Finance-specific models for asset pricing, prediction, and portfolio learning.
☆18Oct 27, 2026Updated this week
Alternatives and similar repositories for models
Users that are interested in models are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Live trading runtime for ML4T strategies with broker integrations, risk checks, and shadow mode.☆23Updated this week
- Event-driven backtesting for quantitative strategies with configurable execution, accounting, risk, and framework-parity validation.☆35Oct 22, 2026Updated last week
- Feature engineering, labeling, alternative bars, and leakage-safe datasets for financial ML.☆28Updated this week
- Market data acquisition, storage, and update workflows for machine learning for trading.☆55Updated this week
- Signal diagnostics, statistical validation, and backtest evaluation for quantitative trading workflows.☆39Updated this week
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Industrial IoT for Architects and Engineers, Published by Packt☆11Jan 21, 2023Updated 3 years ago
- Agent skills for Machine Learning for Algorithmic Trading: leakage-safe quant ML, backtesting, validation, and autonomous research workfl…☆36Updated this week
- We implement RSQE and HQE simulation schemes from the paper Efficient simulation of affine forward volatility models.☆20Jun 10, 2022Updated 4 years ago
- Legacy research experiment (2021): SAC autohedging / market-making environment. Paper-backed GPU training, not a current flagship.☆10Aug 23, 2026Updated 2 months ago
- Repository attached to the paper with the same name.☆21Jun 15, 2021Updated 5 years ago
- Illustration for the paper "GMM DCKE - Semi-Analytic Conditional Expectations"☆10Sep 15, 2025Updated last year
- Collection of public Pinescript Strategies for TradingView platform☆15Mar 19, 2022Updated 4 years ago
- Identification and early detection of unobserved microstructure states in High-Frequency Limit Order Books using semi-parametric state-sp…☆18Oct 7, 2026Updated 3 weeks ago
- Convex optimization over risk-neutral probabilities.☆15Apr 22, 2020Updated 6 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Finding the conditional distributions of a Gaussian Mixture Model☆13Nov 10, 2019Updated 6 years ago
- ☆11Aug 2, 2021Updated 5 years ago
- VQ-TR repository☆12Apr 18, 2024Updated 2 years ago
- Learning parametric convex functions☆15Jul 5, 2026Updated 3 months ago
- Cross-sectional stock selection on the S&P 500 using fundamental, technical, and macro factors. XGBoost classifies direction while meta-l…☆16Apr 28, 2026Updated 6 months ago
- Distributed market-making system. Avellaneda-Stoikov strategy with sub-microsecond C++ hot-path (431ns), event-sourced architecture, VPIN…☆16Jun 5, 2026Updated 4 months ago
- AhmadMak / Temporal-Kolmogorov-Arnold-Networks-T-KAN-for-High-Frequency-Limit-Order-Book-ForecastingT-KAN for high-frequency LOB forecasting. Outperforming DeepLOB on the FI-2010 dataset with 132% backtest returns and FPGA-ready architec…☆28May 30, 2026Updated 4 months ago
- For code and snippets for STA 2536: Data Science for Risk Modeling☆14Nov 21, 2021Updated 4 years ago
- a feedforward neural network from scratch☆10Aug 5, 2024Updated 2 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- ☆14Mar 1, 2024Updated 2 years ago
- The best football analysis open source project you will see☆11Oct 22, 2024Updated 2 years ago
- Python client for Tempo☆17Updated this week
- Source code for Deep Partial Least Squares for Empirical Asset Pricing.☆16Jun 22, 2022Updated 4 years ago
- lob simulations phd project☆20Feb 21, 2026Updated 8 months ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆42Jul 5, 2023Updated 3 years ago
- Limit Orderbook Replay/Analysis Library☆10Nov 19, 2018Updated 7 years ago
- Eyals various scripts☆15Apr 27, 2026Updated 6 months ago
- Hermes Agent plugin for crypto: wallets, DEX trading, lending and staking, governance, on-chain automation.☆26Sep 17, 2026Updated last month
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Implied volatility surface interpolation with shape-constrained bayesian neural network.☆15Sep 18, 2021Updated 5 years ago
- ☆37Updated this week
- 本项目旨在利用BERT模型对金融新闻标题进行情感分析，识别新闻标题中的情感倾向（积极或消极）。通过构建一个基于BERT的情感分析系统，我们能够自动化和批量化地处理大量的金融新闻标题，从而大幅提高分析效率和准确性。这不仅有助于及时 捕捉市场情绪变化，还能为投资决策提供数据支持，…☆20Oct 4, 2026Updated 3 weeks ago
- A Package for Shrinkage Estimation of Covariance Matrices☆17Feb 8, 2024Updated 2 years ago
- Multiple Univariate AR-GARCH Modelling with Copula marginals for simulation☆20Sep 3, 2024Updated 2 years ago
- Fast American option pricing using spectral collocation method based on integral form. An independent Crank Nicolson method is included f…☆53Aug 30, 2020Updated 6 years ago
- Code accompanying the paper "Non-adversarial training of Neural SDEs with signature kernel scores".☆23Sep 8, 2024Updated 2 years ago