Alternatives and similar repositories for QuantBasics1-4

Users that are interested in QuantBasics1-4 are comparing it to the libraries listed below

• rspadim / Adv_Fin_ML
  Advances in Financial Machine Learning by Marcos Lopez De Prado
  ☆54Updated 6 years ago
• aaaquants / LSTM-trading
  ☆25Updated 7 years ago
• aaaquants / Factor-Modelling
  ☆14Updated 7 years ago
• BlackArbsCEO / mixture_model_trading_public
  ☆194Updated 5 years ago
• Harkishan-99 / Alternative-Bars
  Generate various Alternative Bars both historically and at real-time.
  ☆35Updated 2 years ago
• convergenceIM / alpha-scientist
  ☆73Updated 3 years ago
• 11bblandin / quantfiction
  Notebooks and stuff from quantfiction.com
  ☆37Updated 5 years ago
• Jackal08 / financial-data-structures
  Depricated repo. Please refer to mlfinlab
  ☆113Updated 5 years ago
• thalesians / pythalesians
  The Thalesians' Python library
  ☆64Updated 8 years ago
• rodler / Quantinsti_RL
  ☆39Updated 4 years ago
• BlackArbsCEO / option_skew_project_public
  ☆35Updated 7 years ago
• RJT1990 / Active-Portfolio-Management-Notes
  Notes for Active Portfolio Management, by Grinold and Kahn
  ☆46Updated 9 years ago
• QuantInsti / EPAT
  ☆38Updated 3 years ago
• robcarver17 / ibswigsystematicexamples
  Automatically exported from code.google.com/p/ibswigsystematicexamples
  ☆36Updated 8 years ago
• BlackArbsCEO / Mixture_Models
  Jupyter (IPython) notebooks for exploring mixture models
  ☆36Updated 8 years ago
• pjgranahan / qfrm
  Python tools to quantitatively manage financial risk
  ☆66Updated 5 years ago
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆126Updated 4 years ago
• BlackArbsCEO / synthetic_time_series
  ☆27Updated 6 years ago
• SimonOuellette35 / RLNonStationary
  Demo for the application of RL to non-stationary effects
  ☆45Updated 4 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
• pbharrin / alpha-compiler
  ☆44Updated last year
• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆66Updated 7 years ago
• lamres / pairs_trading_cryptocurrencies_strategy_catalyst
  Pairs trading strategy example based on Catalyst
  ☆48Updated 6 years ago
• omartinsky / QuantAndFinancial
  This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com
  ☆131Updated 4 years ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆57Updated last year
• quantrocket-codeload / pairs-pipeline
  Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …
  ☆36Updated last year
• quantrocket-llc / ibpythonic
  IbPy-like interface for the Interactive Brokers Python API
  ☆59Updated last year
• aconstandinou / pairs-trading-equities
  ☆24Updated 6 years ago
• danielktaylor / PyStrategies
  Deep learning framework for HFT algorithmic trading strategy development
  ☆73Updated 4 years ago
• Prograsaur / ib-historical-data
  Interactive Brokers TWS API -- Historical data downloader
  ☆56Updated 7 years ago