Alternatives and similar repositories for Algorithmic-Trading-Challenge---Kaggle

Users that are interested in Algorithmic-Trading-Challenge---Kaggle are comparing it to the libraries listed below

• shuangology / Machine-Learning-for-Asset-Managers
  Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.
  ☆16Updated 4 years ago
• RJT1990 / Active-Portfolio-Management-Notes
  Notes for Active Portfolio Management, by Grinold and Kahn
  ☆46Updated 9 years ago
• druce / Machine-learning-for-financial-market-prediction
  Machine Learning for Financial Market Prediction
  ☆59Updated 6 years ago
• nikhilvenkatkumsetty / Financial-Time-series-analysis-for-High-Frequency-Trading
  Financial time-series forecasting has long been a challenging problem because of the inherently noisy and stochastic nature of the market…
  ☆16Updated 3 years ago
• jo-cho / advances_in_financial_machine_learning
  Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado
  ☆3Updated 2 years ago
• rkohli3 / TSMOM
  Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.
  ☆67Updated 2 months ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆42Updated 7 years ago
• chrischia06 / XTXForecastingChallenge
  XTX Forecasting Challenge https://challenge.xtxmarkets.com/
  ☆9Updated 5 years ago
• iLampard / alphaware
  tools for alpha research
  ☆23Updated 7 years ago
• keinsell / Hftish
  Alpaca-based Order Book Inbalace Algorithm.
  ☆12Updated 5 years ago
• BlackArbsCEO / Mixture_Models
  Jupyter (IPython) notebooks for exploring mixture models
  ☆36Updated 8 years ago
• wolfws / sandbox-portfolio-optimization-cvxpy
  CVXPY Portfolio Optimization Sample
  ☆45Updated 8 years ago
• QGoGithub / Python_ds_Research
  Python based Quant Finance Models, Tools and Algorithmic Decision Making
  ☆46Updated 7 years ago
• maxlamberti / optimal-order-execution
  Exploring Optimal Order Execution in Simulated Limit Order Books
  ☆19Updated 2 years ago
• FinTechies / HedgingRL
  Hedging portfolios with reinforcement learning.
  ☆35Updated 8 years ago
• jo-cho / meta_labeling_simplified
  Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…
  ☆14Updated 4 years ago
• AustenZhu / Deep-Reinforcement-Learning-in-Zipline
  Creating DRL infrastructure for Dynamic Beta with Zipline and Keras
  ☆15Updated 2 years ago
• jacobkahn / reinforcement-learning-market-microstructure
  Using Q-learning to better navigate orderbooks.
  ☆22Updated 7 years ago
• BlackArbsCEO / hypothesis_driven_strategy_development
  ☆12Updated last year
• chinux23 / NeuralNetworkAsTradingStrategy
  Use Neural Network as a trading strategy model
  ☆29Updated 7 years ago
• cw-jang / adv_finance
  Implementation of AFML Book
  ☆21Updated 6 years ago
• BryceMeng / mlfinlab_research_bryce
  ☆22Updated 5 years ago
• awilliea / Risk-based_RL_for_Optimal_Trading_Execution
  ☆19Updated 4 years ago
• bukosabino / financial-forecasting-challenge-gresearch
  My approaches to Financial Forecasting Challenge by G-Research
  ☆44Updated 6 years ago
• wolfws / keras-tensorflow-financial-time-series-signal-forecast
  Financial Time Series Price forecast using Keras for Tensorflow. RNN LSTM
  ☆47Updated 8 years ago
• convergenceIM / alpha-scientist
  ☆73Updated 3 years ago
• englianhu / Quant-Strategies-HFT
  source : http://coin.wne.uw.edu.pl/pwojcik/hfd_en.html
  ☆38Updated 7 years ago
• BlackArbsCEO / option_skew_project_public
  ☆35Updated 7 years ago
• 10mohi6 / stock-pairs-trading-python
  stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.
  ☆38Updated last year
• Pattrickps / Stock-Market-Prediction-Machine-learning
  —Machine Learning; stock prediction; Deep Learning; styling; LSTM(Long Short Term Memory)
  ☆9Updated 7 years ago