Alternatives and similar repositories for MOPO-LSI:

Users that are interested in MOPO-LSI are comparing it to the libraries listed below

• sjufan84 / ESG_clustering
  A tool to cluster ESG stocks and cryptocurrency by return data to identify similar assets with higher ESG scores.
  ☆10Updated last year
• MarcoGorelli / wound-ignite
  Prize-winning solution to the M6 Forecasting Competition
  ☆22Updated 2 years ago
• ARahimiQuant / lead-lag-portfolios
  Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic…
  ☆17Updated last year
• aaronsmith1234 / volatilipy
  Python wrappers around QuantLib and Pandas to easily generate volatility surfaces
  ☆14Updated 2 years ago
• Sinbad-The-Sailor / Abacus
  Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Depend…
  ☆20Updated last year
• TsLu1s / tsforecasting
  TSForecasting: Automated Time Series Forecasting Framework
  ☆28Updated 4 months ago
• Sakura-Fire-Capital / DoubleEnsembleML
  Blaze
  ☆14Updated 3 years ago
• StateOfTheArt-quant / awesome-rl-for-trading
  awesome reinforcement learning for trading domain
  ☆12Updated 4 years ago
• RiskLabAI / Notebooks.py
  ☆16Updated last month
• SirAlex900 / FeatureProgramming
  ☆41Updated last year
• JingyiGu / IndexGAN
  Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network
  ☆14Updated last month
• dlarsen5 / VolatilityDecomposition
  Volatility Decomposition of Asset Price Time Series
  ☆11Updated 5 years ago
• StateOfTheArt-quant / sharpe
  sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…
  ☆49Updated 3 years ago
• JerBouma / FinancePortfolio
  Portfolio Management for Everyone
  ☆22Updated last year
• CaptorAB / openseries
  openseries is a project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily or…
  ☆28Updated this week
• SpencerLuck / Regime-Analysis
  Time series regime analysis in python
  ☆13Updated 2 years ago
• quantmind / quantflow
  Quantitative finance and derivative pricing
  ☆13Updated 2 months ago
• Farmhouse121 / Wilmott-Articles
  This contains notebooks and scripts used to support my writing in WILMOTT Magazine.
  ☆16Updated 10 months ago
• elephaint / hfas
  Hierarchical Forecasting at Scale
  ☆13Updated last year
• SciEcon / SRS2021
  A Data Science pipeline for Algorithmic Trading: A comparative study in applications to Finance and cryptoeconomics
  ☆15Updated 2 years ago
• EagleAdelaide / FinSen_Dataset
  ☆11Updated 5 months ago
• erdogant / caerus
  Detection of favorable moments in time series data
  ☆31Updated 10 months ago
• mjbommar / rfcorr
  Random Forest-based "Correlation" measures
  ☆15Updated 2 years ago
• druce / ValueMomentum
  Value and Momentum Using Machine Learning
  ☆11Updated 4 years ago
• convexfi / intradayModel
  Modeling of intraday volatility and volume in financial markets
  ☆15Updated last year
• YuxuanXiu / Financial-Time-Series-Trend-Labeling
  This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…
  ☆34Updated 2 months ago
• SaremS / sample_notebooks
  Loose collection of Jupyter notebooks, mostly for my blog
  ☆28Updated 4 months ago
• XingYu-Zhong / FSRL
  FSRL:Financial Strategy Reinforcement Learning.🔥股市量化多策略动态切换方法
  ☆22Updated last month
• BryceMeng / mlfinlab_research_bryce
  ☆22Updated 4 years ago
• hedgeagents / hedgeagents.github.io
  HedgeAgents: A Balanced-aware Multi-agent Financial Trading System
  ☆11Updated 10 months ago