Public code for our paper https://ssrn.com/abstract=3958331
☆26Dec 6, 2021Updated 4 years ago
Alternatives and similar repositories for altnnpub
Users that are interested in altnnpub are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A Python based implementation of swap curve bootstrapping using a multi-dimensional solver.☆11Aug 17, 2025Updated last year
- ☆14Feb 17, 2021Updated 5 years ago
- This Python code complements the video on the quantpie YouTube channel (https://www.youtube.com/c/quantpie), and contains the various fun…☆10Feb 21, 2020Updated 6 years ago
- Examples and code for the Practical Machine Learning workshop series☆24Mar 29, 2021Updated 5 years ago
- A data processing module implemented with numpy☆10Aug 16, 2022Updated 4 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Illustration of the decorrelation method to perform backtesting on correlated data.☆20Nov 17, 2024Updated last year
- Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.☆25Jan 16, 2018Updated 8 years ago
- 📦 Python library providing Two-Piece distributions functionality. It covers the subfamilies: TP Scale, TP Shape, and Double TP.☆12May 16, 2024Updated 2 years ago
- Lecture: Data Compression in Computational Science and Quantum Computing (計算科学・量子計算における情報圧縮)☆13Jan 18, 2023Updated 3 years ago
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆57Aug 14, 2020Updated 6 years ago
- C++ code for implementations of the temporal Gillespie algorithm.☆12Feb 16, 2019Updated 7 years ago
- F# Graph Library☆15Feb 26, 2016Updated 10 years ago
- ☆14Jun 18, 2024Updated 2 years ago
- Solidity SDK for Notional Finance☆10Apr 26, 2022Updated 4 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- ☆35Nov 2, 2023Updated 2 years ago
- A pipeline to optimize a portfolio of assets and test it against unseen data.☆14Jan 17, 2020Updated 6 years ago
- Simple implementation of ERC-677 token contract, compatible with RIF Token.☆15May 7, 2023Updated 3 years ago
- Code for optimal execution☆12Oct 29, 2020Updated 5 years ago
- ☆11May 27, 2021Updated 5 years ago
- Finite-difference option pricer for GPU☆14Feb 29, 2024Updated 2 years ago
- Machine Learning for the ASX200☆10Apr 12, 2017Updated 9 years ago
- ☆72Jul 13, 2026Updated 2 months ago
- Publicly available Python and Gretl code from posts at my blog Prognostikon☆11Jul 18, 2026Updated 2 months ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- ☆47Mar 22, 2022Updated 4 years ago
- Dynamic Algorithm Configuration☆21Jan 22, 2020Updated 6 years ago
- This repository implements a Diffusion Factor Model for financial data.☆51Nov 6, 2025Updated 10 months ago
- ☆16Aug 3, 2022Updated 4 years ago
- Resources for Quantitative Finance☆18Apr 14, 2023Updated 3 years ago
- This repository contains the implementation of paper Temporal Fusion Transformers for Interpretable Multi-horizon Time Series Forecastin…☆85Feb 21, 2025Updated last year
- ☆16Mar 16, 2024Updated 2 years ago
- ☆13Mar 17, 2025Updated last year
- Transformers for limit order books☆13Jul 25, 2021Updated 5 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Production multi-asset portfolio construction and rolling backtesting in Python☆94Updated this week
- ☆20Mar 5, 2023Updated 3 years ago
- Replication of https://ssrn.com/abstract=3984925☆57Mar 27, 2024Updated 2 years ago
- How to apply Deep Learning to create a mean reverting portfolio☆14Nov 9, 2020Updated 5 years ago
- Explore the optimization landscape for direct policy learning reinforcement learning.☆52Jan 16, 2019Updated 7 years ago
- QF-based Hybrid DRL Portfolio Investment System☆14Aug 13, 2023Updated 3 years ago
- AI-powered fundamental analysis platform. TimescaleDB, CrewAI agents, portfolio optimization, pair trading, and automated alpha extractio…☆19Sep 1, 2026Updated 2 weeks ago