Alternatives and similar repositories for Machine-Learning-For-Finance

Users that are interested in Machine-Learning-For-Finance are comparing it to the libraries listed below

• quantiacs-legacy / quantiacs-python
  DEPRECATED Former Python version of Quantiacs toolbox and sample trading strategies. New toolbox available at: https://github.com/quantia…
  ☆224Updated 4 years ago
• jamesmawm / Mastering-Python-for-Finance-source-codes
  Accompanying source codes for my book 'Mastering Python for Finance'.
  ☆531Updated 3 years ago
• paulperry / quant
  Quantitative Finance and Algorithmic Trading
  ☆382Updated 10 years ago
• JCreeks / Machine-Learning-in-Finance
  ☆85Updated 6 years ago
• ltnguyen14 / Quant_stock
  Stock analysis/prediction model using machine learning
  ☆191Updated 7 years ago
• borisbanushev / anomaliesinoptions
  In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.
  ☆266Updated 6 years ago
• Vaibhav / Stock-Analysis
  Regression, Scrapers, and Visualization
  ☆398Updated 2 years ago
• LiamConnell / deep-algotrading
  A resource for learning about deep learning techniques from regression to LSTM and Reinforcement Learning using financial data and the fi…
  ☆241Updated last year
• Auquan / auquan-toolbox-python
  Backtesting toolbox for trading strategies - DEPRECATED
  ☆111Updated 5 years ago
• VivekPa / OptimalPortfolio
  An open source library for portfolio optimisation
  ☆364Updated last year
• yhilpisch / lvvd
  Listed Volatility and Variance Derivatives (Wiley Finance)
  ☆154Updated 3 years ago
• marketneutral / alphatools
  Quantitative finance research tools in Python
  ☆439Updated 2 years ago
• PyPatel / Machine-Learning-and-AI-in-Trading
  Applying Machine Learning and AI Algorithms applied to Trading for better performance and low Std.
  ☆414Updated 5 years ago
• joelowj / Machine-Learning-and-Reinforcement-Learning-in-Finance
  Machine Learning and Reinforcement Learning in Finance New York University Tandon School of Engineering
  ☆269Updated 5 years ago
• tthustla / efficient_frontier
  Markowitz portfolio optimisation (efficient frontier) in Python
  ☆202Updated 7 years ago
• Rachnog / Deep-Portfolio-Management
  Source code for the blog post on the evolution of the asset allocation methods
  ☆218Updated 6 years ago
• PyDataBlog / Python-for-Data-Science
  A blog for data analytics using data science technologies
  ☆170Updated 5 years ago
• Rachnog / Advanced-Deep-Trading
  Mostly experiments based on "Advances in financial machine learning" book
  ☆558Updated 4 years ago
• sjev / trading-with-python
  Code that is (re)usable in in daily tasks involving development of quantitative trading strategies.
  ☆320Updated 3 years ago
• PythonProgramming / Pattern-Recognition-for-Forex-Trading
  http://pythonprogramming.net/machine-learning-pattern-recognition-algorithmic-forex-stock-trading/
  ☆244Updated 10 years ago
• BlackArbsCEO / mixture_model_trading_public
  ☆195Updated 5 years ago
• omartinsky / QuantAndFinancial
  This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com
  ☆134Updated 4 years ago
• PacktPublishing / Machine-Learning-for-Finance
  Machine Learning for Finance, published by Packt
  ☆380Updated last month
• yhilpisch / dawp
  Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch.
  ☆623Updated 4 years ago
• fernandodelacalle / adv-financial-ml-marcos-exercises
  Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado
  ☆217Updated 4 years ago
• czielinski / portfolioopt
  Financial Portfolio Optimization Routines in Python
  ☆310Updated 3 years ago
• doncat99 / StockRecommendSystem
  An intelligent recommender system for stock analyzing, predicting and trading
  ☆141Updated 3 years ago
• boyac / pyOptionPricing
  Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…
  ☆312Updated 8 months ago
• marketneutral / pairs-trading-with-ML
  ☆214Updated 8 years ago
• tcloaa / Deep-Portfolio-Theory
  Autoencoder framework for portfolio selection (paper published by J. B. Heaton, N. G. Polson, J. H. Witte.)
  ☆134Updated 5 years ago