Alternatives and similar repositories for research:

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

• robertmartin8 / machine-learning-asset-management
  Machine Learning in Asset Management
  ☆21Updated 5 years ago
• BlackArbsCEO / hypothesis_driven_strategy_development
  ☆13Updated last year
• jo-cho / trading-rules-using-machine-learning
  A financial trading method using machine learning.
  ☆59Updated last year
• MarcosCarreira / LimitOrderBooks
  Basic Limit Order Book functions
  ☆21Updated 6 years ago
• IgorWounds / Cluster-Analysis-Machine-Learning-for-Pairs-Trading
  Find trading pairs with Machine Learning
  ☆41Updated 3 years ago
• sebjai / Portfolio-Wasserstein-Ball
  Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…
  ☆13Updated last year
• financialnoob / misc
  ☆26Updated 5 months ago
• FranklinMa810 / Market-Microstructure
  ☆19Updated 5 years ago
• xhshenxin / Micro_Price
  ☆47Updated 3 years ago
• factorpricingmodel / factor-pricing-model-risk-model
  Package to build risk model for factor pricing model
  ☆24Updated 6 months ago
• mindful-math / LOB-Modeling
  Collection of Models related to market making
  ☆15Updated 4 years ago
• elvinwangyh / Medium
  This repo is for my articles published on Medium.com
  ☆15Updated last year
• jo-cho / advances_in_financial_machine_learning
  Exercises in 'Advances in Financial Machine Learning' by Lopez de Prado
  ☆3Updated last year
• thertrader / Using-random-forest-to-model-limit-order-book-dynamic
  I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead
  ☆27Updated 4 years ago
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆28Updated 2 years ago
• gjimzhou / MTH9815-Trading-System
  A project of building and running a trading system according to service oriented architecture standard.
  ☆14Updated 7 years ago
• Peropero0 / quantitative_finance_playground
  ☆30Updated 2 weeks ago
• aconstandinou / pairs-trading-equities
  ☆24Updated 6 years ago
• QuhiQuhihi / regime_model
  detecting regime of financial market
  ☆34Updated 2 years ago
• doda / fincl
  Advancing in Financial Machine Learning
  ☆16Updated 4 years ago
• jo-cho / meta_labeling_simplified
  Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…
  ☆13Updated 3 years ago
• ArturSepp / OptimalPortfolios
  Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python
  ☆39Updated this week
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆55Updated 9 months ago
• useric / MTH9879-Market-Microstructure-Models
  Baruch MFE 2019 Spring
  ☆36Updated 4 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆30Updated 3 years ago
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆43Updated 4 years ago
• chrischia06 / XTXForecastingChallenge
  XTX Forecasting Challenge https://challenge.xtxmarkets.com/
  ☆9Updated 5 years ago
• jshellen / statarb
  ☆29Updated 3 years ago
• conquerv0 / Pynaissance
  A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…
  ☆26Updated last year
• jshellen / CTA-strategies
  Backtest result archive for Momentum Trading Strategies
  ☆48Updated 5 years ago