Deep learning for forecasting company fundamental data
☆141Jul 23, 2019Updated 6 years ago
Alternatives and similar repositories for deep-quant
Users that are interested in deep-quant are comparing it to the libraries listed below
Sorting:
- https://arxiv.org/abs/1805.01104☆122Dec 2, 2020Updated 5 years ago
- MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series☆17Sep 5, 2025Updated 5 months ago
- Depricated repo. Please refer to mlfinlab☆113Feb 21, 2020Updated 6 years ago
- Data Analysis Studies on Value Investing☆92Oct 26, 2021Updated 4 years ago
- Stock price trend analysis using Fourier transform☆45Dec 27, 2018Updated 7 years ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆26Dec 10, 2018Updated 7 years ago
- This project is a Python demonstrator for the stochastic grid bundling method (SGBM) to solve backward stochastic differential equations …☆12Nov 19, 2018Updated 7 years ago
- quantitative security portfolio analysis. The analysis pipeline including data storage abstraction, alpha calculation, ML based alpha com…☆238Sep 2, 2022Updated 3 years ago
- Deep Reinforcement Learning applied to trading☆15Jan 29, 2019Updated 7 years ago
- Implementation of the paper <Model-based Reinforcement Learning for Predictions and Control for Limit Order Books (Wei et al., J.P. Morga…☆11Aug 22, 2023Updated 2 years ago
- A comprehensive approach for stock trading implemented using Neural Network and Reinforcement Learning separately.☆22Jun 25, 2018Updated 7 years ago
- Hierarchical Change-Point Detection☆15Oct 25, 2018Updated 7 years ago
- Deep Reinforcement Learning for Financial Trading using Price Trailing @ ICASSP 2019☆223Mar 24, 2023Updated 2 years ago
- A PyTorch implementation of QuantNet: transferring learning across systematic trading strategies.☆14Jul 12, 2025Updated 7 months ago
- Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction☆30Mar 31, 2017Updated 8 years ago
- Open Business Analytics and Data Science Research☆15Mar 30, 2021Updated 4 years ago
- playing idealized trading games with deep reinforcement learning☆360Jun 15, 2021Updated 4 years ago
- Python based Quant Finance Models, Tools and Algorithmic Decision Making☆47Nov 27, 2017Updated 8 years ago
- Non-stationary spectral mixture kernels implemented in GPflow☆29Nov 30, 2018Updated 7 years ago
- A framework for detecting misreported returns in hedge funds.☆16Aug 25, 2019Updated 6 years ago
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆73Jun 3, 2018Updated 7 years ago
- An open source library for portfolio optimisation☆368Feb 27, 2024Updated 2 years ago
- An xVA quantitative library written in python using tensorflow☆17Jan 7, 2026Updated last month
- A decade of trend following returns in crypto-asset markets☆26Sep 20, 2020Updated 5 years ago
- Hawkes with Latency☆20Jan 16, 2021Updated 5 years ago
- Code and examples for the project on risk-constrained Kelly gambling☆28Oct 2, 2020Updated 5 years ago
- Advances in Financial Machine Learning☆799Jan 11, 2023Updated 3 years ago
- ICR - Automated and Intelligent Company Report Built in Python (by @firmai)☆181Dec 8, 2022Updated 3 years ago
- Introducing neural networks to predict stock prices☆772Aug 3, 2019Updated 6 years ago
- Sample code for the NIPS paper "Scalable Variational Inference for Dynamical Systems"☆27Mar 29, 2019Updated 6 years ago
- 𝘋𝘦𝘦𝘱 𝘙𝘓 𝘈𝘭𝘨𝘰𝘵𝘳𝘢𝘥𝘪𝘯𝘨 𝘸𝘪𝘵𝘩 𝘙𝘢𝘺 𝘈𝘗𝘐☆176Nov 9, 2023Updated 2 years ago
- Mostly experiments based on "Advances in financial machine learning" book☆565Nov 29, 2020Updated 5 years ago
- A project of building and running a trading system according to service oriented architecture standard.☆17Jan 3, 2018Updated 8 years ago
- Replication of the 5 Fama-French factors as constructed in their 2015 paper.☆25Jun 5, 2022Updated 3 years ago
- Extensible Algo-Trading Python Package.☆19Feb 10, 2023Updated 3 years ago
- ☆61Feb 19, 2024Updated 2 years ago
- This project is focus on stock prediction,our goal is implementing one trading framework using DRL with LSTM.☆11Jun 1, 2018Updated 7 years ago
- ☆10Jul 21, 2019Updated 6 years ago
- predict the price trend of individual stocks using deep learning and natural language processing☆80Jan 30, 2018Updated 8 years ago