jefferythewind / signal_miner
Numerai Signal Miner
☆16Updated last month
Alternatives and similar repositories for signal_miner:
Users that are interested in signal_miner are comparing it to the libraries listed below
- ☆13Updated 6 months ago
- A collection of open-source tools to help interact with Numerai, model data, and automate submissions.☆18Updated 6 months ago
- ☆10Updated 9 months ago
- Research Repo (Archive)☆72Updated 4 years ago
- AutoML tools for solving Time-Varying High-Dimensional Ordinal Regression Problems☆16Updated last year
- Time Series Prediction of Volume in LOB☆56Updated 11 months ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆79Updated 2 years ago
- Python Code used in publications, for archival purposes only☆20Updated last year
- Solid Numerai pipelines☆116Updated last month
- Package based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.☆25Updated 4 years ago
- Financial AI with Python☆70Updated 3 weeks ago
- A Practical Guide to a Simple Data Stack.☆40Updated 6 months ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆33Updated last year
- Contains all the Jupyter Notebooks used in our research☆15Updated 5 years ago
- A curated list of awesome numerai libraries, tutorials and other resources.☆26Updated 2 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆54Updated last year
- Notebooks based on financial machine learning.☆50Updated 4 years ago
- A small library to locally calculate the scores on numer.ai tournament's diagnostics dashboard.☆37Updated 3 years ago
- Montecarlo simulations/analysis for finance (equity simulator)☆34Updated last year
- Documentation for hangukquant/quantpylib☆23Updated this week
- A humble repository for academic quant strategies☆15Updated last month
- ☆12Updated last year
- ☆36Updated 2 years ago
- ☆16Updated 2 years ago
- A tool for portfolio managers: use the Black-Litterman model to view optimal portfolio allocations using several of the most popular opti…☆76Updated 8 months ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 5 years ago
- Materials from CoE sponsored meetups☆26Updated last month
- notebooks used in quant club episodes☆16Updated last year
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆75Updated last year
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆40Updated last week