Alternatives and similar repositories for numerai_era_data:

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

• ThomasWong2022 / numerai-benchmark
  Python Code used in publications, for archival purposes only
  ☆20Updated last year
• jefferythewind / scikit-learn-erasplit
  ☆14Updated 7 months ago
• crunchdao / quickstarters-adialab
  ☆50Updated last year
• crowdcent / numerblox
  Solid Numerai pipelines
  ☆116Updated 2 months ago
• numerai / quant-club
  notebooks used in quant club episodes
  ☆16Updated last year
• ThomasWong2022 / thor-public
  AutoML tools for solving Time-Varying High-Dimensional Ordinal Regression Problems
  ☆16Updated last year
• jefferythewind / signal_miner
  Numerai Signal Miner
  ☆27Updated last month
• nemethpeti / numerai
  ☆24Updated 2 years ago
• councilofelders / meetups
  Materials from CoE sponsored meetups
  ☆38Updated last week
• sturlese / numerai_signals_pipeline
  Downloads data from Yahoo Finance, generates features, trains a model and submits the predictions to the tournament.
  ☆26Updated 2 years ago
• degerhan / dsignals
  Utilities and information for the signals.numer.ai tournament
  ☆25Updated last year
• councilofelders / numereval
  A small library to locally calculate the scores on numer.ai tournament's diagnostics dashboard.
  ☆38Updated 4 years ago
• uuazed / awesome-numerai
  A curated list of awesome numerai libraries, tutorials and other resources.
  ☆26Updated 2 years ago
• sydx / xpca
  Implementations of extended PCA methods, such as IPCA and EWMPCA
  ☆15Updated 3 years ago
• issaz / signature-regime-detection
  Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…
  ☆30Updated last year
• microprediction / m6
  M6-Forecasting competition
  ☆43Updated last year
• miguel-data-sc / FinQBoost
  Financial Portfolio Quintile Probability Forecaster #2 winner of M6 Financial Forecasting Competition
  ☆14Updated 2 years ago
• Jordylek / VolatilityIsMostlyPathDependent
  Code for the paper Volatility is (mostly) path-dependent
  ☆59Updated last year
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆123Updated 4 years ago
• councilofelders / opensignals
  ☆51Updated last year
• HugoDelatte / awesome-quant
  A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
  ☆15Updated last year
• cvxgrp / cov_pred_finance
  ☆63Updated 2 months ago
• meaten / numerai_NN_example
  Numerai tournament example scripts using NN and optuna
  ☆13Updated 3 years ago
• boyboi86 / mlfinlab
  Package based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.
  ☆25Updated 4 years ago
• scikit-portfolio / scikit-portfolio
  A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
  ☆55Updated last year
• gmanzog / DeepLearningCreditRiskModeling
  Replication codes for Deep Learning Credit Risk Modeling by Manzo, Qiao
  ☆21Updated 2 years ago
• useric / MTH9879-Market-Microstructure-Models
  Baruch MFE 2019 Spring
  ☆39Updated 4 years ago
• adamvvu / tsfracdiff
  Efficient and easy to use fractional differentiation transformations for stationarizing time series data in Python.
  ☆21Updated 2 years ago
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆59Updated 2 years ago
• YannickKae / Statistical-Learning-based-Portfolio-Optimization
  This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by R…
  ☆13Updated 11 months ago