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 9 months ago
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆128Updated 5 years ago
• fracdiff / fracdiff
  Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial…
  ☆331Updated 2 years ago
• crowdcent / numerblox
  Solid Numerai pipelines
  ☆125Updated 4 months ago
• WongYatChun / Advances-in-Financial-Machine-Learning
  Notes on Advances in Financial Machine Learning
  ☆84Updated 7 years ago
• adamvvu / tsfracdiff
  Efficient and easy to use fractional differentiation transformations for stationarizing time series data in Python.
  ☆22Updated 2 years ago
• firmai / research
  Notebooks based on financial machine learning.
  ☆58Updated 5 years ago
• viniesposito / py-mlfactor
  Rewriting the code in "Machine Learning for Factor Investing" in Python
  ☆94Updated 4 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.
  ☆26Updated 5 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆74Updated 5 years ago
• JackBrady / Financial-Machine-Learning
  Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado
  ☆126Updated 6 years ago
• gregzanotti / dlsa-public
  Deep Learning Statistical Arbitrage
  ☆254Updated 3 years ago
• sumilk / algo_trading
  ☆141Updated 2 years ago
• hudson-and-thames / portfoliolab
  PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…
  ☆176Updated 4 years ago
• esvhd / pypbo
  Probability of Backtest Overfitting in Python
  ☆129Updated 2 years ago
• fernandodelacalle / adv-financial-ml-marcos-exercises
  Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado
  ☆223Updated 4 years ago
• maxlamberti / time-series-momentum
  🚂💨 Deep Momentum Networks for Time Series Strategies
  ☆126Updated 5 years ago
• daehkim / pair-trading
  CS7641 Team project
  ☆97Updated 5 years ago
• crunchdao / quickstarters-adialab
  ☆50Updated 2 years ago
• zcakhaa / Multi-Horizon-Forecasting-for-Limit-Order-Books
  ☆209Updated 2 years ago
• harvey1673 / mlfinlab
  ☆40Updated 4 years ago
• alexbotsula / Price_direction_forecast
  ☆49Updated 6 years ago
• 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.
  ☆216Updated last year
• 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 (…
  ☆265Updated 3 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
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆97Updated 2 years ago
• sam31415 / timeseriescv
  Scikit-learn style cross-validation classes for time series data
  ☆284Updated 3 years ago
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆154Updated 3 years ago
• QuantLet / MLvsGARCH
  ☆20Updated last year
• RiskLabAI / RiskLabAI.py
  Financial AI with Python
  ☆99Updated 2 months ago