Alternatives and similar repositories for thor-public

Users that are interested in thor-public are comparing it to the libraries listed below

• ThomasWong2022 / numerai-benchmark
  Python Code used in publications, for archival purposes only
  ☆20Updated 2 years ago
• gregmorse / numerai_era_data
  ☆11Updated 2 months ago
• firmai / research
  Notebooks based on financial machine learning.
  ☆50Updated 5 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
• maxlamberti / time-series-momentum
  🚂💨 Deep Momentum Networks for Time Series Strategies
  ☆119Updated 5 years ago
• numerai / quant-club
  notebooks used in quant club episodes
  ☆17Updated 2 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆81Updated 2 years ago
• systamental / factorlab
  FactorLab is a python library that enables the discovery and analysis of alpha and risk factors used in the investment algorithm developm…
  ☆3Updated 5 months ago
• adamvvu / tsfracdiff
  Efficient and easy to use fractional differentiation transformations for stationarizing time series data in Python.
  ☆21Updated 2 years ago
• WongYatChun / Advances-in-Financial-Machine-Learning
  Notes on Advances in Financial Machine Learning
  ☆79Updated 6 years ago
• crowdcent / numerblox
  Solid Numerai pipelines
  ☆116Updated 4 months ago
• viniesposito / py-mlfactor
  Rewriting the code in "Machine Learning for Factor Investing" in Python
  ☆89Updated 4 years ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆57Updated last year
• jefferythewind / scikit-learn-erasplit
  ☆15Updated 9 months ago
• kieranjwood / x-trend
  X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies
  ☆78Updated last year
• TCtobychen / ListFold
  ☆51Updated 4 years ago
• Jordylek / VolatilityIsMostlyPathDependent
  Code for the paper Volatility is (mostly) path-dependent
  ☆62Updated last year
• cvxgrp / cov_pred_finance
  ☆67Updated 2 weeks ago
• replacementAI / A-Backtest-A-Day
  A backtest a day keeps the losses away!
  ☆15Updated last year
• esvhd / pypbo
  Probability of Backtest Overfitting in Python
  ☆126Updated 2 years ago
• Yizhan-Oliver-Shu / jump-models
  Statistical Jump Models in Python, with scikit-learn-style APIs
  ☆75Updated 5 months ago
• degerhan / dsignals
  Utilities and information for the signals.numer.ai tournament
  ☆25Updated last year
• issaz / signature-regime-detection
  Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…
  ☆34Updated last year
• crunchdao / quickstarters-adialab
  ☆50Updated last year
• cvxgrp / cvxstatarb
  ☆27Updated 2 weeks ago
• zcakhaa / Multi-Horizon-Forecasting-for-Limit-Order-Books
  ☆200Updated 2 years ago
• YINDAIYING / Deep-Robust-Statistical-Arbitrage
  This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…
  ☆64Updated last year
• FinancialComputingUCL / LOBFrame
  We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.
  ☆166Updated last year
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆73Updated 4 years ago
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆127Updated 4 years ago