sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinforcement learning) in the context of quantitative trading
☆51Oct 29, 2021Updated 4 years ago
Alternatives and similar repositories for sharpe
Users that are interested in sharpe are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- a unified environment for supervised learning and reinforcement learning in the context of quantitative trading☆46Jun 9, 2021Updated 4 years ago
- Signal Processing Tools☆11Feb 18, 2025Updated last year
- Random Forest-based "Correlation" measures☆15May 3, 2022Updated 3 years ago
- Based on paper Learning Embedded Representation of the Stock Correlation Matrix using Graph Machine Learning☆13Dec 24, 2022Updated 3 years ago
- A framework for training and evaluating deep learning models in Quantitative trading domain☆56Nov 6, 2019Updated 6 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Sep 23, 2024Updated last year
- The aim of this repository is to merge several methods into one library to allow the user to establish the dynamics followed and to make …☆12Jan 19, 2023Updated 3 years ago
- awesome reinforcement learning for trading domain☆12Nov 5, 2020Updated 5 years ago
- Calibrates microprice model to BitMEX quote data☆64Jul 1, 2021Updated 4 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆15Jul 17, 2023Updated 2 years ago
- ☆11Mar 20, 2015Updated 11 years ago
- Python implementation of a sample covariance matrix shrinkage experiment☆32Dec 2, 2013Updated 12 years ago
- Exploring Optimal Order Execution in Simulated Limit Order Books☆19Dec 8, 2022Updated 3 years ago
- Quantitative Finance & Algorithmic Trading in Python course of Udemy☆13Nov 14, 2017Updated 8 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Event-driven Algorithmic Trading For Python☆26Apr 7, 2019Updated 6 years ago
- ☆17Nov 17, 2021Updated 4 years ago
- Bayesian Uncertainty Exploration in Deep Reinforcement Learning☆18Jul 12, 2017Updated 8 years ago
- OpenAI Gym Environment for Low-Latency Trading☆19Jun 15, 2018Updated 7 years ago
- ☆142Nov 10, 2021Updated 4 years ago
- Collections of snippets for trading I find interesting☆28Jan 23, 2025Updated last year
- α collection of resources for people interested in quant finance☆53Feb 2, 2019Updated 7 years ago
- SciFin is a python package for Science & Finance.☆11Oct 25, 2020Updated 5 years ago
- Hedge long only portfolio using structural entropy☆16Jul 27, 2022Updated 3 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Course materials for Stats 531 Winter 2016 (Analysis of Time Series)☆13Feb 6, 2020Updated 6 years ago
- ☆18Apr 1, 2023Updated 2 years ago
- ☆20Oct 8, 2019Updated 6 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 9 years ago
- Basic Limit Order Book functions☆23Apr 4, 2018Updated 7 years ago
- ☆128Dec 12, 2017Updated 8 years ago
- An example and description to Reinforcement Learning DQN model and dataformats for trading☆16Mar 30, 2019Updated 6 years ago
- Grid representation and CNN classification for time-series☆18Mar 23, 2019Updated 7 years ago
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆17Nov 10, 2021Updated 4 years ago
- Wordpress hosting with auto-scaling on Cloudways • AdFully Managed hosting built for WordPress-powered businesses that need reliable, auto-scalable hosting. Cloudways SafeUpdates now available.
- Python library for asset pricing☆129Mar 13, 2024Updated 2 years ago
- A library for Time-Series exploration, analysis & modelling.☆17Dec 10, 2020Updated 5 years ago
- ☆28Aug 26, 2024Updated last year
- notebooks used in quant club episodes☆18May 17, 2023Updated 2 years ago
- ☆16Sep 10, 2024Updated last year
- Flexible quantitative trading framework☆55Jul 13, 2018Updated 7 years ago
- WATERMELON: Multi-Agent Reinforcement Learning Based Algorithmic Stock Trading System with GUI Application☆18Sep 8, 2022Updated 3 years ago