gregmorse / numerai_era_dataLinks
☆11Updated 7 months ago
Alternatives and similar repositories for numerai_era_data
Users that are interested in numerai_era_data are comparing it to the libraries listed below
Sorting:
- ☆50Updated 2 years ago
- Python Code used in publications, for archival purposes only☆20Updated 2 years ago
- Solid Numerai pipelines☆122Updated 2 months ago
- Materials from CoE sponsored meetups☆49Updated last month
- AutoML tools for solving Time-Varying High-Dimensional Ordinal Regression Problems☆15Updated 2 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆127Updated 5 years ago
- Scikit-learn style cross-validation classes for time series data☆284Updated 3 years ago
- Implementations of extended PCA methods, such as IPCA and EWMPCA☆15Updated 4 years ago
- ☆18Updated last year
- M6-Forecasting competition☆43Updated last year
- notebooks used in quant club episodes☆18Updated 2 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- A small library to locally calculate the scores on numer.ai tournament's diagnostics dashboard.☆38Updated 4 years ago
- ☆68Updated 5 months ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆92Updated 2 years ago
- Research Repo (Archive)☆75Updated 5 years ago
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆65Updated 3 years ago
- Data, Benchmarks, and methods submitted to the M6 forecasting competition☆128Updated last year
- Multivariate Volatility Models (ARCH) for stock prices and other time series☆20Updated last year
- Package based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.☆25Updated 5 years ago
- Notebooks based on financial machine learning.☆53Updated 5 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆33Updated last year
- Statistical Jump Models in Python, with scikit-learn-style APIs☆115Updated 10 months ago
- World beating online covariance and portfolio construction.☆311Updated last month
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆93Updated 4 years ago
- ☆53Updated last year
- Code for the paper Volatility is (mostly) path-dependent☆69Updated last year
- Using Dask, a Python framework, I handle 900 million rows of S&P E-mini futures trade tick data directly on a local machine. Through expl…☆41Updated last year
- Code implementations of my studies on the book Advances in Financial Machine Learning☆12Updated 5 years ago
- A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)☆18Updated last year