Alternatives and similar repositories for TDA_financial_markets

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

• roprisor / alphamodel
  Alpha model skeletons & examples
  ☆12Updated last year
• alexandrecarbonneau / Equal-risk-pricing-with-deep-hedging
  This notebook presents an example of the equal risk pricing framework with deep hedging from my paper Carbonneau, A. and Godin, F. (2020)…
  ☆15Updated 3 years ago
• RyanLucas3 / MacroRandomForest
  A modification of traditional random forest for time-series forecasting
  ☆12Updated last year
• sauxpa / Quant
  Quant finance scripts
  ☆16Updated 5 months ago
• chrischia06 / Mean-Variance-Hedging
  Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈
  ☆16Updated 4 years ago
• Kem975 / Deep_Partial_Least_Squares
  Source code for Deep Partial Least Squares for Empirical Asset Pricing.
  ☆15Updated 3 years ago
• cvxgrp / exp_util_gm_portfolio_opt
  Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.
  ☆21Updated last year
• DegenSugarBoo / Stoikov-Avellaneda-MM
  ☆17Updated 2 years ago
• QuantLet / EmbeddingPortfolio
  A repository for portfolio allocation based on embedding data representation
  ☆12Updated 8 months ago
• tschm / TinyCTA
  Underlying package for the 10-line cta
  ☆12Updated this week
• zcakhaa / Deep-Learning-in-Quantitative-Trading
  This code is for the book
  ☆26Updated 6 months ago
• Tom-900 / 3D-Tensor-based-Deep-Learning-Models-for-Predicting-Option-Price
  3D Tensor-based Deep Learning Models for Predicting Option Price
  ☆20Updated 3 months ago
• dwadh / tprf_py
  Python implementation of the Three Pass Regression Filter
  ☆14Updated 5 years ago
• MarcosCarreira / Hawkes-With-Latency
  Hawkes with Latency
  ☆20Updated 4 years ago
• JackJacquier / StatsForFinance
  Statistical Methods in Finance
  ☆14Updated 3 years ago
• juliansester / Robust-Portfolio-Optimization
  Markov decision processes under model uncertainty
  ☆16Updated 3 years ago
• KalmanNet / KalmanBOT_ICASSP23
  DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS
  ☆35Updated 2 years ago
• richardknudsen / Pairs-Trading-A-Kalman-Filtering-Approach
  Project completed during my studies at BGSE together with Travis Dunlop, Matthew Keys and Jordi Llorens
  ☆17Updated 7 years ago
• anthonyng2 / Time-Series-Momentum
  ☆19Updated 8 years ago
• JunyueLiu / alphaFactory
  ☆15Updated 2 years ago
• giorgosfatouros / DeepVaR
  Portfolio Risk Assessment leveraging Probabilistic Deep Neural Networks
  ☆18Updated 5 months ago
• leejoonhun / factor-vae
  Unofficial PyTorch implementation of FactorVAE
  ☆21Updated 2 years ago
• RajdeepBiswas / Stock_Market_Prediction_with_SnP500
  This project would demonstrate the following capabilities: 1. Extraction Loading and Transformation of S&P 500 data and company fundament…
  ☆13Updated 4 years ago
• ThomasWong2022 / numerai-benchmark
  Python Code used in publications, for archival purposes only
  ☆20Updated 2 years ago
• rian-dolphin / Efficient-Frontier-Python
  Plotting the Efficient Frontier in Python. Inspired by Markowitz Modern Portfolio Theory.
  ☆18Updated 4 years ago
• gjimzhou / MTH9815-Trading-System
  A project of building and running a trading system according to service oriented architecture standard.
  ☆17Updated 7 years ago
• mdsunivie / HARNet
  TensorFlow implementation of the HARNet model for realized volatility forecasting.
  ☆28Updated 2 years ago
• firmai / firmai
  ☆20Updated this week
• hobinkwak / Portfolio-Optimization-Deep-Learning
  Mean-Variance Optimization using DL (pytorch)
  ☆31Updated 3 years ago
• yolsever / ML-in-equity-prediction
  My codework for my economics undergraduate thesis titled "Empirical Asset Pricing via Deep Learning"
  ☆50Updated 5 years ago