Alternatives and similar repositories for universal_portfolios

Users that are interested in universal_portfolios are comparing it to the libraries listed below

• WenchenLi / q-learning-trader
  tabular q learning for trading
  ☆12Updated 6 years ago
• QingyunSun / Distributional-Robust-Kelly-Gambling
  ☆18Updated 4 years ago
• clisztian / MDFA-DeepLearning
  Deep learning in large multivariate time series using real-time feature extraction with MDFA
  ☆12Updated 6 years ago
• druce / ValueMomentum
  Value and Momentum Using Machine Learning
  ☆11Updated 4 years ago
• Quiota / tensorflow
  ☆10Updated 8 years ago
• AlexIoannides / pymc-stochastic-process
  Bayesian Inference and parameter estimation in quant finance.
  ☆42Updated 6 years ago
• ucaiado / FiniteDifference_Pricing
  Pricing derivatives using the explicit finite-difference method
  ☆13Updated 8 years ago
• sauxpa / Quant
  Quant finance scripts
  ☆16Updated last month
• freddiev4 / financial-ts-prediction-with-deeplearning
  (Work In Progress) Implementation of "Financial Time Series Prediction Using Deep Learning"
  ☆16Updated 7 years ago
• jacobkahn / reinforcement-learning-market-microstructure
  Using Q-learning to better navigate orderbooks.
  ☆22Updated 7 years ago
• kennedyCzar / ALGORITHM-TRADING-AND-STOCK-PREDICTION-USING-MACHINE-LEARNING
  ALGORITHM TRADING AND STOCK PREDICTION USING MACHINE LEARNING
  ☆15Updated 6 years ago
• cvxgrp / kelly_code
  Code and examples for the project on risk-constrained Kelly gambling
  ☆28Updated 4 years ago
• bugra / l1
  L1 Trend Filtering
  ☆19Updated last year
• sridas123 / Decision-making-in-Finance
  Adaptation of Monte Carlo and SARSA algorithms (Reinforcement Learning) for learning the policy of sellers/ buyers in stock market
  ☆12Updated 6 years ago
• alan-turing-institute / rPSMF
  Code for Probabilistic Sequential Matrix Factorization
  ☆15Updated 4 years ago
• ssanderson / convex-optimization-for-finance
  Talk Materials for "Convex Optimization for Finance"
  ☆28Updated 2 years ago
• rsnirwan / GPLVMsInFinance
  Applications of Gaussian Process Latent Variable Models in Finance
  ☆11Updated 2 years ago
• ronojoy / pybisp
  This aims to be a collection of tools for performing Bayesian parameter estimation and model selection on stochastic processes. The immed…
  ☆11Updated 3 years ago
• taposh / forecast
  Forecasting library in python
  ☆13Updated 5 years ago
• Bobbakov / orderGenerator
  This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…
  ☆29Updated 3 years ago
• charlessutton / OLMAR
  Predictive analysis of the OLMAR algorithm
  ☆13Updated 8 years ago
• afermanian / embedding_with_signatures
  ☆13Updated 2 years ago
• ryanholbrook / critical-transitions
  Detecting critical transitions in financial networks with topological data analysis.
  ☆16Updated 6 years ago
• fabiorodp / uio_master_thesis
  ☆17Updated 2 years ago
• thalesians / lathalesians
  The Thalesians' LaTeX library
  ☆11Updated last year
• JurgenPalsma / dcgenerator
  Python package for generating Directional Changes - a technical analysis indicator - from time series.
  ☆20Updated 6 years ago
• mzaradzki / hft-statistical-learning
  Machine Learning examples adapted from Hastie, Tibshirani, and Friedman book
  ☆9Updated 7 years ago
• Git053 / Limit-Orderbook
  Limit Order Book for high-frequency trading (HFT) strategies using data science approaches
  ☆22Updated 3 years ago
• johannfaouzi / pyts-repro
  A repository to compare the performance between the algorithms implemented in pyts and the performance reported in the literature
  ☆18Updated last year
• mfrdixon / GP-CVA
  ☆13Updated 5 years ago