jefferythewind / scikit-learn-erasplitLinks
☆17Updated last year
Alternatives and similar repositories for scikit-learn-erasplit
Users that are interested in scikit-learn-erasplit are comparing it to the libraries listed below
Sorting:
- notebooks used in quant club episodes☆18Updated 2 years ago
- Materials from CoE sponsored meetups☆48Updated 3 weeks ago
- A collection of open-source tools to help interact with Numerai, model data, and automate submissions.☆32Updated last month
- ☆11Updated 6 months ago
- Solid Numerai pipelines☆118Updated last month
- ☆50Updated 2 years ago
- Numerai Signal Miner☆32Updated 8 months ago
- 🪁 A fast Adaptive Machine Learning library for Time-Series, that lets you build, deploy and update composite models easily. An order of …☆102Updated last year
- Time-Series Cross-Validation Module☆47Updated 3 years ago
- Tool to support backtests☆46Updated last week
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆40Updated last year
- A small library to locally calculate the scores on numer.ai tournament's diagnostics dashboard.☆38Updated 4 years ago
- M6-Forecasting competition☆43Updated last year
- Quantreo's Quant Library☆46Updated 3 weeks ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated last year
- This repository is an advanced version of the MBATS infrastructure that you can use to provision Google Cloud and CloudFlare services so …☆28Updated 4 years ago
- Using Dask, a Python framework, I handle 900 million rows of S&P E-mini futures trade tick data directly on a local machine. Through expl…☆41Updated last year
- ☆20Updated 2 years ago
- Material for QuantUniversity talk on Sythetic Data Generation for Finance.☆121Updated 4 years ago
- This collects the scripts and notebooks required to reproduce my published work.☆48Updated last week
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated last year
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆64Updated 6 months ago
- Python Code used in publications, for archival purposes only☆20Updated 2 years ago
- Financial Portfolio Quintile Probability Forecaster #2 winner of M6 Financial Forecasting Competition☆14Updated 2 years ago
- tsbootstrap: generate bootstrapped time series samples in Python☆84Updated 3 months ago
- Kalman Filter, Smoother, and EM Algorithm for Python☆12Updated 2 years ago
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆59Updated 3 weeks ago
- A curated list of resources dedicated to Deep Hedging☆86Updated 2 years ago
- Portfolio optimization with cvxopt☆40Updated 9 months ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆41Updated last year