Alternatives and similar repositories for thor-public

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

• gregmorse / numerai_era_data
  ☆11Updated 6 months 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
  ☆125Updated 5 years ago
• kieranjwood / slow-momentum-fast-reversion
  This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…
  ☆259Updated 2 years ago
• gregzanotti / dlsa-public
  Deep Learning Statistical Arbitrage
  ☆243Updated 3 years ago
• sumilk / algo_trading
  ☆141Updated 2 years ago
• fracdiff / fracdiff
  Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial…
  ☆324Updated last year
• ThomasWong2022 / numerai-benchmark
  Python Code used in publications, for archival purposes only
  ☆20Updated 2 years ago
• adamvvu / tsfracdiff
  Efficient and easy to use fractional differentiation transformations for stationarizing time series data in Python.
  ☆22Updated 2 years ago
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆129Updated 5 years ago
• WongYatChun / Advances-in-Financial-Machine-Learning
  Notes on Advances in Financial Machine Learning
  ☆82Updated 6 years ago
• viniesposito / py-mlfactor
  Rewriting the code in "Machine Learning for Factor Investing" in Python
  ☆92Updated 4 years ago
• crowdcent / numerblox
  Solid Numerai pipelines
  ☆118Updated last month
• firmai / research
  Notebooks based on financial machine learning.
  ☆53Updated 5 years ago
• zcakhaa / Multi-Horizon-Forecasting-for-Limit-Order-Books
  ☆206Updated 2 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆92Updated 2 years ago
• crunchdao / quickstarters-adialab
  ☆50Updated 2 years ago
• kieranjwood / x-trend
  X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies
  ☆86Updated last year
• fernandodelacalle / adv-financial-ml-marcos-exercises
  Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado
  ☆217Updated 4 years ago
• hjeffreywang / Stock_feature_engineering
  Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…
  ☆73Updated 5 years ago
• JackBrady / Financial-Machine-Learning
  Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado
  ☆126Updated 5 years ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆58Updated 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.
  ☆201Updated last year
• daehkim / pair-trading
  CS7641 Team project
  ☆96Updated 5 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆75Updated 5 years ago
• sam31415 / timeseriescv
  Scikit-learn style cross-validation classes for time series data
  ☆283Updated 3 years ago
• TCtobychen / ListFold
  ☆54Updated 4 years ago
• alexbotsula / Price_direction_forecast
  ☆49Updated 6 years ago
• simaomsarmento / PairsTrading
  Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…
  ☆171Updated 6 years ago
• esvhd / pypbo
  Probability of Backtest Overfitting in Python
  ☆127Updated 2 years ago