Alternatives and similar repositories for OLMAR

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

• FinTechies / HedgingRL
  Hedging portfolios with reinforcement learning.
  ☆35Updated 8 years ago
• jacobkahn / reinforcement-learning-market-microstructure
  Using Q-learning to better navigate orderbooks.
  ☆22Updated 7 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 8 years ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆42Updated 7 years ago
• wolfws / sandbox-portfolio-optimization-cvxpy
  CVXPY Portfolio Optimization Sample
  ☆45Updated 8 years ago
• Globe-Research / bitfear
  Fear and volatility in crypto markets
  ☆14Updated 2 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 5 years ago
• AI4Finance-Foundation / Dynamic-Stock-Recommendation-Machine_Learning-Published-Paper-IEEE
  ☆19Updated 5 years ago
• suraj-maniyar / Stock-Trading-Using-Machine-Learning
  A comprehensive approach for stock trading implemented using Neural Network and Reinforcement Learning separately.
  ☆22Updated 7 years ago
• RJT1990 / Active-Portfolio-Management-Notes
  Notes for Active Portfolio Management, by Grinold and Kahn
  ☆46Updated 9 years ago
• lamres / hmm_market_behavior
  Unsupervised Learning to Market Behavior Forecasting Example
  ☆42Updated 5 years ago
• BlackArbsCEO / option_skew_project_public
  ☆35Updated 7 years ago
• yedivanseven / Commodities
  Modeling the volatility of commodity futures Indices
  ☆15Updated 8 years ago
• MichaelPaddon / volatility
  A model for forecasting stock volatility
  ☆22Updated 8 years ago
• coorung / Finance-World
  Optimization techniques on the financial area for the hedging, investment starategies, and risk measures
  ☆42Updated 5 years ago
• philipperemy / stock-volatility-google-trends
  Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf
  ☆94Updated 3 years ago
• kkanagal / MSE448Project
  Market Making / Stat Arb strategy
  ☆63Updated 8 years ago
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆44Updated 5 years ago
• BlackArbsCEO / hypothesis_driven_strategy_development
  ☆12Updated last year
• thertrader / Using-random-forest-to-model-limit-order-book-dynamic
  I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead
  ☆30Updated 5 years ago
• Gustrigos / Eigen-Portfolio
  Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …
  ☆73Updated 5 years ago
• TommasoBelluzzo / HistoricalVolatility
  A framework for historical volatility estimation and analysis.
  ☆35Updated 5 years ago
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆64Updated 3 years ago
• lh4d / quantfinance
  everything quantitative finance related
  ☆23Updated 4 years ago
• BlackArbsCEO / Mixture_Models
  Jupyter (IPython) notebooks for exploring mixture models
  ☆36Updated 8 years ago
• dksifoua / Stock-Market-Prediction
  Stock Market Prediction on High-Frequency Data Using soft computing based AI models
  ☆20Updated 11 months ago
• hongwai1920 / Implement-Option-Pricing-Model-using-Python
  Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…
  ☆31Updated 5 years ago
• mrefermat / quant_finance
  Repository for teachings on Quant Finance
  ☆50Updated 5 years ago
• rspadim / Adv_Fin_ML
  Advances in Financial Machine Learning by Marcos Lopez De Prado
  ☆54Updated 6 years ago
• frechfrechfrech / Mutual-Fund-Market-Clusters
  Using kmeans clustering, hierarchical clustering, and dynamic time warp to find natural groups in mutual funds and broker dealer offices
  ☆12Updated 7 years ago