Alternatives and similar repositories for Quantitative_Toolbox

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

• LSEG-API-Samples / Article.RD.Python.MarketRegimeDetectionUsingStatisticalAndMLBasedApproaches
  ☆45Updated 2 years ago
• rodler / quantinsti_statarb
  ☆65Updated 2 years ago
• julian-west / asset_price_correlations
  Visualising correlations between different ETFs using network analytics and Plotly
  ☆34Updated 3 years ago
• jo-cho / trading-rules-using-machine-learning
  Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.
  ☆69Updated 2 years ago
• LastAncientOne / Trading-Strategies-in-Emerging-Markets-Coursera
  Design your own Trading Strategy
  ☆39Updated last year
• crapher / medium
  ☆76Updated last year
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆40Updated 9 months ago
• JackBrady / Financial-Machine-Learning
  Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado
  ☆126Updated 5 years ago
• blaahhrrgg / equity-risk-model
  Attribution and optimisation using a multi-factor equity risk model.
  ☆32Updated last year
• cantaro86 / python-machine-learning-book-2nd-edition
  The "Python Machine Learning (2nd edition)" book code repository and info resource
  ☆14Updated 6 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆75Updated 5 years ago
• Harkishan-99 / Alpaca-CPPI
  A constant proportion portfolio insurance (CPPI) trading algorithm on top of Alpaca's Trading API.
  ☆13Updated 4 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 last year
• sanjeevai / multi-factor-model
  Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…
  ☆134Updated 6 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…
  ☆48Updated 4 years ago
• viniesposito / py-mlfactor
  Rewriting the code in "Machine Learning for Factor Investing" in Python
  ☆92Updated 4 years ago
• fischlerben / Algorithmic-Trading-Project
  Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…
  ☆30Updated 4 years ago
• adamd1985 / quant_research
  Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.
  ☆72Updated last year
• streater512 / MLforFinance
  ☆43Updated 2 years ago
• jshellen / CTA-strategies
  Backtest result archive for Momentum Trading Strategies
  ☆65Updated 6 years ago
• rodler / Quantinsti_RL
  ☆41Updated 4 years ago
• Sidhus234 / Hurst-Exponent-Trading-Strategy
  ☆41Updated 4 years ago
• Aljgutier / Pyquant
  Pyquant - Python modules and notebooks for stock market predictive analytics, machine learning, financial transformations and joins, plot…
  ☆39Updated 2 years ago
• emoen / Machine-Learning-for-Asset-Managers-Oslo-Bors
  ☆23Updated 4 years ago
• QuhiQuhihi / regime_model
  detecting regime of financial market
  ☆41Updated 3 years ago
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆44Updated 5 years ago
• IgorWounds / Cluster-Analysis-Machine-Learning-for-Pairs-Trading
  Find trading pairs with Machine Learning
  ☆41Updated 4 years ago
• sofienkaabar / contrarian-trading-strategies
  Source Codes for "Contrarian Trading Strategies in Python"
  ☆79Updated 2 years ago
• bernhard-pfann / pca-yield-curve-analytics
  Predictive yield curve modeling in reduced dimensionality
  ☆45Updated 2 years ago
• bradleyboyuyang / Portfolio-Optimization
  Dynamic portfolio optimization
  ☆28Updated last year