An open-source, lightweight, and blazing-fast financial machine learning library built with Numba. Process raw trades, generate advanced bars, features, and labels for quantitative research.
☆111Sep 23, 2025Updated 10 months ago
Alternatives and similar repositories for finmlkit
Users that are interested in finmlkit are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Code for the paper "How to use the Sharpe ratio"☆103Feb 5, 2026Updated 5 months ago
- The model focuses on predicting the impact of trading activities on stock prices using order flow imbalance, trading volume and price cha…☆38May 20, 2024Updated 2 years ago
- A multi-factor equity risk model for quantitative trading.☆953Aug 16, 2024Updated last year
- A Rust library implementing quantitative market making strategies, starting with the Avellaneda-Stoikov model. This library provides the …☆94Jan 1, 2026Updated 7 months ago
- Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial…☆340Dec 16, 2023Updated 2 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Python implementation of the ACM Term Premium Model☆26Apr 7, 2026Updated 3 months ago
- ☆72Jul 13, 2026Updated 3 weeks ago
- High-performance technical indicators library for financial analysis, optimized with Numba☆18Jul 11, 2026Updated 3 weeks ago
- Necessary code to reproduce the experiment in "Mitigating Overfitting with Generative Adversarial Networks"☆37Mar 25, 2023Updated 3 years ago
- Quantitave research and Engineering on various promisory strategies, existing quant problems and opportunities using Mathematics and Stat…☆24Jun 10, 2026Updated last month
- R Finance packages not listed in the Empirical Finance Task View☆13Updated this week
- ☆16May 28, 2022Updated 4 years ago
- Modern C++ order matching engine☆15Nov 1, 2025Updated 9 months ago
- quantitative trading strategies including VIX Calculator, Pattern Recognition, Monte Carlo, Heikin-Ashi, Pair Trading☆38Updated this week
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- A high-performance, lock-free price level implementation for limit order books in Rust. This library provides the building blocks for cre…☆45Jul 14, 2026Updated 2 weeks ago
- A curated list of awesome resources for quantitative investment and trading strategies focusing on artificial intelligence and machine le…☆543Jul 20, 2026Updated 2 weeks ago
- I did this project as one of the parts from a Python test for my Master's degree. The objective was to practice the treatment of financi…☆21Jan 11, 2023Updated 3 years ago
- https://www.npmjs.com/package/@velocity-exchange/common☆19Updated this week
- Lightweight Python package for generating classification intervals in binary classification tasks using Pearson residuals and conformal p…☆26Feb 20, 2026Updated 5 months ago
- ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algori…☆684May 19, 2024Updated 2 years ago
- ☆18May 7, 2020Updated 6 years ago
- R package for financial simulation☆62Mar 4, 2026Updated 5 months ago
- Online Covariance and Correlation Estimation☆333Jun 24, 2026Updated last month
- 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.
- Intraday pairs trading engine using Kalman Filters for dynamic beta estimation and Avellaneda-Stoikov optimal execution.☆26Apr 2, 2026Updated 4 months ago
- MFM workshop project☆16Jan 25, 2021Updated 5 years ago
- A high-performance, thread-safe quantitative trading system implementing: CLOB (Central Limit Order Book) L2 order books with fast top-o…☆19Sep 4, 2025Updated 11 months ago
- Probability of Backtest Overfitting in Python☆136Jul 6, 2026Updated 3 weeks ago
- This is an educational high-frequency trading system simulator built in C++17 with a real-time GUI. It demonstrates HFT concepts through …☆18Feb 26, 2026Updated 5 months ago
- Bot for fetching the latest funding rate to check for cross exchanges funding arb opportunities☆18Sep 13, 2024Updated last year
- Algorithmic trading strategies research and execution platform☆95Jul 12, 2026Updated 3 weeks ago
- AI-powered trading research platform. Test any idea on stocks, futures, and crypto with event studies, backtesting, and statistical valid…☆24May 4, 2026Updated 2 months ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆595Updated this week
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Base classes for creating scikit-learn-like parametric objects, and tools for working with them.☆40Updated this week
- High-performance limit order book engine with C++ core and Python SDK. Processes 20M+ msgs/sec with µs latency. Supports real crypto/equi…☆78Aug 30, 2025Updated 11 months ago
- This is a Python-based repository for a multi-strategy quant system. It provides a framework for implementing and testing various quantit…☆29Feb 8, 2024Updated 2 years ago
- trend / momentum and other patterns in financial timeseries☆291Jun 27, 2021Updated 5 years ago
- Code for reproducing results from the paper "Unified Long Horizon Time Series Benchmark"☆18Jul 9, 2026Updated 3 weeks ago
- Time series and portfolio analytics for quantitative finance.☆42Updated this week
- An automated market maker running on top of CoW Protocol☆17Mar 16, 2026Updated 4 months ago