Alternatives and similar repositories for Crowded-trades-Sector-rotation

Users that are interested in Crowded-trades-Sector-rotation are comparing it to the libraries listed below

• StockGram / Intelligent-Quantitative-Trading
  Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …
  ☆44Updated 2 years ago
• YuminQuant / YuminQuant
  Backtest Framework designed by YuminQuant&Yumin.
  ☆18Updated 9 months ago
• yuba316 / SABR_Volatility_Arbitrage
  A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model
  ☆24Updated 2 years ago
• jiangtiantu / FactorMining
  基于基因表达式规划算法的因子挖掘
  ☆30Updated 3 years ago
• kieranjwood / x-trend
  X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies
  ☆76Updated last year
• kousik97 / Order-Execution-Strategy
  Literature survey of order execution strategies implemented in python
  ☆44Updated 4 years ago
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆22Updated 3 years ago
• Marblez / HMM_Trading
  Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden sta…
  ☆34Updated 5 years ago
• YINDAIYING / Deep-Robust-Statistical-Arbitrage
  This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…
  ☆64Updated last year
• AnsonCHOWcm / PairTrading_Copula_Backtrader
  This trading strategy deploy the copula model to define the divergence of two correlated asset. The backtesting system is built on backtr…
  ☆22Updated 3 years ago
• boyboi86 / mlfinlab
  Package based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.
  ☆25Updated 5 years ago
• PierreNowi / cs230-project
  Deep Reinforcement Learning Framework for Factor Investing
  ☆26Updated 2 years ago
• boazcogan / LSTM_Stock_Modeling
  ☆10Updated 4 years ago
• AlfredCYL / gplearn_cross_factor
  Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …
  ☆33Updated 9 months ago
• Carlossn / Py-Pair-Trading-and-VAR-Analysis-for-Energy-Stocks
  CQF Project based on introducing Pair Trading for Energy Stocks with VAR (Vector Autoregression), Engle Granger Approach, Backtesting, Op…
  ☆15Updated 5 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆81Updated 2 years ago
• jeremy-feng / high-frequency-factors
  High frequency factors based on order and trade data.
  ☆50Updated last year
• UePG-21 / Barra-risk-model
  Implemented some mathematical processings used in the Barra risk model
  ☆28Updated 2 years ago
• jeremymck / High-Frequency-Data---Limit-Order-Books
  Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.
  ☆47Updated 5 years ago
• huangzz119 / OptimalExecution_stochastic_control
  This is for the capstone project "Optimal Execution of a VWAP order".
  ☆34Updated 5 years ago
• xiaotfeng / SecuritySelect
  多因子选股框架
  ☆23Updated 4 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆64Updated 7 years ago
• akhil2706 / PairsTrading
  A low frequency statistical arbitrage strategy
  ☆20Updated 6 years ago
• sqc-cser / HTSC_Stock_RL
  复现华泰证券《强化学习初探与DQN择时》研报中的DQN模型与效果
  ☆34Updated 2 years ago
• quantrocket-codeload / fundamental-factors
  Learn how to research fundamental factors using Pipeline, Alphalens, and Sharadar price and fundamental data.
  ☆14Updated last year
• alexandrecarbonneau / Deep-Hedging-of-Long-Term-Financial-Derivatives
  This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.
  ☆28Updated 4 years ago
• yuxiangalvin / DeepLOB-Model-Implementation-Project
  This repo contains some codes and outputs of my implementation of DeepLOB model.
  ☆82Updated 4 years ago
• han14466 / gplearn_stock_dataframe
  改写了gplearn源码，原有的gplearn会把数据转为numpy，丢失了datetime和stockcode的原始信息。很难做截面的因子ic、ir分析，所以改动了相应的源码，使之可以做因子的截面ic分析。另外增加了时序函数和并行化框架ray的支持。
  ☆18Updated last year
• DavidCico / Factor-risk-model-with-principal-component-analysis
  This repository shows the application of PCA technique for risk factor modelling of financial securities.
  ☆18Updated 5 years ago
• DavidCico / Forecasting-direction-of-trade-an-example-with-LSTM-neural-network
  In this repository, the goal is to predict the tick direction of a stock based on its current order book and trade data. A LSTM Neural Ne…
  ☆19Updated 4 years ago