch MFE 2019 Spring
  ☆37Updated 4 years ago
• zemengzhoushang / Breakeven_volatility
  Get breakeven volatility through Delta Hedging and Gamma Hedging; Fit the volatility smile by SABR and SVI model
  ☆17Updated 4 years ago
• AIM-IT4 / QuantitativeDerivativeModels
  ☆45Updated last year
• Jordylek / VolatilityIsMostlyPathDependent
  Code for the paper Volatility is (mostly) path-dependent
  ☆59Updated 10 months ago
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆152Updated last month
• McCloud77 / Portfolio-Construction-and-Analysis
  Jupyter notebooks on portfolio construction and analysis - EDHEC
  ☆42Updated 5 years ago
• oronimbus / tactical-asset-allocation
  Implements different approaches to tactical and strategic asset allocation
  ☆30Updated last month
• dpicone1 / Vasicek_CIR_HoLee_HullWhite_Models_Python
  Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes
  ☆49Updated 4 years ago
• cantaro86 / python-machine-learning-book-2nd-edition
  The "Python Machine Learning (2nd edition)" book code repository and info resource
  ☆14Updated 5 years ago
• blaahhrrgg / equity-risk-model
  Attribution and optimisation using a multi-factor equity risk model.
  ☆31Updated last year
• streater512 / MLforFinance
  ☆41Updated 2 years ago
• StockGram / Intelligent-Quantitative-Trading
  Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …
  ☆43Updated 2 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 9 months ago
• supreeth8 / Term_structure_modeling
  Yield curve Interpolation using cubic spline and nelson Seigel model
  ☆15Updated 5 years ago
• jo-cho / trading-rules-using-machine-learning
  A financial trading method using machine learning.
  ☆58Updated last year
• svenhsia / Calibrating-Rough-Volatility-Models-with-Deep-Learning
  This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.
  ☆45Updated 5 years ago
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆37Updated 3 weeks ago
• attack68 / book_irds3
  Code repository for Pricing and Trading Interest Rate Derivatives
  ☆68Updated 2 years ago
• MaximumBeings / public
  Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)
  ☆77Updated 5 months ago
• bernhard-pfann / pca-yield-curve-analytics
  Predictive yield curve modeling in reduced dimensionality
  ☆43Updated last year
• alexandrecarbonneau / Deep-Hedging-of-Long-Term-Financial-Derivatives
  This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.
  ☆26Updated 4 years ago
• viniesposito / py-mlfactor
  Rewriting the code in "Machine Learning for Factor Investing" in Python
  ☆83Updated 4 years ago
• aconstandinou / pairs-trading-equities
  ☆24Updated 6 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆70Updated 4 years ago