Alternatives and similar repositories for StructuralEntropy

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

• elvinwangyh / Medium
  This repo is for my articles published on Medium.com
  ☆16Updated 2 years ago
• ozencgungor / Pairs_Trading_Kalman
  Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.
  ☆13Updated 3 years ago
• neilsmurphy / sharadar-download-manager
  a Python tool for downloading sharadar data from Quandl.
  ☆10Updated 3 years ago
• issaz / signature-regime-detection
  Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…
  ☆36Updated 2 years ago
• jo-cho / trading-rules-using-machine-learning
  Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.
  ☆70Updated 2 years ago
• Piidas / Momentum-Trading-Assistant
  Momentum Trading Assistant (MTA) is a python program designed to replace a Momentum Trader using the Interactive Brokers Trader Workstati…
  ☆11Updated last week
• aconstandinou / pairs-trading-equities
  ☆25Updated 7 years ago
• michaelsyao / GammaScalping
  Option Strategy for Futures
  ☆16Updated 5 years ago
• LSEG-API-Samples / Article.RD.Python.MarketRegimeDetectionUsingStatisticalAndMLBasedApproaches
  ☆47Updated 2 years ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆59Updated last year
• Sidhus234 / Hurst-Exponent-Trading-Strategy
  ☆41Updated 4 years ago
• akhil2706 / PairsTrading
  A low frequency statistical arbitrage strategy
  ☆20Updated 6 years ago
• halcyon0811 / implied-volatility-smirk-trading
  The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return
  ☆38Updated 5 years ago
• quantrocket-codeload / pairs-pipeline
  Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …
  ☆35Updated last year
• kartikay94 / Selecting-stock-pairs-for-pairs-trading-while-incorporating-lead-lag-relationship
  ☆19Updated 5 years ago
• 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
  ☆30Updated 5 years ago
• xhshenxin / Micro_Price
  ☆53Updated 4 years ago
• factorpricingmodel / factor-pricing-model-risk-model
  Package to build risk model for factor pricing model
  ☆27Updated last year
• BlackArbsCEO / option_skew_project_public
  ☆36Updated 8 years ago
• git-kevinxuhuili / KalmaN-Filter-Based-Pairs-Trading-Strategy-with-HMM
  A Practical Application of Hidden Markov Model to Kalman Filter-Based Pairs Trading
  ☆18Updated 4 years ago
• financialnoob / misc
  ☆26Updated last year
• adamd1985 / pairs_trading_unsupervised_learning
  The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…
  ☆21Updated last year
• MislavSag / trademl
  The goal of the project is to build algorithmic trading system.
  ☆27Updated 5 years ago
• BlackArbsCEO / hypothesis_driven_strategy_development
  ☆12Updated 2 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆74Updated 5 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆93Updated 2 years ago
• IgorWounds / Cluster-Analysis-Machine-Learning-for-Pairs-Trading
  Find trading pairs with Machine Learning
  ☆41Updated 4 years ago
• FranklinMa810 / Market-Microstructure
  ☆24Updated 5 years ago
• yuba316 / SABR_Volatility_Arbitrage
  A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model
  ☆25Updated 2 years ago
• Herrsosa / Volatility-and-the-Equity-Risk-Premium
  ☆14Updated 6 years ago