Alternatives and similar repositories for fractional-differentiation-time-series

Users that are interested in fractional-differentiation-time-series are comparing it to the libraries listed below

• enjine-com / mcos
  Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"
  ☆57Updated last year
• BlackArbsCEO / mixture_model_trading_public
  ☆194Updated 5 years ago
• esvhd / pypbo
  Probability of Backtest Overfitting in Python
  ☆126Updated 2 years ago
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆127Updated 4 years ago
• Jackal08 / financial-data-structures
  Depricated repo. Please refer to mlfinlab
  ☆113Updated 5 years ago
• Rachnog / Reinforcement-Learning-in-Finance
  Materials for blogs and conferences
  ☆69Updated 4 years ago
• convexfi / riskparity.py
  Fast and scalable construction of risk parity portfolios
  ☆304Updated last year
• pnecchi / Thesis
  Reinforcement Learning for Automated Trading
  ☆88Updated 8 years ago
• SimonOuellette35 / RLNonStationary
  Demo for the application of RL to non-stationary effects
  ☆45Updated 4 years ago
• convergenceIM / alpha-scientist
  ☆73Updated 3 years ago
• ritchieng / fractional_differencing_gpu
  Rapid large-scale fractional differencing with NVIDIA RAPIDS and GPU to minimize memory loss while making a time series stationary. 6x-40…
  ☆56Updated 5 years ago
• timothyyu / wsae-lstm
  implementation of WSAE-LSTM model as defined by Bao, Yue, Rao (2017)
  ☆78Updated 2 years ago
• Rachnog / Deep-Portfolio-Management
  Source code for the blog post on the evolution of the asset allocation methods
  ☆214Updated 5 years ago
• quantopian / bayesalpha
  Bayesian models to compute performance and uncertainty of returns and alpha.
  ☆110Updated 2 years ago
• jsg71 / Deep-Hedging
  ☆149Updated 5 years ago
• sam31415 / timeseriescv
  Scikit-learn style cross-validation classes for time series data
  ☆278Updated 3 years ago
• teddykoker / survivorship-free-spy
  ☆114Updated last year
• philipperemy / lead-lag
  Estimation of the lead-lag parameter from non-synchronous data.
  ☆126Updated 2 months ago
• zcakhaa / Multi-Horizon-Forecasting-for-Limit-Order-Books
  ☆200Updated 2 years ago
• KIC / pandas-ml-quant
  Master repository for the pandas-ml modules
  ☆163Updated last year
• tr8dr / tseries-patterns
  trend / momentum and other patterns in financial timeseries
  ☆266Updated 3 years ago
• fracdiff / fracdiff
  Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial…
  ☆319Updated last year
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆81Updated 2 years ago
• druce / rl
  Deep Reinforcement Learning For Trading
  ☆106Updated last year
• maxlamberti / time-series-momentum
  🚂💨 Deep Momentum Networks for Time Series Strategies
  ☆119Updated 5 years ago
• jwallbridge / translob
  Transformers for limit order books
  ☆114Updated 4 years ago
• wangy8989 / Pairs-Trading-with-Machine-Learning
  Pair Trading Strategy using Machine Learning written in Python
  ☆119Updated 3 years ago
• rspadim / Adv_Fin_ML
  Advances in Financial Machine Learning by Marcos Lopez De Prado
  ☆54Updated 6 years ago
• gaurav1086 / dl-algo-trader
  Training an Agent to make automated trading decisions in a simulated stochastic market environment using Reinforcement Learning or Deep Q…
  ☆87Updated 5 years ago
• wi-0 / Pair-Trading-Reinforcement-Learning
  An Structural Application of Reinforcement Learning in Pair Trading
  ☆9Updated last year