☆15Feb 16, 2023Updated 3 years ago
Alternatives and similar repositories for alphaFactory
Users that are interested in alphaFactory are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆27Dec 26, 2022Updated 3 years ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Sep 10, 2020Updated 5 years ago
- Quant finance scripts☆15Apr 13, 2025Updated last year
- A Data Science pipeline for Algorithmic Trading: A comparative study in applications to Finance and cryptoeconomics☆14Jul 1, 2022Updated 4 years ago
- ☆15Feb 7, 2021Updated 5 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…☆16Jul 20, 2021Updated 5 years ago
- https://www.kaggle.com/c/m5-forecasting-accuracy/overview/☆12Sep 24, 2020Updated 5 years ago
- In this work, the application of the Triple-Barrier Method and Meta-Labeling techniques are explored using XGBoost to develop a sentiment…☆23Feb 25, 2024Updated 2 years ago
- ☆16Sep 5, 2020Updated 5 years ago
- C++ Rubik's Cube solving program☆24Aug 4, 2015Updated 10 years ago
- An autonomous cryptocurrency trading system. The system will be composed of a primary model evaluated by a secondary machine learning mod…☆12May 16, 2022Updated 4 years ago
- Implementation of transfer learning based with autoencoder architecture☆17Jul 6, 2020Updated 6 years ago
- Algorithm which quotes bid and ask prices for a stock and its options continuously by defining a bid-ask spread. Further, outstanding del…☆10Jan 11, 2026Updated 6 months ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 6 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- ☆11Dec 18, 2015Updated 10 years ago
- Rhythm analysis toolkit in Python☆13Jul 5, 2026Updated 2 weeks ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆11Apr 8, 2020Updated 6 years ago
- Implementation of the rough volatility model and its calibration☆10Jul 11, 2020Updated 6 years ago
- Kociemba's algorithm implementation in C#. Made for a Mindstorms EV3 cube-solving robot.☆24Jun 1, 2019Updated 7 years ago
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- New non-Gatech GitHub☆12Dec 8, 2021Updated 4 years ago
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022☆34Jun 28, 2022Updated 4 years ago
- Economic Indicators data System.☆13Dec 22, 2022Updated 3 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 9 years ago
- Submission for Optiver's 2023 ReadyTraderGo.☆26Mar 26, 2023Updated 3 years ago
- Fit hidden Markov model to stock returns and backtest strategy with hidden volatility regime filter☆11Nov 12, 2018Updated 7 years ago
- 模块化 高可拓展 量化框架 支持多线程/异步并发 欢迎有兴趣的小伙伴一起来开发~☆12May 29, 2020Updated 6 years ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆12Jul 10, 2021Updated 5 years ago
- Collection of Jane Street Puzzles that I have gone back to solve☆13Mar 1, 2026Updated 4 months ago
- Pricing Asian options using finite difference schemes in Python☆11Jun 20, 2025Updated last year
- Survey of neural network methods for derivatives pricing and risks☆14Jul 5, 2022Updated 4 years ago
- 中国科学技术大学计算机学院课程资源(https://mbinary.xyz/ustc-cs/)☆13Feb 26, 2019Updated 7 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- This is a repository for enabling collaborative and proper practices for financial machine learning.☆37Mar 4, 2026Updated 4 months ago
- Exocharts desktop client, Windows, Mac, Arm.☆30Feb 14, 2023Updated 3 years ago
- ☆11Mar 16, 2022Updated 4 years ago
- Unofficial PyTorch implementation of FactorVAE☆21Jun 1, 2023Updated 3 years ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Mar 18, 2026Updated 4 months ago
- A PyTorch implementation of the Extended Kalman Filter Q-learning algorithm presented in the paper "Deep Robust Kalman Filter"☆13Apr 9, 2018Updated 8 years ago
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆24May 8, 2024Updated 2 years ago