Alternatives and similar repositories for mendel-framework

Users that are interested in mendel-framework are comparing it to the libraries listed below

• jo-cho / trading-rules-using-machine-learning
  Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.
  ☆72Updated 2 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆75Updated 5 years ago
• dmarienko / QuantTradingResearch
  Different quantitative trading models research
  ☆55Updated last year
• jeffrey-liang / quantitative
  quantitative - Quantitative finance back testing library
  ☆66Updated 6 years ago
• romanmichaelpaolucci / Algorithmic_Delta_Hedging
  A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization
  ☆63Updated 6 years ago
• conquerv0 / Pynaissance
  A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…
  ☆28Updated 2 years ago
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆44Updated 5 years ago
• YINDAIYING / Deep-Robust-Statistical-Arbitrage
  This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…
  ☆72Updated last year
• rspadim / Adv_Fin_ML
  Advances in Financial Machine Learning by Marcos Lopez De Prado
  ☆54Updated 6 years ago
• BlackArbsCEO / option_skew_project_public
  ☆36Updated 8 years ago
• saiteja-2811 / Image-Classification-for-Trading-Strategies
  Image Classification for Trading Strategies - Project for Machine Learning Class
  ☆37Updated 4 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆58Updated 6 years ago
• lh4d / quantfinance
  everything quantitative finance related
  ☆25Updated 5 years ago
• JackBrady / Financial-Machine-Learning
  Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado
  ☆126Updated 6 years ago
• rodler / Quantinsti_RL
  ☆41Updated 4 years ago
• decisivealpha / DecisiveML
  Machine learning end-to-end research and trade execution
  ☆100Updated 5 years ago
• 5ymph0en1x / Heptet
  Pair Trading - Reinforcement Learning - with Oanda Trading API
  ☆65Updated 6 years ago
• goquantra / options-trading-strategies-in-python-basic
  ☆54Updated 7 years ago
• linhnguyen215538 / Volatility-Study
  • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…
  ☆49Updated 5 years ago
• BananaHamm / Equity_StatArb
  Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee
  ☆26Updated 7 years ago
• convergenceIM / alpha-scientist
  ☆75Updated 3 years ago
• druce / rl
  Deep Reinforcement Learning For Trading
  ☆108Updated 2 years ago
• enjine-com / mcos
  Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"
  ☆57Updated 2 years ago
• GregBland / QuantConnect_article
  Repository containing code for article: Quantconnect – A Complete Guide on https://algotrading101.com/
  ☆19Updated 5 years ago
• Draichi / Portfolio-Management-list
  List of portfolio management resources, using Reinforcement Learning.
  ☆41Updated 2 years ago
• anuragsodhi / Options-Pricing
  Quantitative Finance using python - Derivatives Pricing
  ☆47Updated 7 years ago
• rspadim / hft-avellaneda
  High-frequency trading in a limit order book
  ☆59Updated 6 years ago
• zzzac / Rule-based-forex-trading-system
  ☆32Updated 2 years ago
• rodler / quantinsti_statarb
  ☆65Updated 2 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆79Updated 7 years ago