☆40Aug 1, 2021Updated 4 years ago
Alternatives and similar repositories for mlfinlab
Users that are interested in mlfinlab are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17May 9, 2024Updated last year
- ☆34Aug 3, 2022Updated 3 years ago
- Code implementations of my studies on the book Advances in Financial Machine Learning☆12May 18, 2020Updated 5 years ago
- Implementation of AFML Book☆22Jul 27, 2019Updated 6 years ago
- notebooks used in quant club episodes☆18May 17, 2023Updated 2 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click and start building anything your business needs.
- Python Scripts for Backtesting SPX Put Strategies Using Black-Scholes Proxies☆14Feb 15, 2018Updated 8 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆54Aug 23, 2021Updated 4 years ago
- A small library to efficiently store and process global equity data, especially for Numerai's Signals tournament (WIP)☆19Dec 26, 2023Updated 2 years ago
- ☆13Nov 20, 2020Updated 5 years ago
- eBest 투자증권의 RESTful OpenAPI 이용 코드☆18Jul 19, 2025Updated 8 months ago
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆1,895Dec 8, 2022Updated 3 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆63Apr 7, 2023Updated 2 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12May 30, 2021Updated 4 years ago
- ☆11Mar 25, 2023Updated 3 years ago
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- A repository for portfolio allocation based on embedding data representation☆12Jan 27, 2025Updated last year
- Intraday trading strategy for futures calendar spreads. Uses crude oil futures and 1-minute bid/ask bars from Interactive Brokers with a …☆15Apr 23, 2024Updated last year
- A modification of traditional random forest for time-series forecasting☆13Apr 16, 2024Updated last year
- Veloce: Starter template that uses Vue 3, Vite, TypeScript, SSR, Pinia, Vue Router, Express and Docker☆12Jan 28, 2022Updated 4 years ago
- Machine learning strategy that trains the model using "everything and the kitchen sink": fundamentals, technical indicators, returns, pri…☆14Apr 23, 2024Updated last year
- PortfolioLab is a python library that enables traders who want to take advantage of the latest portfolio optimisation algorithms used by …☆17Jan 11, 2021Updated 5 years ago
- A pipeline to optimize a portfolio of assets and test it against unseen data.☆14Jan 17, 2020Updated 6 years ago
- ☆27Oct 2, 2017Updated 8 years ago
- Code for the 15th place submission at Trading at the Close competition☆18Jun 22, 2024Updated last year
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- This project is to download and analyze cryptocurrency option data available on Deribit via a public API. Data are collected on an Ubuntu…☆10Sep 17, 2021Updated 4 years ago
- Caclualtes Bitcoin Dominance using Coingecko's API and writes it to a CSV along with the date☆10May 12, 2021Updated 4 years ago
- Cointegration Bitcoin Backtester☆18Feb 19, 2019Updated 7 years ago
- This notebook presents an example of the equal risk pricing framework with deep hedging from my paper Carbonneau, A. and Godin, F. (2020)…☆15Oct 15, 2021Updated 4 years ago
- ☆12May 30, 2022Updated 3 years ago
- pixelmatch reimplemented in AssemblyScript☆10Mar 24, 2022Updated 4 years ago
- ☆17May 16, 2024Updated last year
- Scalable implementation of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy hig…☆14Jan 21, 2022Updated 4 years ago
- All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.☆809Sep 5, 2024Updated last year
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click and start building anything your business needs.
- Python package for generating Directional Changes - a technical analysis indicator - from time series.☆20Jul 19, 2018Updated 7 years ago
- ☆38Feb 10, 2022Updated 4 years ago
- ☆25Dec 2, 2021Updated 4 years ago
- Algorithmic Trading project that examines the Fama-French 3-Factor Model and the Fama-French 5-Factor Model in predicting portfolio retur…☆32Feb 3, 2021Updated 5 years ago
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆21May 8, 2024Updated last year
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Apr 3, 2019Updated 6 years ago
- Code base for the practitioner's guide to the ONC algorithm paper published with the Journal of Financial Data Science☆20Jun 8, 2023Updated 2 years ago