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
• thalesians / bayestsa
  A Python library implementing Bayesian methods for solving estimation and forecasting problems in time series analysis
  ☆20Updated 7 years ago
• thalesians / lathalesians
  The Thalesians' LaTeX library
  ☆11Updated 11 months ago
• kennedyCzar / ALGORITHM-TRADING-AND-STOCK-PREDICTION-USING-MACHINE-LEARNING
  ALGORITHM TRADING AND STOCK PREDICTION USING MACHINE LEARNING
  ☆15Updated 6 years ago
• druce / Machine-learning-for-financial-market-prediction
  Machine Learning for Financial Market Prediction
  ☆57Updated 6 years ago
• 0liu / ibstract
  Asynchronous financial data management
  ☆21Updated 7 years ago
• yhilpisch / mvportfolio
  Simple portfolio analysis and management.
  ☆28Updated 3 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 4 years ago
• lucaskienast / NLP-on-10Ks-from-EDGAR-DB
  This is a sentiment trading strategy, written in Python, and applying NLP on 10-K's from the SEC EDGAR database.
  ☆10Updated 2 years ago
• BlackArbsCEO / synthetic_time_series
  ☆27Updated 5 years ago
• ucfbrd / ML-Quant-Finance
  Machine Learning for Quantitative Finance
  ☆24Updated 6 years ago
• StuartGordonReid / Comp-Finance
  This repository contains Python-based tools for Computational Finance. It is related to the Computational Finance blog run by Stuart Reid…
  ☆54Updated 10 years ago
• druce / ValueMomentum
  Value and Momentum Using Machine Learning
  ☆11Updated 4 years ago
• BlackArbsCEO / iex_intraday_equity_downloader_public
  ☆36Updated 6 years ago
• 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
• MilindYadav-97 / Hybrid_FastRNN-for-stock-predictions
  ☆14Updated 4 years ago
• mjbommar / rfcorr
  Random Forest-based "Correlation" measures
  ☆15Updated 2 years ago
• jaungiers / Random-Portfolio-vs-Benchmark-Strategy
  Python Monte Carlo Simulation to model returns from randomly generated portfolios against a benchmark index.
  ☆22Updated 10 years ago
• BlackArbsCEO / Mixture_Models
  Jupyter (IPython) notebooks for exploring mixture models
  ☆37Updated 7 years ago
• Farmhouse121 / Wilmott-Articles
  This contains notebooks and scripts used to support my writing in WILMOTT Magazine.
  ☆16Updated 8 months ago
• chicago-joe / Python-ML-for-Financial-Applications
  Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling
  ☆17Updated 5 years ago
• firmai / python-for-finance
  ☆13Updated 5 years ago
• coltonfsmith / BlogProjects
  ☆20Updated 5 years ago
• 0zean / MODWT-MARS
  Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting
  ☆18Updated 4 months ago
• bukosabino / financial-forecasting-challenge-gresearch
  My approaches to Financial Forecasting Challenge by G-Research
  ☆42Updated 6 years ago
• kouzapo / QFiPy
  Portfolio optimization package in Python.
  ☆16Updated 4 years ago
• ljump12 / Pairs-Trading
  Code for researching and backtesting pairs trading
  ☆24Updated 14 years ago
• jkclem / Monte-Carlo-Simulation-for-Generating-Stock-Price-Prediction-Intervals
  ☆12Updated 5 years ago
• TommasoBelluzzo / HFMRD
  A framework for detecting misreported returns in hedge funds.
  ☆16Updated 5 years ago
• avinashbarnwal / Momentum-Strategy
  Quantitative Momentum - Investment Strategy inspired by Wesley Gray and Jack Vogel
  ☆37Updated 6 years ago