Alternatives and similar repositories for marketlib:

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

• QuhiQuhihi / regime_model
  detecting regime of financial market
  ☆35Updated 2 years ago
• Yizhan-Oliver-Shu / jump-models
  Statistical Jump Models in Python, with scikit-learn-style APIs
  ☆64Updated 2 months ago
• svenhsia / Calibrating-Rough-Volatility-Models-with-Deep-Learning
  This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.
  ☆45Updated 5 years ago
• LSEG-API-Samples / Article.RD.Python.MarketRegimeDetectionUsingStatisticalAndMLBasedApproaches
  ☆36Updated 2 years ago
• enexqnt / quantallocation
  A collection of quantitative finance notebooks. Including MPT, Monte Carlo simulations and Machine Learning algorithms
  ☆13Updated 2 years ago
• milenavuletic / Fin-GAN
  Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"
  ☆106Updated last year
• werleycordeiro / Dynamic_Nelson_Siegel_Svensson_Kalman_Filter
  Python Package: Fitting and Forecasting the yield curve
  ☆36Updated 4 years ago
• ekapope / EPEX-machine-learning
  Define a strategy to trade between day ahead and intraday electricity markets with the help of machine learning models
  ☆35Updated 5 years ago
• blaahhrrgg / equity-risk-model
  Attribution and optimisation using a multi-factor equity risk model.
  ☆31Updated last year
• VanekPetr / investment-funnel
  Investment Funnel 📈 is an open-source python platform designed for an easy development and backtesting of outperforming investment strat…
  ☆61Updated last week
• Morgan-Sell / caiso-price-forecast
  Predicts the CAISO day-ahead market hourly prices using different forecasting methods including ARIMA and LSTM.
  ☆21Updated 4 years ago
• fp1acm8 / Analysis-of-Financial-Time-Series
  Semi-automatic analysis of a financial series using Python.
  ☆13Updated 3 years ago
• jkirkby3 / fypy
  Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (includi…
  ☆98Updated last month
• QuhiQuhihi / project_Asset_Allocation
  quantitative asset allocation strategy
  ☆24Updated 2 months ago
• Jordylek / VolatilityIsMostlyPathDependent
  Code for the paper Volatility is (mostly) path-dependent
  ☆59Updated last year
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆154Updated last week
• jack-tobin / mvgarch
  Multivariate GARCH modelling in Python
  ☆16Updated 4 months ago
• DavidCico / Forecasting-direction-of-trade-an-example-with-LSTM-neural-network
  In this repository, the goal is to predict the tick direction of a stock based on its current order book and trade data. A LSTM Neural Ne…
  ☆19Updated 3 years ago
• microprediction / Riskfolio-Lib
  Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
  ☆14Updated 8 months ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆123Updated this week
• tlemenestrel / LSTM_GARCH
  A Python implementation of a Hybrid LSTM-GARCH model for volatility forecasting
  ☆31Updated 2 years ago
• sigurdroemer / rough_volatility
  The pricing models and neural network representations used in part one of the paper "Empirical analysis of rough and classical stochastic…
  ☆52Updated 2 years ago
• maxlamberti / time-series-momentum
  🚂💨 Deep Momentum Networks for Time Series Strategies
  ☆117Updated 4 years ago
• hobinkwak / Portfolio-Optimization-Deep-Learning
  Mean-Variance Optimization using DL (pytorch)
  ☆31Updated 3 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆73Updated 4 years ago
• sandeshbhatjr / energy-prediction
  What is the SOTA technique for forecasting day-ahead and intraday market prices for electricity in Germany?
  ☆31Updated last year
• R-Madhuram / DartmouthCapstone_CrudeOilPricePrediction
  Forecasting crude oil price based on only historical price data utilizing time-series forecasting and ensemble modeling.
  ☆12Updated last year
• Robin-Guilliou / Option-Pricing
  Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…
  ☆74Updated 3 years ago
• adamd1985 / quant_research
  Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.
  ☆60Updated 8 months ago
• fortitudo-tech / pcrm-book
  Portfolio Construction and Risk Management book's Python code.
  ☆86Updated last month