Alternatives and similar repositories for Kaggle_Competition

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

• chengwei-wang-ucsc / GPlearn_finiance_stock_futures_extension
  This implementation contains the application of GPlearn's symbolic transformer on a commodity futures sector of the financial market.
  ☆196Updated 2 years ago
• xiaoqiyu / hf_micro_research
  This project is to explore high-frequency model and strategy. You will expect high-frequency features mining, ml/dl models, and hf tradin…
  ☆21Updated 4 years ago
• Jace-Yang / heston-model_pricing-formulas-and-calibration
  Final project of Topics in Quantitative Finance Summer 2020 in National School of Development, Peking University
  ☆27Updated 4 years ago
• ZGarry / kezhuanzhai
  自动化可转债之旅
  ☆40Updated 3 months ago
• hellozim22 / Quant-Product-architecture
  The project is a framework for quantitative trading of financial assets.
  ☆34Updated 4 years ago
• hftlab / MarketDataRec
  用C++开发的跨平台的基于ctp api的交易程序，可以实现在云服务器连续自动运行，无需手动干预，微信监控实时通知，接触不到电脑也可随时了解交易行情动态，数据文件自动压缩上传百度网盘，熟悉无锁ringbuffer的使用，尽可能降低延迟。
  ☆90Updated last year
• Hollywood3 / PPO-informer-future-master
  本项目使用深度学习、时间序列模型、强化学习PPO算法，实现期货的量化交易
  ☆63Updated 2 years ago
• jialuechen / trademind
  Hybrid Event-driven and Vectorized Strategy Backtesting Library
  ☆108Updated last month
• niuchenglei / ssm-dnn
  Structured Semantic Model supported Deep Neural Network for Click-Through Rate Prediction
  ☆22Updated 3 years ago
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆71Updated 4 years ago
• Jace-Yang / bank-marketing-strategy-analysis
  Project of Categorical Data Analysis 2020 fall in CUFE.
  ☆15Updated 3 years ago
• nithinsethu / Deep-Direct-Reinforcement-Learning-for-Financial-Signal-Representation-and-Trading
  A deep learning model for Financial Signal Representation and Trading
  ☆74Updated 6 years ago
• lchencc / nlp
  Natural Language (NLP): Sentiment Analysis and Bitcoin Return Prediction Using FinBERT
  ☆16Updated 3 years ago
• Ceruleanacg / Quantitative-Trading
  💸 Papers and Code Implements for Quantitative-Trading
  ☆36Updated 7 years ago
• darden1 / tradingrrl
  Implementations of FX trading with RRL
  ☆64Updated 6 years ago
• CSTU-yqy / Look-through-company-inetrnal-value-via-public-information
  An interesting research on the perspectival role of public news on look-through company's internal value
  ☆13Updated 2 years ago
• BirchKwok / spinesTS
  spinesTS, a powerful toolset for time series prediction, is one of the cornerstones of PipelineTS.
  ☆46Updated last year
• baiguoname / qust
  ☆121Updated 4 months ago
• laox1ao / Alpha101-WorldQuant
  python implement for WorldQuant-Alpha101
  ☆54Updated 6 years ago
• Songloading / Paper-Replicate-Learning-to-Simulate-Equity-Option-Markets
  Simulation of Stock Data Using Recurrent GAN
  ☆17Updated 3 years ago
• szy1900 / autoAlpha
  The source code for the paper
  ☆20Updated last year
• xiaoqiyu / option_future_research
  ☆42Updated 2 years ago
• fangshi1991 / gplearn_stock
  改进gplearn,主要使用在股票公式挖掘
  ☆95Updated 5 years ago
• Bradleydi / Risk-Models
  Risk estimation algorithms
  ☆30Updated 6 years ago
• zhibzeng / quantlib
  Quantlib是一个个人维护、使用的量化模块，主要用于金融数据的获取、清洗、变换和分析等功能。
  ☆22Updated 7 years ago
• luliu31415926 / Reinforcement-Learning-for-Optimized-trade-execution
  ☆34Updated 4 years ago
• AshengLin / FDRNN
  Deep Direct Reinforcement Learning for Financial Signal Representation and Trading(http://cslt.riit.tsinghua.edu.cn/mediawiki/images/a/aa…
  ☆29Updated 6 years ago
• pnecchi / Thesis
  Reinforcement Learning for Automated Trading
  ☆88Updated 8 years ago
• Jinjiarui / DRSR
  Code for SIGIR'20 “A Deep Recurrent Survival Model for Unbiased Ranking”
  ☆43Updated last year
• linusqzdeng / backtesting
  Backtrader量化策略研报复现
  ☆28Updated 3 years ago