NVIDIA / fsi-samplesLinks
A collection of open-source GPU accelerated Python tools and examples for quantitative analyst tasks and leverages RAPIDS AI project, Numba, cuDF, and Dask.
☆311Updated last year
Alternatives and similar repositories for fsi-samples
Users that are interested in fsi-samples are comparing it to the libraries listed below
Sorting:
- Fast and scalable construction of risk parity portfolios☆315Updated last month
- Scikit-learn style cross-validation classes for time series data☆283Updated 3 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆246Updated last year
- Solid Numerai pipelines☆118Updated 2 months ago
- As described in Advances of Machine Learning by Marcos Prado.☆121Updated 3 years ago
- Master repository for the pandas-ml modules☆164Updated 2 years ago
- Probability of Backtest Overfitting in Python☆126Updated 2 years ago
- Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial…☆328Updated last year
- In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.☆266Updated 6 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆174Updated 3 years ago
- ☆195Updated 5 years ago
- Quantitative finance research tools in Python☆441Updated 2 years ago
- Rapid large-scale fractional differencing with NVIDIA RAPIDS and GPU to minimize memory loss while making a time series stationary. 6x-40…☆57Updated 6 years ago
- A small library to locally calculate the scores on numer.ai tournament's diagnostics dashboard.☆38Updated 4 years ago
- trend / momentum and other patterns in financial timeseries☆275Updated 4 years ago
- Source code for the blog post on the evolution of the asset allocation methods☆219Updated 6 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆127Updated 5 years ago
- GPU-accelerated Factors analysis library and Backtester☆750Updated 7 months ago
- ☆53Updated last year
- An open source library for portfolio optimisation☆365Updated last year
- Fast data store for Pandas time-series data☆596Updated 3 months ago
- ☆42Updated 10 years ago
- Material accompanying the MOSEK Portfolio Optimization Cookbook☆98Updated last year
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆259Updated 2 years ago
- To classify trades into buyer- and seller-initiated.☆153Updated 2 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆62Updated 2 years ago
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆369Updated 2 years ago
- ☆208Updated 2 years ago
- Bayesian models to compute performance and uncertainty of returns and alpha.☆111Updated 2 years ago
- Python API and command line interface for the numer.ai machine learning competition☆190Updated last month