microprediction / homeLinks
home page of sorts
☆23Updated this week
Alternatives and similar repositories for home
Users that are interested in home are comparing it to the libraries listed below
Sorting:
- World beating online covariance and portfolio construction.☆307Updated 2 weeks ago
- If you can measure it, consider it predicted☆357Updated 2 weeks ago
- 📦 Python library for Stochastic Processes Simulation and Visualisation☆336Updated 5 months ago
- Data, Benchmarks, and methods submitted to the M6 forecasting competition☆119Updated 11 months ago
- Tool to support backtests☆46Updated this week
- ☆20Updated 2 years ago
- Forecasting: principles and practice in python☆184Updated 2 years ago
- Financial Portfolio Quintile Probability Forecaster #2 winner of M6 Financial Forecasting Competition☆14Updated 2 years ago
- Implements Path Shadowing Monte Carlo (PSMC).☆80Updated 8 months ago
- 👖 Conformal Tights adds conformal prediction of coherent quantiles and intervals to any scikit-learn regressor or Darts forecaster☆112Updated 4 months ago
- Democratizing Index Tracking for Small Investors in Europe: A Meta-Learning Method for Sparse Portfolio Optimization☆83Updated 2 years ago
- tsbootstrap: generate bootstrapped time series samples in Python☆81Updated last month
- The Smooth Forward Price Curve builder you never thought you needed☆25Updated 6 years ago
- Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"☆125Updated last year
- Fast window operations☆44Updated last year
- Quantreo's Quant Library☆34Updated last month
- Forecast evaluation library☆97Updated this week
- Fast, high-quality forecasts on relational and multivariate time-series data powered by new feature learning algorithms and automated ML.☆216Updated 3 months ago
- Financial AI with Python☆89Updated 5 months ago
- ☆115Updated last year
- WarpGBM: High-Speed Gradient Boosting☆89Updated 2 months ago
- Code and Notes for fat-tailed statistics.☆68Updated 6 months ago
- A series of interactive labs we prepared for the Chartered Financial Data Scientist Certification. The content of the series is based on …☆209Updated last year
- The repository to showcase the best framework for tabular data - the Awesome CatBoost☆262Updated 3 weeks ago
- Material for QuantUniversity talk on Sythetic Data Generation for Finance.☆117Updated 4 years ago
- Modern Time Series Forecasting with Python 2E, Published by Packt☆158Updated 2 months ago
- Material accompanying the MOSEK Portfolio Optimization Cookbook☆94Updated last year
- Implementation of the vanilla Deep Hedging engine☆285Updated 2 years ago
- ☆432Updated last year
- PyKX is a Python first interface to the worlds fastest time-series database kdb+ and it's underlying vector programming language q.☆56Updated 2 months ago