Alternatives and similar repositories for anomaliesinoptions:

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

• wywongbd / pairstrade-fyp-2019
  We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.
  ☆257Updated 2 years ago
• fernandodelacalle / adv-financial-ml-marcos-exercises
  Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado
  ☆204Updated 3 years ago
• marketneutral / alphatools
  Quantitative finance research tools in Python
  ☆415Updated last year
• simaomsarmento / PairsTrading
  Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…
  ☆154Updated 5 years ago
• wi-0 / Pair-Trading-Reinforcement-Learning
  An Structural Application of Reinforcement Learning in Pair Trading
  ☆9Updated last year
• Rachnog / Advanced-Deep-Trading
  Mostly experiments based on "Advances in financial machine learning" book
  ☆544Updated 4 years ago
• Rachnog / Deep-Portfolio-Management
  Source code for the blog post on the evolution of the asset allocation methods
  ☆212Updated 5 years ago
• boyac / pyOptionPricing
  Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…
  ☆294Updated last month
• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆235Updated 11 months ago
• jerryxyx / AlphaTrading
  An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…
  ☆349Updated 6 years ago
• BlackArbsCEO / mixture_model_trading_public
  ☆193Updated 4 years ago
• chrism2671 / PyTrendFollow
  PyTrendFollow - systematic futures trading using trend following
  ☆383Updated 6 years ago
• VivekPa / OptimalPortfolio
  An open source library for portfolio optimisation
  ☆358Updated 11 months ago
• quantstart / qstrader
  QSTrader
  ☆130Updated 5 years ago
• teddykoker / blog
  Source code for my personal blog
  ☆186Updated 2 months ago
• tr8dr / tseries-patterns
  trend / momentum and other patterns in financial timeseries
  ☆249Updated 3 years ago
• marketneutral / pairs-trading-with-ML
  ☆208Updated 7 years ago
• esvhd / pypbo
  Probability of Backtest Overfitting in Python
  ☆119Updated last year
• wangy8989 / Pairs-Trading-with-Machine-Learning
  Pair Trading Strategy using Machine Learning written in Python
  ☆114Updated 2 years ago
• saeed349 / Deep-Reinforcement-Learning-in-Trading
  This repository provides the code for a Reinforcement Learning trading agent with its trading environment that works with both simulated …
  ☆209Updated last year
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆123Updated 4 years ago
• financialnoob / pairs_trading
  experiments with pair trading
  ☆275Updated last month
• hudson-and-thames / portfoliolab
  PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…
  ☆158Updated 3 years ago
• JackBrady / Financial-Machine-Learning
  Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado
  ☆122Updated 5 years ago
• abbass2 / pyqstrat
  A fast, extensible, transparent python library for backtesting quantitative strategies.
  ☆364Updated last year
• convergenceIM / alpha-scientist
  ☆71Updated 2 years ago
• euclidjda / deep-quant
  Deep learning for forecasting company fundamental data
  ☆140Updated 5 years ago
• opendoor-labs / pyfin
  Basic options pricing in Python
  ☆312Updated 10 years ago
• doda / advances-in-financial-ml-notes
  ☆270Updated last year
• emoen / Machine-Learning-for-Asset-Managers
  Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…
  ☆504Updated last year