Alternatives and similar repositories for Advances-in-Financial-Machine-Learning

Users that are interested in Advances-in-Financial-Machine-Learning are comparing it to the libraries listed below

• chulwoohan / pyanomaly
  Python library for asset pricing
  ☆117Updated last year
• hudson-and-thames / backtest_tutorial
  ☆144Updated last year
• sumilk / algo_trading
  ☆141Updated 2 years ago
• nburgessx / AlgoTrading
  Algo Trading Research & Documentation
  ☆21Updated 2 months ago
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆40Updated 8 months ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆75Updated 4 years ago
• fortitudo-tech / fortitudo.tech
  Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
  ☆264Updated last month
• jo-cho / Technical_Analysis_and_Feature_Engineering
  Feature Engineering and Feature Importance in Machine Learning for Financial Markets
  ☆188Updated last year
• Robin-Guilliou / Option-Pricing
  Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…
  ☆85Updated 3 years ago
• RiskLabAI / RiskLabAI.py
  Financial AI with Python
  ☆92Updated 6 months ago
• chenenen13 / Trading-Strategies
  ☆82Updated 10 months ago
• adamd1985 / quant_research
  Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.
  ☆71Updated last year
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆120Updated last year
• Dagalon / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆118Updated 3 months ago
• viniesposito / py-mlfactor
  Rewriting the code in "Machine Learning for Factor Investing" in Python
  ☆91Updated 4 years ago
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆44Updated 5 years ago
• hjeffreywang / Stock_feature_engineering
  Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…
  ☆72Updated 5 years ago
• nburgessx / QuantResearch
  Quant Research
  ☆90Updated last month
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆155Updated this week
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆176Updated last month
• yhilpisch / rl4f
  This repository contains the code for the O'Reilly book Reinforcement Learning for Finance.
  ☆64Updated 5 months ago
• eguidotti / bidask
  Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
  ☆118Updated 7 months ago
• deepintomlf / mlfbook
  ☆74Updated 4 years ago
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆130Updated last year
• scikit-portfolio / scikit-portfolio
  A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
  ☆58Updated last year
• marketneutral / pairs-trading-with-ML
  ☆214Updated 8 years ago
• robertmartin8 / pValuation
  Quantamental finance research with python
  ☆153Updated 3 years ago
• quantgalore / option-probability-distribution
  Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore
  ☆39Updated last year
• firmai / research
  Notebooks based on financial machine learning.
  ☆52Updated 5 years ago
• JackBrady / Financial-Machine-Learning
  Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado
  ☆125Updated 5 years ago