Random Forest-based "Correlation" measures
☆15May 3, 2022Updated 3 years ago
Alternatives and similar repositories for rfcorr
Users that are interested in rfcorr are comparing it to the libraries listed below
Sorting:
- Python library for shrinkage cleaning of large correlation matrices.☆14Mar 7, 2024Updated last year
- A modification of traditional random forest for time-series forecasting☆12Apr 16, 2024Updated last year
- Multivariate time-series forecasting on stock market data using a transformer neural network☆12Jan 10, 2023Updated 3 years ago
- sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…☆51Oct 29, 2021Updated 4 years ago
- ☆13May 27, 2023Updated 2 years ago
- Vectorized quantile backtesting library☆15May 25, 2023Updated 2 years ago
- The aim of this repository is to merge several methods into one library to allow the user to establish the dynamics followed and to make …☆12Jan 19, 2023Updated 3 years ago
- Detecting critical transitions in financial networks with topological data analysis.☆16Mar 12, 2019Updated 6 years ago
- An algorithmic trading framework for pydata.☆14Apr 2, 2023Updated 2 years ago
- ☆17Jan 10, 2022Updated 4 years ago
- Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /…☆13Dec 8, 2022Updated 3 years ago
- A framework for detecting misreported returns in hedge funds.☆16Aug 25, 2019Updated 6 years ago
- World beating online covariance and portfolio construction.☆318Oct 13, 2025Updated 4 months ago
- Mueen-Keogh Algorithm for finding timeseries motifs☆21Feb 25, 2021Updated 5 years ago
- Python package for Feature-based Forecast Model Averaging (FFORMA).☆11Jul 6, 2023Updated 2 years ago
- Motif-Aware State Assignment in Noisy Time Series Data☆23Oct 21, 2020Updated 5 years ago
- My replication of financial papers.☆20Aug 2, 2018Updated 7 years ago
- Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'☆22Jul 13, 2022Updated 3 years ago
- Quickly match many regexes against a string☆35Feb 6, 2026Updated 3 weeks ago
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆62Jan 19, 2026Updated last month
- Estimation of the Covariance Matrix - linear and nonlinear shrinkage☆23Jul 17, 2022Updated 3 years ago
- Replication of A Stochastic Model for Order Book Dynamics by Cont, Stoikov, and Talreja, 2010☆22Dec 28, 2018Updated 7 years ago
- ☆24Dec 7, 2022Updated 3 years ago
- To classify trades into buyer- and seller-initiated.☆155Dec 14, 2022Updated 3 years ago
- Python Code used in publications, for archival purposes only☆20Apr 28, 2023Updated 2 years ago
- A python package for time series forecasting with scikit-learn estimators.☆162Apr 4, 2024Updated last year
- Smart, automatic detection and stationarization of non-stationary time series data.☆29Aug 7, 2022Updated 3 years ago
- ☆28Aug 26, 2024Updated last year
- ☆28Apr 17, 2023Updated 2 years ago
- Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization☆62Jul 5, 2022Updated 3 years ago
- Machine learning end-to-end research and trade execution☆100Oct 6, 2020Updated 5 years ago
- NitroFE is a Python feature engineering engine which provides a variety of modules designed to internally save past dependent values for …☆108May 4, 2022Updated 3 years ago
- Factor Expression + Historical Data = Factor Values☆30Jan 23, 2024Updated 2 years ago
- Tools to analyze financial timeseries of single assets or portfolios. It is made for daily or less frequent data.☆31Feb 23, 2026Updated last week
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆30May 1, 2022Updated 3 years ago
- Factor Investing Library☆28Nov 12, 2022Updated 3 years ago
- trend / momentum and other patterns in financial timeseries☆278Jun 27, 2021Updated 4 years ago
- A Visual Programming Language for Cryptocurrency Trading Strategies on Bybit☆26Jul 7, 2025Updated 7 months ago
- Python optimization library for mathematical programming.☆11Jul 22, 2022Updated 3 years ago