Alternatives and similar repositories for fold

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

• crunchdao / quickstarters-adialab
  ☆50Updated last year
• tblume1992 / MFLES
  ☆115Updated last year
• scikit-portfolio / scikit-portfolio
  A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
  ☆57Updated last year
• sumilk / algo_trading
  ☆139Updated last year
• markmipt / fast_combinatorial_cv
  Fast Combinatorial Cross Validation
  ☆12Updated 4 years ago
• cvxgrp / simulator
  Tool to support backtests
  ☆44Updated this week
• microprediction / m6entry
  ☆20Updated 2 years ago
• mcindoe / regimedetection
  ☆33Updated last year
• m1balcerak / financial_labels
  Labels calculation&visualisation - comes with a small BTC/USDT database. Part of my research. Integral part of: https://arxiv.org/abs/201…
  ☆26Updated 2 years ago
• RiskLabAI / RiskLabAI.py
  Financial AI with Python
  ☆76Updated 2 months ago
• microprediction / precise
  World beating online covariance and portfolio construction.
  ☆299Updated 3 weeks ago
• Mircea-MMXXI / azapy
  Financial Portfolio Optimization Algorithms
  ☆56Updated 11 months ago
• OVVO-Financial / NNS
  Nonlinear Nonparametric Statistics
  ☆76Updated last month
• kayuksel / generative-opt
  Democratizing Index Tracking for Small Investors in Europe: A Meta-Learning Method for Sparse Portfolio Optimization
  ☆81Updated last year
• eguidotti / bidask
  Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
  ☆114Updated 3 months ago
• TsLu1s / tsforecasting
  TSForecasting: Automated Time Series Forecasting Framework
  ☆28Updated 6 months ago
• Farmhouse121 / Adventures-in-Financial-Data-Science
  Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…
  ☆63Updated 2 months ago
• VladKochetov007 / MLTT
  Machine Learning Trading Toolkit
  ☆37Updated 2 weeks ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆57Updated last year
• sovai-research / open-investment-datasets
  ☆62Updated 6 months ago
• mjbommar / rfcorr
  Random Forest-based "Correlation" measures
  ☆15Updated 3 years ago
• tschm / cs
  my talk for credit suisse
  ☆38Updated this week
• stefan-jansen / synthetic-data-for-finance
  Material for QuantUniversity talk on Sythetic Data Generation for Finance.
  ☆112Updated 4 years ago
• mawicks / mvarch
  Multivariate Volatility Models (ARCH) for stock prices and other time series
  ☆19Updated 8 months ago
• chulwoohan / pyanomaly
  Python library for asset pricing
  ☆115Updated last year
• microprediction / m6
  M6-Forecasting competition
  ☆43Updated last year
• yhilpisch / rl4f
  This repository contains the code for the O'Reilly book Reinforcement Learning for Finance.
  ☆52Updated last month
• RudyMorel / shadowing
  Implements Path Shadowing Monte Carlo (PSMC).
  ☆72Updated 5 months ago
• maread99 / market_prices
  Get meaningful OHLCV datasets
  ☆87Updated last week
• quantgalore / option-probability-distribution
  Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore
  ☆36Updated last year