Alternatives and similar repositories for fsi-samples

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

• convexfi / riskparity.py
  Fast and scalable construction of risk parity portfolios
  ☆317Updated 2 months ago
• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆246Updated 2 years ago
• 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…
  ☆57Updated 6 years ago
• philipperemy / fractional-differentiation-time-series
  As described in Advances of Machine Learning by Marcos Prado.
  ☆122Updated 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…
  ☆176Updated 4 years ago
• crowdcent / numerblox
  Solid Numerai pipelines
  ☆125Updated 4 months ago
• BlackArbsCEO / mixture_model_trading_public
  ☆195Updated 5 years ago
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆128Updated 5 years ago
• esvhd / pypbo
  Probability of Backtest Overfitting in Python
  ☆129Updated 2 years ago
• uuazed / numerapi
  Python API and command line interface for the numer.ai machine learning competition
  ☆187Updated last month
• sam31415 / timeseriescv
  Scikit-learn style cross-validation classes for time series data
  ☆284Updated 3 years ago
• borisbanushev / anomaliesinoptions
  In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.
  ☆275Updated 7 years ago
• jwallbridge / translob
  Transformers for limit order books
  ☆121Updated 5 years ago
• Rachnog / Deep-Portfolio-Management
  Source code for the blog post on the evolution of the asset allocation methods
  ☆221Updated 6 years ago
• tr8dr / tseries-patterns
  trend / momentum and other patterns in financial timeseries
  ☆278Updated 4 years ago
• KIC / pandas-ml-quant
  Master repository for the pandas-ml modules
  ☆164Updated 2 years ago
• thk3421-models / cardiel
  A tool for portfolio managers: use the Black-Litterman model to view optimal portfolio allocations using several of the most popular opti…
  ☆84Updated last year
• VivekPa / OptimalPortfolio
  An open source library for portfolio optimisation
  ☆367Updated last year
• MOSEK / PortfolioOptimization
  Material accompanying the MOSEK Portfolio Optimization Cookbook
  ☆101Updated 3 weeks ago
• databento / databento-python
  The official Python client library for Databento
  ☆241Updated last week
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆155Updated 3 years ago
• zcakhaa / Multi-Horizon-Forecasting-for-Limit-Order-Books
  ☆210Updated 2 years ago
• quantopian / mlfinlab
  MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…
  ☆63Updated 2 years ago
• uuazed / awesome-numerai
  A curated list of awesome numerai libraries, tutorials and other resources.
  ☆29Updated 3 years ago
• salmasaidane / ikaros
  Ikaros is a free financial library built in pure python that can be used to get information for single stocks, generate signals and build…
  ☆65Updated 4 years ago
• quantopian / bayesalpha
  Bayesian models to compute performance and uncertainty of returns and alpha.
  ☆113Updated 2 years ago
• councilofelders / numereval
  A small library to locally calculate the scores on numer.ai tournament's diagnostics dashboard.
  ☆38Updated 4 years ago
• marketneutral / alphatools
  Quantitative finance research tools in Python
  ☆450Updated 3 years ago
• pbharrin / alpha-compiler
  ☆44Updated last year
• quantrocket-llc / moonshot
  Vectorized backtester and trading engine for QuantRocket
  ☆251Updated 2 months ago