Alternatives and similar repositories for alphaware

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

• BryceMeng / mlfinlab_research_bryce
  ☆24Updated 5 years ago
• Bradleydi / Risk-Models
  Risk estimation algorithms
  ☆30Updated 7 years ago
• wolfws / sandbox-portfolio-optimization-cvxpy
  CVXPY Portfolio Optimization Sample
  ☆45Updated 9 years ago
• ChaosQuant / stockindex500
  Trend Prediction for High Frequency Trading
  ☆42Updated 3 years ago
• xiaotfeng / SecuritySelect
  多因子选股框架
  ☆26Updated 5 years ago
• tryggviy / barra_model
  This is an internship project aiming to make Attribution Analysis for general equity funds in China market
  ☆14Updated 7 years ago
• huangzz119 / OptimalExecution_stochastic_control
  This is for the capstone project "Optimal Execution of a VWAP order".
  ☆37Updated 6 years ago
• Hongtao-Lin / HFT-Prediction
  Machine learning approach to high frequency trading, MLP & RNN used
  ☆22Updated 9 years ago
• szy1900 / autoAlpha
  The source code for the paper
  ☆28Updated 2 years ago
• fushuyue / Ml_HFT
  Price Prediction with Machine Learning Models (practicum project at CME group)
  ☆72Updated 9 years ago
• yuba316 / FactorBackTest
  my first factor-stock-selecting backtest function
  ☆22Updated 5 years ago
• alpha-miner / portfolio-optimizer
  A library for portfolio optimization algorithms with python interface.
  ☆31Updated 5 years ago
• eiahb3838ya / AlphaSignalFromMachineLearning
  ☆15Updated 4 years ago
• HujiaYuYoyo / 448Project
  High Frequency Trading
  ☆110Updated 7 years ago
• rune-l / HighFrequency
  High Frequency Jump Prediction Project
  ☆38Updated 5 years ago
• creacentblue / industry_rotation
  一些研报的复现
  ☆13Updated 7 years ago
• jo-cho / trading-rules-using-machine-learning
  Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.
  ☆72Updated 2 years ago
• koteyevlev / MarketMakingMLAlgo
  This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log
  ☆31Updated 4 years ago
• halcyon0811 / implied-volatility-smirk-trading
  The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return
  ☆38Updated 5 years ago
• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆68Updated 8 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆49Updated 8 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆23Updated 4 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆97Updated 2 years ago
• yc3566 / Optimal-Trade-Execution-Algorithm-Market-Impact-Model
  2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)
  ☆18Updated 6 years ago
• jshellen / CTA-strategies
  Backtest result archive for Momentum Trading Strategies
  ☆67Updated 6 years ago
• maxlamberti / optimal-order-execution
  Exploring Optimal Order Execution in Simulated Limit Order Books
  ☆20Updated 3 years ago
• jenniyanjie / successful-algorithmic-trading
  the book with script
  ☆81Updated 8 years ago
• yukit-k / ai-alpha
  AI based alpha research for trading
  ☆50Updated 3 years ago
• Gabrielvon / QuantWork
  ☆12Updated 4 years ago
• PanPip / research
  Contains all the Jupyter Notebooks used in our research
  ☆15Updated 5 years ago