Alternatives and similar repositories for FANG-stock-prediction

Users that are interested in FANG-stock-prediction are comparing it to the libraries listed below

• SimonOuellette35 / SVmodels
  Stochastic volatility models
  ☆18Updated 6 years ago
• BlackArbsCEO / iex_intraday_equity_downloader_public
  ☆36Updated 7 years ago
• druce / Machine-learning-for-financial-market-prediction
  Machine Learning for Financial Market Prediction
  ☆59Updated 6 years ago
• BlackArbsCEO / synthetic_time_series
  ☆27Updated 6 years ago
• kouzapo / QFiPy
  Portfolio optimization package in Python.
  ☆16Updated 5 years ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆42Updated 7 years ago
• QGoGithub / Python_ds_Research
  Python based Quant Finance Models, Tools and Algorithmic Decision Making
  ☆46Updated 7 years ago
• Farmhouse121 / Wilmott-Articles
  This contains notebooks and scripts used to support my writing in WILMOTT Magazine.
  ☆17Updated last year
• yhilpisch / mvportfolio
  Simple portfolio analysis and management.
  ☆29Updated 3 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 5 years ago
• javifalces / tradeasystems_connector
  Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /…
  ☆14Updated 2 years ago
• bendgame / Ally-API-Cheat-Sheet
  Getting Started with Ally Financial API
  ☆17Updated 4 years ago
• aliemamalinezhad / Time-Series-and-Financial
  Time series and Financial analysis in python
  ☆16Updated 6 years ago
• femtotrader / barchart-ondemand-client-python
  ☆15Updated 9 years ago
• yhilpisch / pydlon15
  Open Source Tools for Financial Time Series Analysis and Visualization
  ☆69Updated 10 years ago
• MiaaaFan / Classifying-and-Predicting-Stock-Market-States-Using-HMM-and-XGBoost
  ☆27Updated 3 years ago
• BlackArbsCEO / option_skew_project_public
  ☆35Updated 7 years ago
• hongwai1920 / Implement-Option-Pricing-Model-using-Python
  Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…
  ☆31Updated 5 years ago
• evijit / Finance_Graph_Theory
  Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents
  ☆22Updated 6 years ago
• tzhangwps / Turbulence-and-Systemic-Risk
  Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…
  ☆25Updated 6 months ago
• jaungiers / Random-Portfolio-vs-Benchmark-Strategy
  Python Monte Carlo Simulation to model returns from randomly generated portfolios against a benchmark index.
  ☆23Updated 10 years ago
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆65Updated 3 years ago
• StuartGordonReid / Python-Notebooks
  IPython Notebooks from old blog posts
  ☆28Updated 8 years ago
• bukosabino / financial-forecasting-challenge-gresearch
  My approaches to Financial Forecasting Challenge by G-Research
  ☆44Updated 6 years ago
• FernandoDeMeer / Mitigating-Overfitting-Experiment
  Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"
  ☆37Updated 2 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 8 years ago
• rspadim / Adv_Fin_ML
  Advances in Financial Machine Learning by Marcos Lopez De Prado
  ☆54Updated 6 years ago
• firmai / python-for-finance
  ☆14Updated 6 years ago
• StateOfTheArt-quant / sharpe
  sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…
  ☆50Updated 3 years ago
• jackluo / volatility-surface
  Code for getting implied volatility in Python
  ☆26Updated 8 years ago