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

• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆41Updated 7 months ago
• chulwoohan / pyanomaly
  Python library for asset pricing
  ☆117Updated last year
• sumilk / algo_trading
  ☆141Updated 2 years ago
• Yizhan-Oliver-Shu / jump-models
  Statistical Jump Models in Python, with scikit-learn-style APIs
  ☆83Updated 7 months ago
• hudson-and-thames / backtest_tutorial
  ☆143Updated last year
• AIM-IT4 / QuantitativeDerivativeModels
  ☆46Updated last year
• Dagalon / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆117Updated 2 months ago
• chenenen13 / Trading-Strategies
  ☆81Updated 9 months ago
• nburgessx / AlgoTrading
  Algo Trading Research & Documentation
  ☆21Updated 3 weeks ago
• fortitudo-tech / fortitudo.tech
  Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
  ☆265Updated last month
• deepintomlf / mlfbook
  ☆73Updated 3 years ago
• jo-cho / Technical_Analysis_and_Feature_Engineering
  Feature Engineering and Feature Importance in Machine Learning for Financial Markets
  ☆187Updated last year
• Farmhouse121 / Financial-Data-Science-in-Python
  This collects the scripts and notebooks required to reproduce my published work.
  ☆48Updated 3 weeks ago
• Robin-Guilliou / Option-Pricing
  Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…
  ☆81Updated 3 years ago
• nburgessx / QuantResearch
  Quant Research
  ☆86Updated 2 weeks ago
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆170Updated last week
• fortitudo-tech / pcrm-book
  Portfolio Construction and Risk Management book's Python code.
  ☆117Updated last month
• bernhard-pfann / pca-yield-curve-analytics
  Predictive yield curve modeling in reduced dimensionality
  ☆44Updated 2 years ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆149Updated this week
• adamd1985 / quant_research
  Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.
  ☆69Updated last year
• crunchdao / quickstarters-adialab
  ☆50Updated 2 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆75Updated 4 years ago
• milenavuletic / Fin-GAN
  Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"
  ☆125Updated last year
• quantgalore / option-probability-distribution
  Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore
  ☆37Updated last year
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆128Updated 4 years ago
• yhilpisch / rl4f
  This repository contains the code for the O'Reilly book Reinforcement Learning for Finance.
  ☆59Updated 3 months ago
• JackBrady / Financial-Machine-Learning
  Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado
  ☆125Updated 5 years ago
• milenavuletic / VolGAN
  Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"
  ☆87Updated 5 months ago
• RiskLabAI / RiskLabAI.py
  Financial AI with Python
  ☆88Updated 4 months ago
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆120Updated last year