Alternatives and similar repositories for FinQBoost

Users that are interested in FinQBoost are comparing it to the libraries listed below

• KarelZe / tclf
  A scikit-learn compatible classifier to perform trade classification in Python.
  ☆20Updated last week
• SaremS / sample_notebooks
  Loose collection of Jupyter notebooks, mostly for my blog
  ☆28Updated last year
• Farmhouse121 / Wilmott-Articles
  This contains notebooks and scripts used to support my writing in WILMOTT Magazine.
  ☆17Updated last year
• Farmhouse121 / Adventures-in-Financial-Data-Science
  Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…
  ☆64Updated 9 months ago
• crunchdao / quickstarters-adialab
  ☆50Updated 2 years ago
• microprediction / m6
  M6-Forecasting competition
  ☆43Updated 2 years ago
• Mcompetitions / M6-methods
  Data, Benchmarks, and methods submitted to the M6 forecasting competition
  ☆129Updated last year
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆40Updated last month
• elvinwangyh / Medium
  This repo is for my articles published on Medium.com
  ☆16Updated 2 years ago
• YuxuanXiu / Financial-Time-Series-Trend-Labeling
  This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…
  ☆49Updated last year
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆66Updated 3 years ago
• mjbommar / rfcorr
  Random Forest-based "Correlation" measures
  ☆15Updated 3 years ago
• scikit-portfolio / scikit-portfolio
  A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
  ☆58Updated 2 years ago
• keyvantaj / Quantitative
  Alpha Generation using Data Science and Quantitative Analysis with integrated Risk Model
  ☆54Updated 5 years ago
• microprediction / m6entry
  ☆20Updated 3 years ago
• mawicks / mvarch
  Multivariate Volatility Models (ARCH) for stock prices and other time series
  ☆20Updated last year
• stefan-jansen / synthetic-data-for-finance
  Material for QuantUniversity talk on Sythetic Data Generation for Finance.
  ☆124Updated 5 years ago
• hoseinzadeehsan / CNNpred-Keras
  CNNpred: CNN-based stock market prediction using a diverse set of variables
  ☆73Updated 5 years ago
• financialnoob / misc
  ☆28Updated last year
• samsonq / Modifying-Shiller-CAPE-Ratio
  Modifying the Shiller CAPE Ratio to adjust for changing economic conditions.
  ☆15Updated 3 years ago
• SimonOuellette35 / SVmodels
  Stochastic volatility models
  ☆18Updated 7 years ago
• ThomasWangWeiHong / Time-Series-Directional-Change-Analysis
  Python 3 source code for the implementation of the directional change analysis of financial time series data
  ☆35Updated 2 years ago
• 0zean / MODWT-MARS
  Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting
  ☆18Updated last year
• BaptisteZloch / Quant-Invest-Lab
  Quant Invest Lab is a project aimed to provide a set of basic tools for quantitative experiments. By quantitative experiment I mean tryin…
  ☆30Updated 2 years ago
• Farmhouse121 / Financial-Data-Science-in-Python
  This collects the scripts and notebooks required to reproduce my published work.
  ☆48Updated 2 months ago
• FernandoDeMeer / Mitigating-Overfitting-Experiment
  Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"
  ☆37Updated 2 years ago
• mcindoe / regimedetection
  ☆36Updated 2 years ago
• enexqnt / RBAA
  Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference
  ☆25Updated 3 years ago
• jo-cho / trading-rules-using-machine-learning
  Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.
  ☆72Updated 2 years ago
• BlackArbsCEO / synthetic_time_series
  ☆27Updated 6 years ago