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
  ☆14Updated 6 months ago
• crunchdao / quickstarters-adialab
  ☆50Updated last year
• gregmorse / numerai_era_data
  ☆11Updated last week
• numerai / numerai-tools
  A collection of open-source tools to help interact with Numerai, model data, and automate submissions.
  ☆20Updated 3 weeks ago
• ThomasWong2022 / numerai-benchmark
  Python Code used in publications, for archival purposes only
  ☆20Updated last year
• jefferythewind / signal_miner
  Numerai Signal Miner
  ☆26Updated last month
• fortitudo-tech / entropy-pooling
  Entropy Pooling in Python with a BSD 3-Clause license.
  ☆38Updated 6 months ago
• LSEG-API-Samples / Article.RD.Python.MarketRegimeDetectionUsingStatisticalAndMLBasedApproaches
  ☆37Updated 2 years ago
• quantgalore / option-probability-distribution
  Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore
  ☆34Updated last year
• RiskLabAI / RiskLabAI.py
  Financial AI with Python
  ☆73Updated 2 weeks ago
• 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…
  ☆38Updated last year
• alex33d / backtest_optimizer
  Optimization of trading strategy hyperparameters with combinatorial cross validation and stress tesing
  ☆33Updated last month
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆57Updated last year
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆80Updated 2 years 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
• harvey1673 / mlfinlab
  ☆37Updated 3 years ago
• Roh-codeur / mlfinlab-1
  ☆13Updated 2 years ago
• councilofelders / meetups
  Materials from CoE sponsored meetups
  ☆38Updated this week
• crowdcent / numerblox
  Solid Numerai pipelines
  ☆116Updated 2 months ago
• kieranjwood / x-trend
  X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies
  ☆75Updated last year
• hudson-and-thames / example-notebooks
  ☆19Updated last year
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆73Updated 4 years ago
• MarcoGorelli / wound-ignite
  Prize-winning solution to the M6 Forecasting Competition
  ☆23Updated 2 years ago
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆117Updated last year
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆38Updated 3 months ago
• RudyMorel / shadowing
  Implements Path Shadowing Monte Carlo (PSMC).
  ☆69Updated 4 months ago
• scikit-portfolio / scikit-portfolio
  A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
  ☆55Updated last year
• BryceMeng / mlfinlab
  Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning
  ☆33Updated 5 years ago
• QuantLet / MLvsGARCH
  ☆20Updated 2 months ago
• KurochkinAlexey / SpatioTemporalMomentum
  ☆21Updated last year