devisechain / DeviseLinks
Devise: An Alternative Exchange Containing Assets Engineered To Help Fund Managers Hunt Alpha
☆27Updated 6 years ago
Alternatives and similar repositories for Devise
Users that are interested in Devise are comparing it to the libraries listed below
Sorting:
- Demo for the application of RL to non-stationary effects☆45Updated 5 years ago
- As described in Advances of Machine Learning by Marcos Prado.☆121Updated 2 years ago
- Bayesian models to compute performance and uncertainty of returns and alpha.☆111Updated 2 years ago
- Rapid large-scale fractional differencing with NVIDIA RAPIDS and GPU to minimize memory loss while making a time series stationary. 6x-40…☆57Updated 5 years ago
- ☆194Updated 5 years ago
- Bayesian Inference and parameter estimation in quant finance.☆42Updated 6 years ago
- Code and examples for the project on risk-constrained Kelly gambling☆27Updated 4 years ago
- Depricated repo. Please refer to mlfinlab☆113Updated 5 years ago
- Python Copula Module☆43Updated 2 years ago
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆30Updated 3 years ago
- ☆27Updated 6 years ago
- Deep learning for forecasting company fundamental data☆142Updated 6 years ago
- Reinforcement Learning for Automated Trading☆89Updated 8 years ago
- Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"☆37Updated 2 years ago
- finance☆43Updated 8 years ago
- Files for Python Talk☆24Updated 9 years ago
- ☆10Updated 8 years ago
- Talks that I have given/plan to give☆30Updated 6 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆58Updated 2 years ago
- Machine Learning for Financial Market Prediction☆59Updated 6 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆64Updated 3 years ago
- A Python library implementing Bayesian methods for solving estimation and forecasting problems in time series analysis☆21Updated 8 years ago
- Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.☆75Updated 7 years ago
- Using Q-learning to better navigate orderbooks.☆22Updated 7 years ago
- ☆45Updated 7 years ago
- Labels calculation&visualisation - comes with a small BTC/USDT database. Part of my research. Integral part of: https://arxiv.org/abs/201…☆26Updated 3 years ago
- ☆42Updated 3 years ago
- Unsupervised Learning to Market Behavior Forecasting Example☆42Updated 5 years ago
- Using Bidirectional Generative Adversarial Networks to estimate Value-at-Risk for Market Risk Management using TensorFlow.☆94Updated 2 years ago
- An Open-Source Implementation of the Critical-Line Algorithm for Portfolio Optimization☆35Updated 3 years ago