Alternatives and similar repositories for portfoliolab:

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

• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆123Updated 4 years ago
• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆240Updated last year
• marketneutral / pairs-trading-with-ML
  ☆210Updated 7 years ago
• fernandodelacalle / adv-financial-ml-marcos-exercises
  Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado
  ☆207Updated 3 years ago
• PyFE / PyFENG
  Python Financial ENGineering (PyFENG package in PyPI.org)
  ☆158Updated 4 months ago
• marcdemers / py_vollib_vectorized
  A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
  ☆130Updated 3 months ago
• esvhd / pypbo
  Probability of Backtest Overfitting in Python
  ☆121Updated last year
• marketneutral / alphatools
  Quantitative finance research tools in Python
  ☆415Updated 2 years ago
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆137Updated 2 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆79Updated 2 years ago
• wywongbd / pairstrade-fyp-2019
  We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.
  ☆259Updated 2 years ago
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆154Updated 2 months ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆118Updated this week
• simaomsarmento / PairsTrading
  Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…
  ☆157Updated 5 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆72Updated 4 years ago
• convexfi / riskparity.py
  Fast and scalable construction of risk parity portfolios
  ☆293Updated 9 months ago
• JackBrady / Financial-Machine-Learning
  Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado
  ☆123Updated 5 years ago
• quantopian / mlfinlab
  MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…
  ☆63Updated last year
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆116Updated last year
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆105Updated 10 months ago
• tr8dr / tseries-patterns
  trend / momentum and other patterns in financial timeseries
  ☆253Updated 3 years ago
• gjimzhou / MTH9879-Market-Microstructure-Models
  A collection of homeworks of market microstructure models.
  ☆223Updated 6 years ago
• ArturSepp / QuantInvestStrats
  Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …
  ☆291Updated last week
• firmai / research
  Notebooks based on financial machine learning.
  ☆49Updated 4 years ago
• quantrocket-llc / moonshot
  Vectorized backtester and trading engine for QuantRocket
  ☆216Updated 3 months ago
• robertmartin8 / pValuation
  Quantamental finance research with python
  ☆145Updated 2 years ago
• viniesposito / py-mlfactor
  Rewriting the code in "Machine Learning for Factor Investing" in Python
  ☆85Updated 4 years ago
• emoen / Machine-Learning-for-Asset-Managers
  Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…
  ☆521Updated last month
• YuMan-Tam / deep-hedging
  Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.
  ☆155Updated 4 years ago
• sofienkaabar / the-book-of-trading-strategies
  Source Codes for the Book of Trading Strategies
  ☆170Updated 3 years ago