anovv / svoeLinks
A scalable, declarative, low-code framework for real-time and batch feature calculation/management (quant finance, anomaly/fraud detection, etc.), predictive ML training/inference and simulation. Built on top of Ray
☆17Updated last year
Alternatives and similar repositories for svoe
Users that are interested in svoe are comparing it to the libraries listed below
Sorting:
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆19Updated 2 years ago
- ☆26Updated 10 months ago
- Multi-Objective Portfolio Optimization Library for Sustainable Investments☆10Updated last year
- Answers to the questions at the back of the chapters of Advances in Financial Machine Learning.☆23Updated 5 years ago
- Factor Expression + Historical Data = Factor Values☆29Updated last year
- Multivariate timeseries analysis using dynamic factor modelling.☆22Updated last year
- openseries is a project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily or…☆28Updated this week
- TSForecasting: Automated Time Series Forecasting Framework☆28Updated 8 months ago
- Quantitative finance and derivative pricing☆20Updated 2 weeks ago
- Python wrappers around QuantLib and Pandas to easily generate volatility surfaces☆18Updated 2 years ago
- Time series regime analysis in python☆13Updated 2 years ago
- Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Depend…☆20Updated last year
- Example data for use with NautilusTrader☆29Updated 3 months ago
- ☆16Updated 4 years ago
- Machine learning model to predict NSE stocks for a year☆20Updated 6 years ago
- Collections of snippets for trading I find interesting☆26Updated 5 months ago
- Library for automated signal segmentation, trend classification and analysis.☆30Updated last year
- awesome reinforcement learning for trading domain☆12Updated 4 years ago
- ☆26Updated 2 years ago
- Pricing Financial Options contracts using LightGBM, Deep Learning, and Support Vector Machines.☆14Updated 2 years ago
- Distributed system for HFT triangular arbitrage on Binance. Written in Go, ZeroMQ. Runs on AWS☆19Updated 6 years ago
- ☆19Updated 4 years ago
- 🤓 A collection of AWESOME structured summaries of Large Language Models (LLMs)☆13Updated last year
- everything quantitative finance related☆23Updated 4 years ago
- PhD Thesis: "Data Science in the Modeling and Forecasting of Financial Timeseries: from Classic methodologies to Deep Learning"☆33Updated 4 years ago
- Hawkes with Latency☆20Updated 4 years ago
- ☆21Updated this week
- Community version of quantitative backtesting framework☆11Updated 11 months ago
- Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.☆154Updated 5 months ago
- A Python toolkit for high-frequency trade research.☆41Updated 7 years ago