Alternatives and similar repositories for numerai-benchmark

Users that are interested in numerai-benchmark are comparing it to the libraries listed below

• Roh-codeur / mlfinlab-1
  ☆14Updated 2 years ago
• KurochkinAlexey / SpatioTemporalMomentum
  ☆22Updated last year
• gregmorse / numerai_era_data
  ☆11Updated last month
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆61Updated 2 years ago
• QuantLet / MLvsGARCH
  ☆20Updated 4 months ago
• rkohli3 / TSMOM
  Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.
  ☆64Updated last week
• TCtobychen / ListFold
  ☆51Updated 4 years ago
• FernandoDeMeer / Mitigating-Overfitting-Experiment
  Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"
  ☆37Updated 2 years ago
• bayesiancointegration / python
  Python code for Bayesian Conditional Cointegration
  ☆18Updated 8 years ago
• JDE65 / CustomLoss
  Custom Loss functions for asset return prediction with deep learning regression
  ☆34Updated 2 years ago
• crunchdao / quickstarters-adialab
  ☆50Updated last year
• xhshenxin / Micro_Price
  ☆49Updated 4 years ago
• YuxuanXiu / Financial-Time-Series-Trend-Labeling
  This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…
  ☆40Updated 4 months ago
• kartikay94 / Selecting-stock-pairs-for-pairs-trading-while-incorporating-lead-lag-relationship
  ☆19Updated 5 years ago
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆38Updated 4 months ago
• FranklinMa810 / Market-Microstructure
  ☆23Updated 5 years ago
• joshuapjacob / almgren-chriss-optimal-execution
  An optimal trading trajectory solver.
  ☆28Updated 3 years ago
• issaz / signature-regime-detection
  Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…
  ☆32Updated last year
• mcindoe / regimedetection
  ☆33Updated last year
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆81Updated 2 years ago
• cvxgrp / cvxstatarb
  ☆27Updated 2 weeks ago
• ARahimiQuant / lead-lag-portfolios
  Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…
  ☆19Updated last year
• BlackArbsCEO / hypothesis_driven_strategy_development
  ☆12Updated last year
• doda / fincl
  Advancing in Financial Machine Learning
  ☆16Updated 5 years ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆57Updated last year
• joelowj / mtl-tsmom
  Multi Task Learning Time Series Momentum
  ☆21Updated last year
• factorpricingmodel / factor-pricing-model-risk-model
  Package to build risk model for factor pricing model
  ☆26Updated 10 months ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆35Updated 6 years ago
• boyboi86 / mlfinlab
  Package based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.
  ☆25Updated 5 years ago
• kieranjwood / x-trend
  X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies
  ☆76Updated last year