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 2 years ago
• esvhd / pypbo
  Probability of Backtest Overfitting in Python
  ☆127Updated 2 years ago
• BlackArbsCEO / mixture_model_trading_public
  ☆196Updated 5 years ago
• jsg71 / Deep-Hedging
  ☆152Updated 5 years ago
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆127Updated 5 years ago
• convergenceIM / alpha-scientist
  ☆73Updated 3 years ago
• jwallbridge / translob
  Transformers for limit order books
  ☆118Updated 5 years ago
• rspadim / Adv_Fin_ML
  Advances in Financial Machine Learning by Marcos Lopez De Prado
  ☆54Updated 6 years ago
• sam31415 / timeseriescv
  Scikit-learn style cross-validation classes for time series data
  ☆283Updated 3 years ago
• philipperemy / lead-lag
  Estimation of the lead-lag parameter from non-synchronous data.
  ☆133Updated 8 months ago
• Jackal08 / financial-data-structures
  Depricated repo. Please refer to mlfinlab
  ☆113Updated 5 years ago
• Mottl / hurst
  Hurst exponent evaluation and R/S-analysis in Python
  ☆334Updated 2 weeks ago
• timothyyu / wsae-lstm
  implementation of WSAE-LSTM model as defined by Bao, Yue, Rao (2017)
  ☆78Updated 2 years ago
• zcakhaa / Multi-Horizon-Forecasting-for-Limit-Order-Books
  ☆208Updated 2 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…
  ☆57Updated 6 years ago
• thk3421-models / KellyPortfolio
  A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations
  ☆87Updated 5 months ago
• tr8dr / tseries-patterns
  trend / momentum and other patterns in financial timeseries
  ☆274Updated 4 years ago
• decisivealpha / DecisiveML
  Machine learning end-to-end research and trade execution
  ☆100Updated 5 years ago
• hudson-and-thames / portfoliolab
  PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…
  ☆175Updated 4 years ago
• pnecchi / Thesis
  Reinforcement Learning for Automated Trading
  ☆90Updated 8 years ago
• druce / rl
  Deep Reinforcement Learning For Trading
  ☆108Updated last year
• mcindoe / regimedetection
  ☆33Updated 2 years ago
• convexfi / riskparity.py
  Fast and scalable construction of risk parity portfolios
  ☆317Updated this week
• mfrdixon / dq-MM
  Deep Q-Learning for Market Making
  ☆127Updated 7 years ago
• Gustrigos / Eigen-Portfolio
  Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …
  ☆75Updated 5 years ago
• Rachnog / Deep-Portfolio-Management
  Source code for the blog post on the evolution of the asset allocation methods
  ☆220Updated 6 years ago
• firmai / research
  Notebooks based on financial machine learning.
  ☆53Updated 5 years ago
• Rachnog / Reinforcement-Learning-in-Finance
  Materials for blogs and conferences
  ☆69Updated 4 years ago
• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆247Updated last year
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆92Updated 2 years ago