A collection of open-source GPU accelerated Python tools and examples for quantitative analyst tasks and leverages RAPIDS AI project, Numba, cuDF, and Dask.
☆309Nov 1, 2024Updated 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:
- A collection of open-source GPU accelerated Python tools and examples for quantitative analyst tasks and leverages RAPIDS AI project, Num…☆17Oct 24, 2024Updated last year
- SciFin is a python package for Science & Finance.☆11Oct 25, 2020Updated 5 years ago
- GPU-accelerated Factors analysis library and Backtester☆778Apr 15, 2025Updated 10 months ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆57Jul 6, 2023Updated 2 years ago
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆30May 1, 2022Updated 3 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆246Feb 2, 2024Updated 2 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆4,561Oct 2, 2023Updated 2 years ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆2,790Jan 27, 2026Updated last month
- Random Forest-based "Correlation" measures☆15May 3, 2022Updated 3 years ago
- Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /…☆13Dec 8, 2022Updated 3 years ago
- High-performance TensorFlow library for quantitative finance.☆5,239Feb 12, 2026Updated 2 weeks ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆125Jan 10, 2024Updated 2 years ago
- Source Code for 'Implementing Machine Learning for Finance' by Tshepo Chris Nokeri☆34May 28, 2021Updated 4 years ago
- Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models☆457Oct 13, 2023Updated 2 years ago
- Quantitative finance research tools in Python☆452Feb 2, 2023Updated 3 years ago
- Cross Thread Message Pipe☆18Dec 25, 2019Updated 6 years ago
- Demo showing how to parse secdef files☆20May 12, 2020Updated 5 years ago
- RAPIDS Sample Notebooks☆578Aug 4, 2023Updated 2 years ago
- RAPIDS Community Notebooks☆553Feb 3, 2026Updated 3 weeks ago
- Limit Orderbook Replay/Analysis Library☆10Nov 19, 2018Updated 7 years ago
- MFM workshop project☆14Jan 25, 2021Updated 5 years ago
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆610Feb 11, 2026Updated 2 weeks ago
- An xVA quantitative library written in python using tensorflow☆17Jan 7, 2026Updated last month
- ☆71Jun 13, 2025Updated 8 months ago
- Tools and analytics for smart derivative contracts.☆15Jan 21, 2026Updated last month
- This is a sample implementation for consuming CME Market Data from CME Smart Stream on GCP in an ordered fashion.☆11Oct 27, 2021Updated 4 years ago
- Machine Learning in Asset Management (by @firmai)☆1,733Dec 17, 2021Updated 4 years ago
- Mostly experiments based on "Advances in financial machine learning" book☆565Nov 29, 2020Updated 5 years ago
- Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.☆162Jan 17, 2021Updated 5 years ago
- Just another backtester☆22Aug 27, 2025Updated 6 months ago
- Master repository for the pandas-ml modules☆162Jul 23, 2023Updated 2 years ago
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆2,224Aug 27, 2022Updated 3 years ago
- Portfolio optimization and back-testing.☆1,167Updated this week
- cuDF - GPU DataFrame Library☆9,498Updated this week
- Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial…☆331Dec 16, 2023Updated 2 years ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,873Oct 21, 2024Updated last year
- Systematic trading in Python☆12Updated this week
- muRisQ Advisory: Interest Rate Models for Derivatives.☆16Oct 9, 2022Updated 3 years ago
- Python Monte Carlo Efficient Frontier (PyMCEF) package☆15Jan 27, 2022Updated 4 years ago