Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Dependency is handled with vine copulas.
☆21Feb 25, 2024Updated 2 years ago
Alternatives and similar repositories for Abacus
Users that are interested in Abacus are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- [Quantitative Finance 2019] Sovereign Risk Zones in Europe During and After the Debt Crisis☆12May 12, 2020Updated 6 years ago
- High-performing deep learning trader on a multithreaded financial exchange simulation.☆22Oct 19, 2026Updated last week
- Copula fitting in Python.☆14Dec 4, 2023Updated 2 years ago
- Measure market risk by CAViaR model☆16Dec 15, 2024Updated last year
- ☆14Sep 16, 2022Updated 4 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Simple trading backtester☆12Dec 8, 2022Updated 3 years ago
- Command line script and Python library to work with time-series data.☆10Oct 6, 2026Updated 3 weeks ago
- A Tool to Semi-Automate the Manual Trading Process.☆11Aug 7, 2023Updated 3 years ago
- This is a read-only mirror of the CRAN R package repository. copula — Multivariate Dependence with Copulas. Homepage: https://copula.r-…☆11Feb 20, 2026Updated 8 months ago
- A MATLAB toolbox for vine copulas based on C++☆42Oct 26, 2016Updated 10 years ago
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆18Jun 10, 2023Updated 3 years ago
- CopulaGNN: Towards Integrating Representational and Correlational Roles of Graphs in Graph Neural Networks (ICLR 2021)☆14Dec 5, 2022Updated 3 years ago
- Copula Granger causality for continuous time series☆12May 1, 2017Updated 9 years ago
- Alpha model skeletons & examples☆12Nov 8, 2023Updated 2 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Attribution and optimisation using a multi-factor equity risk model.☆35Jan 30, 2024Updated 2 years ago
- Multiple Univariate AR-GARCH Modelling with Copula marginals for simulation☆20Sep 3, 2024Updated 2 years ago
- A fundamental equity risk model that decomposes the risk of a portfolio by factors and individual securities☆48Apr 16, 2018Updated 8 years ago
- High-Performance Quantitative Backtesting Engine☆14Jun 21, 2025Updated last year
- Portfolio Management System☆10Jul 7, 2021Updated 5 years ago
- Robust bayesian online changepoint detection with model selection☆24Dec 1, 2018Updated 7 years ago
- Developing hybrid deep learning models by integrating Neural networks with (s,e,t)GARCH models to predict volatility in the Indian Commod…☆19May 21, 2021Updated 5 years ago
- dynamic copula dcc garch estimate bank systematic risk☆21Dec 29, 2021Updated 4 years ago
- 🦙 A cute and cuddly multi-platform cryptocurrency quant trading engine.☆10Jul 21, 2026Updated 3 months ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Multivariate GARCH Models☆19Sep 11, 2026Updated last month
- Python wrapper for the Tradier brokerage API☆28Apr 18, 2026Updated 6 months ago
- Interactive map with universities using Jupyter☆15Nov 12, 2019Updated 6 years ago
- All Python algorithms published by Open Source Modelling in one place.☆49Oct 20, 2026Updated last week
- Navigating Markets with Intelligent Exploration.☆32Aug 29, 2025Updated last year
- Complement the article 'Differential Machine Learning' (Huge & Savine, 2020), including mathematical proofs and important implementation …☆29Oct 5, 2022Updated 4 years ago
- Baruch MFE program quant lab☆32May 29, 2018Updated 8 years ago
- A quant research lab built for AI coding agents to test, compare, and deploy trading strategies from one CLI workspace☆15Jul 3, 2026Updated 3 months ago
- Open-source asset-liability model.☆30Oct 16, 2026Updated 2 weeks ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- Basic package for fitting yield-curves and other things.☆21Dec 18, 2020Updated 5 years ago
- This repository is for my master's project, A Survey of Deep Learning Architectures for Algorithmic Cryptocurrency Trading, delivered on …☆10Nov 30, 2022Updated 3 years ago
- Files for Python Talk☆25Jun 4, 2016Updated 10 years ago
- Gaussian Online Processes for Python☆19Jan 5, 2025Updated last year
- Adaptive Machine Learning-Based Stock Prediction using Financial Time Series Technical Indicators☆11Dec 21, 2019Updated 6 years ago
- Miniature Insurance Economic Simulator☆24Apr 16, 2021Updated 5 years ago
- My answers to exercises in Stochastic Calculus for Finance by Steven E. Shreve.☆39May 20, 2023Updated 3 years ago