Alternatives and similar repositories for fsi-samples:

Users that are interested in fsi-samples are comparing it to the libraries listed below

• fracdiff / fracdiff
  Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial…
  ☆302Updated last year
• ritchieng / fractional_differencing_gpu
  Rapid large-scale fractional differencing with NVIDIA RAPIDS and GPU to minimize memory loss while making a time series stationary. 6x-40…
  ☆55Updated 5 years ago
• convexfi / riskparity.py
  Fast and scalable construction of risk parity portfolios
  ☆293Updated 7 months ago
• Rachnog / Deep-Portfolio-Management
  Source code for the blog post on the evolution of the asset allocation methods
  ☆212Updated 5 years ago
• BlackArbsCEO / mixture_model_trading_public
  ☆193Updated 4 years ago
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆123Updated 4 years ago
• borisbanushev / anomaliesinoptions
  In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.
  ☆248Updated 5 years ago
• KIC / pandas-ml-quant
  Master repository for the pandas-ml modules
  ☆160Updated last year
• sam31415 / timeseriescv
  Scikit-learn style cross-validation classes for time series data
  ☆273Updated 2 years ago
• philipperemy / fractional-differentiation-time-series
  As described in Advances of Machine Learning by Marcos Prado.
  ☆119Updated 2 years ago
• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆235Updated 11 months ago
• fernandodelacalle / adv-financial-ml-marcos-exercises
  Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado
  ☆201Updated 3 years ago
• hudson-and-thames / portfoliolab
  PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…
  ☆158Updated 3 years ago
• crowdcent / numerblox
  Solid Numerai pipelines
  ☆113Updated this week
• sumilk / algo_trading
  ☆137Updated last year
• microprediction / precise
  World beating online covariance and portfolio construction.
  ☆277Updated this week
• Rachnog / Reinforcement-Learning-in-Finance
  Materials for blogs and conferences
  ☆67Updated 3 years ago
• tr8dr / tseries-patterns
  trend / momentum and other patterns in financial timeseries
  ☆248Updated 3 years ago
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆134Updated 2 years ago
• marketneutral / alphatools
  Quantitative finance research tools in Python
  ☆415Updated last year
• microprediction / microprediction
  If you can measure it, consider it predicted
  ☆337Updated this week
• esvhd / pypbo
  Probability of Backtest Overfitting in Python
  ☆120Updated last year
• marcdemers / py_vollib_vectorized
  A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
  ☆124Updated last month
• quantrocket-llc / moonshot
  Vectorized backtester and trading engine for QuantRocket
  ☆207Updated last month
• differential-machine-learning / notebooks
  Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…
  ☆138Updated 2 years ago
• Rachnog / Advanced-Deep-Trading
  Mostly experiments based on "Advances in financial machine learning" book
  ☆544Updated 4 years ago
• zcakhaa / Multi-Horizon-Forecasting-for-Limit-Order-Books
  ☆190Updated last year
• martinobdl / ITCH
  Nasdaq Order Book Reconstructor
  ☆234Updated 3 years ago
• asavine / CompFinLecture
  Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London
  ☆62Updated 5 years ago