jmrichardson / mlfinlabLinks
☆21Updated 2 years ago
Alternatives and similar repositories for mlfinlab
Users that are interested in mlfinlab are comparing it to the libraries listed below
Sorting:
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆81Updated 2 years ago
- Package based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.☆25Updated 5 years ago
- Research Repo (Archive)☆73Updated 4 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆76Updated last year
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆64Updated last year
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- Collection of indicators that I used in my strategies.☆55Updated 2 months ago
- Notebooks based on financial machine learning.☆50Updated 5 years ago
- A Collection of public tutorials published in the qubitquants.pro blog☆69Updated 2 years ago
- ☆40Updated 4 years ago
- CS7641 Team project☆95Updated 4 years ago
- This Python package manages methods to reshape tick by tick data for order flow analysis☆94Updated 2 months ago
- Notes on Advances in Financial Machine Learning☆79Updated 6 years ago
- ☆49Updated 4 months ago
- Calibrates microprice model to BitMEX quote data☆56Updated 3 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 3 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- ☆38Updated 3 years ago
- Transform Tick Data into OHLCV Renko Dataframe!☆32Updated last year
- A Dashboard for multi-time frame simulation analysis for a portfolio of instruments☆39Updated 2 years ago
- This project implements an advanced pairs trading strategy using statistical arbitrage techniques. It leverages Bayesian optimization to …☆38Updated 10 months ago
- ☆23Updated 5 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 5 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆51Updated 3 years ago
- ☆41Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆58Updated 6 years ago
- ☆14Updated 2 years ago
- Package to build risk model for factor pricing model☆26Updated 10 months ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆116Updated last year
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆56Updated 2 years ago