Alternatives and similar repositories for DecisiveML:

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

• tr8dr / tseries-patterns
  trend / momentum and other patterns in financial timeseries
  ☆250Updated 3 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆70Updated 4 years ago
• hudson-and-thames / portfoliolab
  PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…
  ☆159Updated 3 years ago
• wywongbd / pairstrade-fyp-2019
  We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.
  ☆258Updated 2 years ago
• wangy8989 / Pairs-Trading-with-Machine-Learning
  Pair Trading Strategy using Machine Learning written in Python
  ☆114Updated 2 years ago
• bartchr808 / Quantopian_Pairs_Trader
  Quantopian Pairs Trading algorithm implementation.
  ☆58Updated 7 years ago
• BlackArbsCEO / mixture_model_trading_public
  ☆193Updated 4 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆75Updated 6 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
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆137Updated 2 years ago
• vrishank97 / AlgoTrading
  Python Implementations of popular Algorithmic Trading Strategies
  ☆113Updated 2 weeks ago
• wynfred / presso
  Event-driven backtest/realtime quantitative trading system.
  ☆74Updated 3 years ago
• jo-cho / trading-rules-using-machine-learning
  A financial trading method using machine learning.
  ☆58Updated last year
• marketneutral / pairs-trading-with-ML
  ☆208Updated 7 years ago
• sanjeevai / multi-factor-model
  Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…
  ☆128Updated 6 years ago
• quantroom-pro / pyrenko
  ☆125Updated 6 years ago
• miroblog / limit_orderbook_prediction
  ☆136Updated 2 years ago
• deltaray-io / ib_dl
  Historical market data downloader using Interactive Brokers TWS
  ☆58Updated 5 years ago
• teddykoker / survivorship-free-spy
  ☆112Updated 11 months ago
• hjeffreywang / Stock_feature_engineering
  Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…
  ☆69Updated 4 years ago
• mfrdixon / dq-MM
  Deep Q-Learning for Market Making
  ☆119Updated 6 years ago
• joosthoeks / jhTAlib
  Technical Analysis Library Time-Series
  ☆154Updated 5 months ago
• marcdemers / py_vollib_vectorized
  A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
  ☆126Updated 2 months ago
• chicago-joe / InteractiveBrokers-PairsTrading-Algo
  A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python
  ☆89Updated 2 years ago
• benjaminmgross / visualize-wealth
  portfolio construction and quantitative analysis
  ☆140Updated 9 years ago
• aticio / legitindicators
  Collection of indicators that I used in my strategies.
  ☆51Updated last year
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆101Updated 5 years ago
• dougransom / vix_utils
  vix_utils provides command line tools and a a Python API for preparing data for analysing the VIX Futures and Cash Term structures. Term …
  ☆49Updated 8 months ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆40Updated 6 years ago
• brookswoolf / Trading-Algorithms
  This repository contains the customized trading algorithms that I have created using the Quantopian IDE.
  ☆124Updated 5 years ago