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

• LSEG-API-Samples / Article.RD.Python.MarketRegimeDetectionUsingStatisticalAndMLBasedApproaches
  ☆41Updated 2 years ago
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆38Updated 5 months ago
• fortitudo-tech / entropy-pooling
  Entropy Pooling in Python with a BSD 3-Clause license.
  ☆39Updated 8 months ago
• yhilpisch / rl4f
  This repository contains the code for the O'Reilly book Reinforcement Learning for Finance.
  ☆54Updated last month
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆73Updated 4 years ago
• Yizhan-Oliver-Shu / jump-models
  Statistical Jump Models in Python, with scikit-learn-style APIs
  ☆75Updated 5 months ago
• blaahhrrgg / equity-risk-model
  Attribution and optimisation using a multi-factor equity risk model.
  ☆31Updated 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…
  ☆78Updated 3 years ago
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆44Updated 5 years ago
• adamd1985 / quant_research
  Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.
  ☆67Updated 10 months ago
• hjeffreywang / Stock_feature_engineering
  Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…
  ☆70Updated 5 years ago
• chulwoohan / pyanomaly
  Python library for asset pricing
  ☆115Updated last year
• firmai / research
  Notebooks based on financial machine learning.
  ☆50Updated 5 years ago
• crunchdao / quickstarters-adialab
  ☆50Updated last year
• nburgessx / AlgoTrading
  Algo Trading Research & Documentation
  ☆20Updated last year
• scikit-portfolio / scikit-portfolio
  A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
  ☆57Updated last year
• AIM-IT4 / QuantitativeDerivativeModels
  ☆45Updated last year
• QuhiQuhihi / regime_model
  detecting regime of financial market
  ☆37Updated 2 years ago
• ArturSepp / OptimalPortfolios
  Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python
  ☆47Updated 3 weeks ago
• chenenen13 / Trading-Strategies
  ☆81Updated 7 months ago
• Roh-codeur / mlfinlab-1
  ☆14Updated 2 years ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆57Updated last year
• Sidhus234 / Hurst-Exponent-Trading-Strategy
  ☆40Updated 4 years ago
• BayerSe / VaR-Backtesting
  Implementation of a variety of Value-at-Risk backtests
  ☆37Updated 6 years ago
• Farmhouse121 / Financial-Data-Science-in-Python
  This collects the scripts and notebooks required to reproduce my published work.
  ☆48Updated last week
• tzhangwps / Turbulence-and-Systemic-Risk
  Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…
  ☆25Updated 4 months ago
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆119Updated last year
• Farmhouse121 / Adventures-in-Financial-Data-Science
  Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…
  ☆63Updated 2 months ago
• VladKochetov007 / MLTT
  Machine Learning Trading Toolkit
  ☆38Updated this week
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆81Updated 2 years ago