numerai / quant-club
notebooks used in quant club episodes
☆16Updated last year
Alternatives and similar repositories for quant-club
Users that are interested in quant-club are comparing it to the libraries listed below
Sorting:
- ☆15Updated 7 months ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆36Updated last year
- Optimization of trading strategy hyperparameters with combinatorial cross validation and stress tesing☆33Updated last month
- 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…☆39Updated last year
- ☆11Updated last month
- Entropy Pooling in Python with a BSD 3-Clause license.☆39Updated 6 months ago
- ☆50Updated last year
- Numerai Signal Miner☆27Updated 2 months ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆119Updated last year
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆56Updated last year
- ☆38Updated 2 years ago
- Time Series Prediction of Volume in LOB☆57Updated last year
- Tool to support backtests☆44Updated last week
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆80Updated 2 years ago
- Python Code used in publications, for archival purposes only☆20Updated 2 years ago
- Financial AI with Python☆74Updated last month
- 🪁 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
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆75Updated last year
- Implements Path Shadowing Monte Carlo (PSMC).☆70Updated 4 months ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE …☆63Updated last year
- Materials from CoE sponsored meetups☆39Updated 3 weeks ago
- This repository is used to extract the constituents of ETFs into a pandas DataFrame which could be used for further data exploration.☆23Updated 4 months ago
- A curated list of awesome numerai libraries, tutorials and other resources.☆26Updated 2 years ago
- Package to build risk model for factor pricing model☆24Updated 9 months ago
- ☆19Updated last year
- ☆26Updated last week
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆70Updated 4 years ago
- AutoML tools for solving Time-Varying High-Dimensional Ordinal Regression Problems☆16Updated last year
- Research Repo (Archive)☆73Updated 4 years ago
- Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices☆112Updated 2 months ago