Alternatives and similar repositories for quant-club

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

• crunchdao / quickstarters-adialab
  ☆50Updated 2 years ago
• jefferythewind / scikit-learn-erasplit
  ☆17Updated 11 months ago
• fortitudo-tech / entropy-pooling
  Entropy Pooling in Python with a BSD 3-Clause license.
  ☆40Updated 10 months ago
• sumilk / algo_trading
  ☆141Updated 2 years 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…
  ☆40Updated last year
• RudyMorel / shadowing
  Implements Path Shadowing Monte Carlo (PSMC).
  ☆80Updated 8 months ago
• microprediction / precise
  World beating online covariance and portfolio construction.
  ☆307Updated last week
• scikit-portfolio / scikit-portfolio
  A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
  ☆58Updated last year
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆41Updated 7 months ago
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆120Updated last year
• eguidotti / bidask
  Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
  ☆117Updated 6 months ago
• RiskLabAI / RiskLabAI.py
  Financial AI with Python
  ☆89Updated 4 months ago
• fortitudo-tech / fortitudo.tech
  Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
  ☆265Updated last week
• quantgalore / option-probability-distribution
  Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore
  ☆38Updated last year
• kayuksel / generative-opt
  Democratizing Index Tracking for Small Investors in Europe: A Meta-Learning Method for Sparse Portfolio Optimization
  ☆83Updated 2 years 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.
  ☆185Updated last year
• chulwoohan / pyanomaly
  Python library for asset pricing
  ☆117Updated last year
• MOSEK / PortfolioOptimization
  Material accompanying the MOSEK Portfolio Optimization Cookbook
  ☆94Updated 11 months ago
• RiskLabAI / Notebooks.py
  ☆21Updated last month
• kieranjwood / x-trend
  X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies
  ☆81Updated last year
• vicaws / neuralSDE-marketmodel
  Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.
  ☆52Updated 2 years ago
• Farmhouse121 / Financial-Data-Science-in-Python
  This collects the scripts and notebooks required to reproduce my published work.
  ☆48Updated last week
• councilofelders / meetups
  Materials from CoE sponsored meetups
  ☆45Updated 2 months ago
• Yizhan-Oliver-Shu / jump-models
  Statistical Jump Models in Python, with scikit-learn-style APIs
  ☆83Updated 7 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
• maxe-team / maxe
  Multi-Agent eXchange simulator developed at Oxford-Man Institute
  ☆62Updated 5 years ago
• Jordylek / VolatilityIsMostlyPathDependent
  Code for the paper Volatility is (mostly) path-dependent
  ☆66Updated last year
• milenavuletic / VolGAN
  Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"
  ☆88Updated 5 months ago
• Farmhouse121 / Adventures-in-Financial-Data-Science
  Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…
  ☆64Updated 4 months ago
• jefferythewind / signal_miner
  Numerai Signal Miner
  ☆30Updated 6 months ago