Alternatives and similar repositories for agents-tac:

Users that are interested in agents-tac are comparing it to the libraries listed below

• produvia / kryptos
  Kryptos AI is a virtual investment assistant that manages your cryptocurrency portfolio
  ☆49Updated 4 years ago
• gautier-marti / awesome-financial-networks
  awesome-financial-networks
  ☆34Updated 5 years ago
• evijit / Finance_Graph_Theory
  Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents
  ☆22Updated 6 years ago
• firmai / firmai
  ☆18Updated this week
• jacobkahn / reinforcement-learning-market-microstructure
  Using Q-learning to better navigate orderbooks.
  ☆21Updated 6 years ago
• iamrjkunal / finance
  funds are the future!
  ☆19Updated 3 years ago
• psthomas / efficient-frontier
  A Python implementation of Modern Portfolio Theory, with applications to philanthropy
  ☆38Updated 4 years ago
• Draichi / Portfolio-Management-list
  List of portfolio management resources, using Reinforcement Learning.
  ☆41Updated last year
• cristal-smac / atomPython
  An Agent-Based Financial Platform. See how evolve agents in a realistic double auction order book
  ☆12Updated 2 years ago
• jmcph4 / PyOBSim
  A Python module for market simulation
  ☆23Updated 2 months ago
• delta-exchange / trading-bots
  Publicly available Bots for trading on delta
  ☆24Updated 5 years ago
• ArmanBehnam / Finance
  Notebooks based on financial machine learning.
  ☆15Updated 2 years ago
• AlexIoannides / pymc-stochastic-process
  Bayesian Inference and parameter estimation in quant finance.
  ☆42Updated 6 years ago
• Bobbakov / orderGenerator
  This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…
  ☆29Updated 2 years ago
• hudson-and-thames / betting-against-beta
  This project is based upon the paper: Frazzini, A. & Pedersen, L. (2014). Betting against beta.
  ☆8Updated 2 years ago
• open-risk / portfolioAnalytics
  A Python library for generating analytic tests for credit portfolio loss distributions
  ☆32Updated 3 months ago
• frechfrechfrech / Mutual-Fund-Market-Clusters
  Using kmeans clustering, hierarchical clustering, and dynamic time warp to find natural groups in mutual funds and broker dealer offices
  ☆12Updated 6 years ago
• Open-Quant / openquant
  This is a repository for enabling collaborative and proper practices for financial machine learning.
  ☆26Updated 2 years ago
• quantrocket-llc / quantrocket-client
  Command line interface and Python client for QuantRocket
  ☆30Updated 3 months ago
• JackBenny39 / pyziabm
  Zero Intelligence Agent-Based Model of Modern Limit Order Book
  ☆52Updated 7 years ago
• sarajcev / numerai
  Machine Learning Hedge Fund
  ☆34Updated 4 years ago
• portfolioplus / pystockdb
  Stock database schema based on pony.orm with an update, sync, and create features.
  ☆17Updated 2 months ago
• Auquan / sample-strategies
  Sample trading strategies using price data and conventional indicators
  ☆16Updated 8 years ago
• makerdao / market-maker-stats
  Maker Keeper Framework: Set of tools to analyze market maker keepers performance.
  ☆35Updated 2 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 7 years ago
• cvxgrp / kelly_code
  Code and examples for the project on risk-constrained Kelly gambling
  ☆26Updated 4 years ago
• thalesians / lathalesians
  The Thalesians' LaTeX library
  ☆11Updated last year
• repotudou / HFT_Project
  Apply different deep learning models to limit order book.
  ☆11Updated 7 years ago
• jasonzy121 / Limit-Order-Book-Reinforcement
  ☆11Updated 7 years ago
• VladUZH / AlphaEngine
  ☆11Updated 7 years ago