Alternatives and similar repositories for investment-funnel:

Users that are interested in investment-funnel are comparing it to the libraries listed below

• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆38Updated 3 months ago
• LSEG-API-Samples / Article.RD.Python.MarketRegimeDetectionUsingStatisticalAndMLBasedApproaches
  ☆38Updated 2 years ago
• scikit-portfolio / scikit-portfolio
  A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
  ☆55Updated last year
• QuhiQuhihi / regime_model
  detecting regime of financial market
  ☆36Updated 2 years ago
• jo-cho / trading-rules-using-machine-learning
  Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.
  ☆60Updated 2 years ago
• adamd1985 / quant_research
  Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.
  ☆62Updated 9 months ago
• enexqnt / RBAA
  Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference
  ☆25Updated 2 years ago
• Sidhus234 / Hurst-Exponent-Trading-Strategy
  ☆40Updated 4 years ago
• julian-west / asset_price_correlations
  Visualising correlations between different ETFs using network analytics and Plotly
  ☆34Updated 3 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆76Updated 6 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆73Updated 4 years ago
• PyFE / PyfengForPapers
  Python Code for Quantitative Finance Papers
  ☆39Updated 7 months ago
• johnsoong216 / pymarkowitz
  Mean Variance (Markowitz) Portfolio Optimization and Beyond
  ☆63Updated last year
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆80Updated 2 years ago
• thk3421-models / KellyPortfolio
  A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations
  ☆83Updated 4 years ago
• tzhangwps / Turbulence-and-Systemic-Risk
  Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…
  ☆25Updated 2 months ago
• Harkishan-99 / Alpaca-CPPI
  A constant proportion portfolio insurance (CPPI) trading algorithm on top of Alpaca's Trading API.
  ☆13Updated 3 years ago
• Yizhan-Oliver-Shu / jump-models
  Statistical Jump Models in Python, with scikit-learn-style APIs
  ☆69Updated 3 months ago
• rodler / quantinsti_statarb
  ☆60Updated 2 years ago
• Farmhouse121 / Adventures-in-Financial-Data-Science
  Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…
  ☆62Updated last month
• aconstandinou / mean-reversion
  Various python scripts to introduce mean reversion concepts.
  ☆22Updated 6 years ago
• StockGram / Intelligent-Quantitative-Trading
  Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …
  ☆44Updated 2 years ago
• thk3421-models / cardiel
  A tool for portfolio managers: use the Black-Litterman model to view optimal portfolio allocations using several of the most popular opti…
  ☆78Updated 10 months ago
• anuragsodhi / Options-Pricing
  Quantitative Finance using python - Derivatives Pricing
  ☆44Updated 7 years ago
• viniesposito / py-mlfactor
  Rewriting the code in "Machine Learning for Factor Investing" in Python
  ☆85Updated 4 years ago
• blaahhrrgg / equity-risk-model
  Attribution and optimisation using a multi-factor equity risk model.
  ☆31Updated last year
• emoen / Machine-Learning-for-Asset-Managers-Oslo-Bors
  ☆22Updated 3 years ago
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆44Updated 5 years ago
• AlainDaccache / Quantropy
  Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeli…
  ☆150Updated 8 months ago
• aconstandinou / pairs-trading-equities
  ☆24Updated 6 years ago