Alternatives and similar repositories for quant-club

Users that are interested in quant-club are comparing it to the libraries listed below

• jefferythewind / scikit-learn-erasplit
  ☆15Updated 9 months ago
• crunchdao / quickstarters-adialab
  ☆50Updated last year
• fortitudo-tech / entropy-pooling
  Entropy Pooling in Python with a BSD 3-Clause license.
  ☆39Updated 9 months ago
• dream-faster / fold
  🪁 A fast Adaptive Machine Learning library for Time-Series, that lets you build, deploy and update composite models easily. An order of …
  ☆101Updated last year
• saeed349 / Advances-in-Financial-Machine-Learning
  Using Dask, a Python framework, I handle 900 million rows of S&P E-mini futures trade tick data directly on a local machine. Through expl…
  ☆40Updated last year
• sumilk / algo_trading
  ☆140Updated 2 years ago
• RudyMorel / shadowing
  Implements Path Shadowing Monte Carlo (PSMC).
  ☆73Updated 6 months ago
• jefferythewind / signal_miner
  Numerai Signal Miner
  ☆29Updated 4 months ago
• gregmorse / numerai_era_data
  ☆11Updated 3 months ago
• RiskLabAI / RiskLabAI.py
  Financial AI with Python
  ☆84Updated 3 months ago
• quantgalore / option-probability-distribution
  Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore
  ☆36Updated last year
• councilofelders / meetups
  Materials from CoE sponsored meetups
  ☆45Updated last month
• guijinSON / Awesome-Deep-Hedging
  A curated list of resources dedicated to Deep Hedging
  ☆84Updated 2 years ago
• crowdcent / numerblox
  Solid Numerai pipelines
  ☆116Updated 5 months ago
• kayuksel / generative-opt
  Democratizing Index Tracking for Small Investors in Europe: A Meta-Learning Method for Sparse Portfolio Optimization
  ☆82Updated 2 years ago
• LSEG-API-Samples / Article.RD.Python.MarketRegimeDetectionUsingStatisticalAndMLBasedApproaches
  ☆42Updated 2 years ago
• milenavuletic / Fin-GAN
  Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"
  ☆121Updated last year
• chulwoohan / pyanomaly
  Python library for asset pricing
  ☆116Updated last year
• eguidotti / bidask
  Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
  ☆116Updated 4 months ago
• microprediction / precise
  World beating online covariance and portfolio construction.
  ☆302Updated 2 weeks 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…
  ☆79Updated last year
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆127Updated 4 years ago
• MOSEK / PortfolioOptimization
  Material accompanying the MOSEK Portfolio Optimization Cookbook
  ☆93Updated 10 months ago
• CFMTech / Deep-RL-for-Portfolio-Optimization
  Deep Reinforcement Learning for Portfolio Optimization
  ☆123Updated 5 years ago
• Quantreo / quantreo
  Quantreo's Quant Library
  ☆27Updated 2 months ago
• FinancialComputingUCL / LOBFrame
  We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.
  ☆167Updated last year
• hansbuehler / deephedging
  Implementation of the vanilla Deep Hedging engine
  ☆280Updated 2 years ago
• fortitudo-tech / fortitudo.tech
  Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
  ☆260Updated last week
• scikit-portfolio / scikit-portfolio
  A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
  ☆57Updated last year
• numerai / numerai-tools
  A collection of open-source tools to help interact with Numerai, model data, and automate submissions.
  ☆21Updated this week