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.
☆306Updated 7 months ago
Alternatives and similar repositories for fsi-samples
Users that are interested in fsi-samples are comparing it to the libraries listed below
Sorting:
- Solid Numerai pipelines☆116Updated 4 months ago
- Rapid large-scale fractional differencing with NVIDIA RAPIDS and GPU to minimize memory loss while making a time series stationary. 6x-40…☆56Updated 5 years ago
- Fast and scalable construction of risk parity portfolios☆301Updated last year
- Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial…☆319Updated last year
- ☆51Updated last year
- Scikit-learn style cross-validation classes for time series data☆278Updated 3 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆240Updated last year
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆126Updated 4 years ago
- ☆194Updated 5 years ago
- trend / momentum and other patterns in financial timeseries☆265Updated 3 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆168Updated 3 years ago
- An open source library for portfolio optimisation☆360Updated last year
- Backtesting toolbox for trading strategies☆112Updated last year
- Master repository for the pandas-ml modules☆163Updated last year
- A small library to locally calculate the scores on numer.ai tournament's diagnostics dashboard.☆38Updated 4 years ago
- Quantitative finance research tools in Python☆425Updated 2 years ago
- Vectorized backtester and trading engine for QuantRocket☆221Updated 5 months ago
- Source code for the blog post on the evolution of the asset allocation methods☆213Updated 5 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆57Updated last year
- In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.☆261Updated 6 years ago
- Implement, demonstrate, reproduce and extend the results of the Risk articles 'Differential Machine Learning' (2020) and 'PCA with a Diff…☆143Updated 2 years ago
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆368Updated last year
- Automated submission workflows in the cloud.☆94Updated 4 months ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆62Updated 2 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆209Updated 3 years ago
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆547Updated 4 months ago
- Website dedicated to a book on machine learning for factor investing☆227Updated last year
- GPU-accelerated Factors analysis library and Backtester☆697Updated last month
- ☆304Updated 2 years ago
- World beating online covariance and portfolio construction.☆299Updated last month