Probability of Backtest Overfitting in Python
☆137Jul 6, 2026Updated last month
Alternatives and similar repositories for pypbo
Users that are interested in pypbo are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Probability of Backtest Overfitting☆51May 26, 2022Updated 4 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆129Nov 3, 2020Updated 5 years ago
- MA4128 Github Assessment☆10Dec 12, 2021Updated 4 years ago
- Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models☆462Oct 13, 2023Updated 2 years ago
- Quant Journey Public Files☆25Jul 11, 2026Updated last month
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆4,905Oct 2, 2023Updated 2 years ago
- Scikit-learn style cross-validation classes for time series data☆289Feb 15, 2022Updated 4 years ago
- ☆18May 7, 2020Updated 6 years ago
- High Frequency Trading Strategy☆12Dec 20, 2018Updated 7 years ago
- ☆13Apr 15, 2025Updated last year
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆1,949Dec 8, 2022Updated 3 years ago
- Machine Learning for Asset Managers☆17Sep 28, 2020Updated 5 years ago
- A Collection of public tutorials published in the qubitquants.pro blog☆76Apr 15, 2023Updated 3 years ago
- Package based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.☆28May 29, 2020Updated 6 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Code for various data snooping tests on financial time series.☆22May 26, 2015Updated 11 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆36Aug 26, 2024Updated last year
- Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"☆37Mar 25, 2023Updated 3 years ago
- Systematic trading strategies (for crypto assets), using alternative (on-chain, sentiment) data.☆18Apr 16, 2025Updated last year
- All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.☆856Sep 5, 2024Updated last year
- This is an internship project aiming to make Attribution Analysis for general equity funds in China market☆13Jul 19, 2018Updated 8 years ago
- Adaptive Machine Learning-Based Stock Prediction using Financial Time Series Technical Indicators☆10Dec 21, 2019Updated 6 years ago
- Vectorized quantile backtesting library☆15May 25, 2023Updated 3 years ago
- Implementation of AFML Book☆22Jul 27, 2019Updated 7 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆658Feb 11, 2026Updated 6 months ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆60Jan 15, 2024Updated 2 years ago
- Financial portfolio optimization in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity☆5,962Jul 7, 2026Updated last month
- Fast and scalable construction of risk parity portfolios☆325Dec 2, 2025Updated 8 months ago
- This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.o…☆635Mar 19, 2026Updated 4 months ago
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆274Mar 19, 2026Updated 4 months ago
- Portfolio Optimization in Python☆4,441Jun 22, 2026Updated last month
- Examples of causality maps for time series driven by GitHub actions☆15Nov 3, 2023Updated 2 years ago
- Random Forest-based "Correlation" measures☆15May 3, 2022Updated 4 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- trend / momentum and other patterns in financial timeseries☆291Jun 27, 2021Updated 5 years ago
- Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado☆102Sep 8, 2022Updated 3 years ago
- Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.☆76Feb 5, 2018Updated 8 years ago
- Advancing in Financial Machine Learning☆16Feb 27, 2020Updated 6 years ago
- A backtest a day keeps the losses away!☆15Sep 11, 2023Updated 2 years ago
- A PyTorch implementation of QuantNet: transferring learning across systematic trading strategies.☆15Jul 12, 2025Updated last year
- ☆11Mar 12, 2021Updated 5 years ago