Alternatives and similar repositories for numerai

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

• crowdcent / numerblox
  Solid Numerai pipelines
  ☆116Updated last week
• sam31415 / timeseriescv
  Scikit-learn style cross-validation classes for time series data
  ☆281Updated 3 years ago
• councilofelders / numereval
  A small library to locally calculate the scores on numer.ai tournament's diagnostics dashboard.
  ☆38Updated 4 years ago
• sturlese / numerai_signals_pipeline
  Downloads data from Yahoo Finance, generates features, trains a model and submits the predictions to the tournament.
  ☆26Updated 3 years ago
• degerhan / dsignals
  Utilities and information for the signals.numer.ai tournament
  ☆25Updated last year
• councilofelders / opensignals
  ☆52Updated last year
• uuazed / awesome-numerai
  A curated list of awesome numerai libraries, tutorials and other resources.
  ☆26Updated 2 years ago
• jonrtaylor / twitch
  Twitch stream notebooks
  ☆30Updated 4 years ago
• gregmorse / numerai_era_data
  ☆11Updated 5 months ago
• crunchdao / quickstarters-adialab
  ☆50Updated 2 years ago
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆129Updated 4 years ago
• Rachnog / Reinforcement-Learning-in-Finance
  Materials for blogs and conferences
  ☆69Updated 4 years ago
• meaten / numerai_NN_example
  Numerai tournament example scripts using NN and optuna
  ☆14Updated 3 years ago
• FernandoDeMeer / Mitigating-Overfitting-Experiment
  Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"
  ☆37Updated 2 years ago
• councilofelders / meetups
  Materials from CoE sponsored meetups
  ☆45Updated 3 months ago
• JackBrady / Financial-Machine-Learning
  Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado
  ☆125Updated 5 years ago
• SimonOuellette35 / RLNonStationary
  Demo for the application of RL to non-stationary effects
  ☆45Updated 5 years ago
• ThomasWong2022 / numerai-benchmark
  Python Code used in publications, for archival purposes only
  ☆20Updated 2 years ago
• thk3421-models / cardiel
  A tool for portfolio managers: use the Black-Litterman model to view optimal portfolio allocations using several of the most popular opti…
  ☆81Updated last year
• Rachnog / Deep-Portfolio-Management
  Source code for the blog post on the evolution of the asset allocation methods
  ☆215Updated 5 years ago
• philipperemy / fractional-differentiation-time-series
  As described in Advances of Machine Learning by Marcos Prado.
  ☆121Updated 2 years ago
• BlackArbsCEO / mixture_model_trading_public
  ☆195Updated 5 years ago
• rspadim / Adv_Fin_ML
  Advances in Financial Machine Learning by Marcos Lopez De Prado
  ☆54Updated 6 years ago
• marcopeix / AI-for-trading
  Repository of all completed projects during the "AI for Trading" Nanodegree
  ☆48Updated 3 years ago
• mcindoe / regimedetection
  ☆33Updated 2 years ago
• numerai / quant-club
  notebooks used in quant club episodes
  ☆18Updated 2 years ago
• thk3421-models / KellyPortfolio
  A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations
  ☆85Updated 2 months ago
• fracdiff / fracdiff
  Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial…
  ☆322Updated last year
• quantopian / mlfinlab
  MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…
  ☆62Updated 2 years ago
• stefan-jansen / synthetic-data-for-finance
  Material for QuantUniversity talk on Sythetic Data Generation for Finance.
  ☆118Updated 4 years ago