Alternatives and similar repositories for financial-data-structures

Users that are interested in financial-data-structures are comparing it to the libraries listed below

• BlackArbsCEO / mixture_model_trading_public
  ☆195Updated 5 years ago
• euclidjda / deep-quant
  Deep learning for forecasting company fundamental data
  ☆141Updated 6 years ago
• aaaquants / QuantBasics1-4
  ☆45Updated 8 years ago
• borisbanushev / anomaliesinoptions
  In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.
  ☆272Updated 6 years ago
• Auquan / auquan-toolbox-python
  Backtesting toolbox for trading strategies - DEPRECATED
  ☆110Updated 5 years ago
• AntonVonGolub / Code
  Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''
  ☆113Updated 8 years ago
• JCreeks / Machine-Learning-in-Finance
  ☆86Updated 6 years ago
• czielinski / portfolioopt
  Financial Portfolio Optimization Routines in Python
  ☆312Updated 3 years ago
• philipperemy / fractional-differentiation-time-series
  As described in Advances of Machine Learning by Marcos Prado.
  ☆121Updated 3 years ago
• Jackal08 / QuantInsti-Final-Project-Statistical-Arbitrage
  QuantInsti EPAT: Final Project on Statistical Arbitrage
  ☆117Updated 8 years ago
• rspadim / Adv_Fin_ML
  Advances in Financial Machine Learning by Marcos Lopez De Prado
  ☆54Updated 6 years ago
• RJT1990 / Active-Portfolio-Management-Notes
  Notes for Active Portfolio Management, by Grinold and Kahn
  ☆47Updated 9 years ago
• quantiacs-legacy / quantiacs-python
  DEPRECATED Former Python version of Quantiacs toolbox and sample trading strategies. New toolbox available at: https://github.com/quantia…
  ☆224Updated 4 years ago
• Rachnog / Deep-Portfolio-Management
  Source code for the blog post on the evolution of the asset allocation methods
  ☆220Updated 6 years ago
• decisivealpha / DecisiveML
  Machine learning end-to-end research and trade execution
  ☆100Updated 5 years ago
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆128Updated 5 years ago
• pnecchi / Thesis
  Reinforcement Learning for Automated Trading
  ☆90Updated 9 years ago
• davidastephens / pandas-finance
  High level API for access to and analysis of financial data.
  ☆159Updated 10 months ago
• sam31415 / timeseriescv
  Scikit-learn style cross-validation classes for time series data
  ☆284Updated 3 years ago
• LiamConnell / deep-algotrading
  A resource for learning about deep learning techniques from regression to LSTM and Reinforcement Learning using financial data and the fi…
  ☆241Updated last year
• omartinsky / QuantAndFinancial
  This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com
  ☆135Updated 4 years ago
• VivekPa / OptimalPortfolio
  An open source library for portfolio optimisation
  ☆366Updated last year
• pjgranahan / qfrm
  Python tools to quantitatively manage financial risk
  ☆69Updated 6 years ago
• anthonyng2 / Machine-Learning-For-Finance
  Machine Learning for finance and investment introduction
  ☆261Updated 7 years ago
• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆246Updated last year
• danielzak / sl-quant
  Companion code for the "Self Learning Quant" blog post
  ☆256Updated 8 years ago
• yhilpisch / lvvd
  Listed Volatility and Variance Derivatives (Wiley Finance)
  ☆160Updated 4 years ago
• FreddieWitherden / ta
  Technical analysis routines for Python
  ☆105Updated 11 years ago
• quantopian / algorithm-component-library
  A collection of code snippets that can be constructed into larger trading algorithms.
  ☆110Updated 9 years ago
• jackluo / py-quantmod
  Powerful financial charting library based on R's Quantmod | http://py-quantmod.readthedocs.io/en/latest/
  ☆187Updated 5 years ago