cloudQuant / alphalensLinks
Performance analysis of predictive (alpha) factors
☆13Updated 4 months ago
Alternatives and similar repositories for alphalens
Users that are interested in alphalens are comparing it to the libraries listed below
Sorting:
- Stock Price(Candlestick, Chart) Pattern Modeling(Detection)☆13Updated last month
- Shoonya unofficial async python websocket client based on picows☆12Updated 7 months ago
- This is just another Python client for the Interactive Brokers API, which is using the OAuth1.0a protocol for authentication.☆19Updated 11 months ago
- ☆11Updated last month
- Mlfin.py is an advance Machine Learning toolbox for financial applications in Python.☆42Updated 10 months ago
- LeonardoBerti00 / Data-Normalization-for-Bilinear-Structures-in-High-Frequency-Financial-Time-series-BiN-TABLPytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆13Updated last year
- Python implementation of the Three Pass Regression Filter☆14Updated 5 years ago
- ☆19Updated 8 years ago
- Unofficial PyTorch implementation of FactorVAE☆21Updated 2 years ago
- Multi Task Learning Time Series Momentum☆24Updated last year
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Updated 3 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆24Updated 2 years ago
- DeepLOB Implementation on Bitcoin Perpetual Data☆28Updated 2 years ago
- Pytorch implementation of deep learning models for financial time series forecasting using LOB☆19Updated 2 years ago
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆15Updated 9 months ago
- ☆34Updated last year
- Crypto-Options Volatility Surface Calibration and Arbitrage☆17Updated 2 years ago
- factor performance visualization☆45Updated last month
- 基于基因表达式规划算法的因子挖掘☆34Updated 4 years ago
- Testing trading signals of commodity futures☆17Updated 5 years ago
- Benchmarking library for generative models of Limit Order Book data (LOBSTER)☆27Updated last month
- A machine learning pipeline that ingest and process a 20-year historical stock price dataset and try to predict future prices using Light…☆15Updated 5 years ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Updated 2 years ago
- Automate the detection of chart patterns☆77Updated last year
- Literature survey of order execution strategies implemented in python☆44Updated 5 years ago
- The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.☆56Updated 2 years ago
- High frequency factors based on order and trade data.☆68Updated 2 years ago
- ☆41Updated 4 years ago
- Backtest Framework designed by YuminQuant&Yumin.☆19Updated last year
- OCET, torch, transformers, DeepLOB,limit-order-books☆10Updated 3 years ago