Alternatives and similar repositories for risk-adjusted-return:

Users that are interested in risk-adjusted-return are comparing it to the libraries listed below

• Globe-Research / deep-orderbook
  Deep learning modelling of orderbooks
  ☆95Updated 4 years ago
• druce / rl
  Deep Reinforcement Learning For Trading
  ☆106Updated last year
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆80Updated 2 years ago
• SimonOuellette35 / RLNonStationary
  Demo for the application of RL to non-stationary effects
  ☆45Updated 4 years ago
• enjine-com / mcos
  Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"
  ☆56Updated last year
• esvhd / pypbo
  Probability of Backtest Overfitting in Python
  ☆125Updated last year
• Rachnog / Reinforcement-Learning-in-Finance
  Materials for blogs and conferences
  ☆68Updated 3 years ago
• wangy8989 / Pairs-Trading-with-Machine-Learning
  Pair Trading Strategy using Machine Learning written in Python
  ☆116Updated 2 years ago
• philipperemy / fractional-differentiation-time-series
  As described in Advances of Machine Learning by Marcos Prado.
  ☆119Updated 2 years ago
• FernandoDeMeer / Mitigating-Overfitting-Experiment
  Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"
  ☆37Updated 2 years ago
• Kostis-S-Z / trading-rl
  Deep Reinforcement Learning for Financial Trading using Price Trailing @ ICASSP 2019
  ☆220Updated 2 years ago
• meltjl / RL-Trading
  ☆50Updated 2 years ago
• mfrdixon / dq-MM
  Deep Q-Learning for Market Making
  ☆120Updated 6 years ago
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆123Updated 4 years ago
• BlackArbsCEO / mixture_model_trading_public
  ☆193Updated 4 years ago
• KIC / pandas-ml-quant
  Master repository for the pandas-ml modules
  ☆162Updated last year
• WongYatChun / Advances-in-Financial-Machine-Learning
  Notes on Advances in Financial Machine Learning
  ☆78Updated 6 years ago
• gaurav1086 / dl-algo-trader
  Training an Agent to make automated trading decisions in a simulated stochastic market environment using Reinforcement Learning or Deep Q…
  ☆87Updated 5 years ago
• pnecchi / Thesis
  Reinforcement Learning for Automated Trading
  ☆88Updated 8 years ago
• tspooner / rmm.arl
  Robust Market Making via Adversarial Reinforcement Learning
  ☆51Updated 5 years ago
• nithinsethu / Deep-Direct-Reinforcement-Learning-for-Financial-Signal-Representation-and-Trading
  A deep learning model for Financial Signal Representation and Trading
  ☆73Updated 6 years ago
• giotto-ai / stock-market-crashes
  How to detect stock market crashes with topology.
  ☆82Updated 4 years ago
• yuriak / RLCrypto
  A crypto currency live-trading backend for Huobi
  ☆37Updated 6 years ago
• stefan-jansen / synthetic-data-for-finance
  Material for QuantUniversity talk on Sythetic Data Generation for Finance.
  ☆110Updated 4 years ago
• timothyyu / wsae-lstm
  implementation of WSAE-LSTM model as defined by Bao, Yue, Rao (2017)
  ☆78Updated 2 years ago
• PTRRupprecht / GenHurst
  Calculates the generalized Hurst exponent of a time series
  ☆39Updated last year
• lamres / hmm_market_behavior
  Unsupervised Learning to Market Behavior Forecasting Example
  ☆42Updated 4 years ago
• Jackmzw / Price_Prediction_LOB
  Deep learning for price movement prediction using high frequency limit order data
  ☆40Updated 6 years ago
• vermouth1992 / drl-portfolio-management
  CSCI 599 deep learning and its applications final project
  ☆152Updated 6 years ago
• laikasinjason / deep-q-learning-trading-system-on-hk-stocks-market
  Deep q learning on determining buy/sell signal and placing orders
  ☆48Updated 5 years ago