Alternatives and similar repositories for xpca

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

• Jordylek / VolatilityIsMostlyPathDependent
  Code for the paper Volatility is (mostly) path-dependent
  ☆73Updated last year
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆97Updated 2 years ago
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆124Updated 2 years ago
• thk3421-models / KellyPortfolio
  A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations
  ☆89Updated 7 months ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆60Updated last year
• viniesposito / py-mlfactor
  Rewriting the code in "Machine Learning for Factor Investing" in Python
  ☆94Updated 4 years ago
• chulwoohan / pyanomaly
  Python library for asset pricing
  ☆126Updated last year
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆154Updated 3 years ago
• scikit-portfolio / scikit-portfolio
  A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
  ☆58Updated 2 years ago
• WongYatChun / Advances-in-Financial-Machine-Learning
  Notes on Advances in Financial Machine Learning
  ☆84Updated 7 years ago
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆128Updated 5 years ago
• useric / MTH9879-Market-Microstructure-Models
  Baruch MFE 2019 Spring
  ☆43Updated 5 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆74Updated 5 years ago
• shubhamcodez / Market-Impact-Model
  The model focuses on predicting the impact of trading activities on stock prices using order flow imbalance, trading volume and price cha…
  ☆34Updated last year
• sumilk / algo_trading
  ☆141Updated 2 years ago
• tinoproductions / DirtyQuant
  Code that I show on my YouTube Channel
  ☆104Updated 2 years ago
• xhshenxin / Micro_Price
  ☆55Updated 4 years ago
• blaahhrrgg / equity-risk-model
  Attribution and optimisation using a multi-factor equity risk model.
  ☆35Updated 2 years ago
• jshellen / CTA-strategies
  Backtest result archive for Momentum Trading Strategies
  ☆67Updated 6 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
• esvhd / pypbo
  Probability of Backtest Overfitting in Python
  ☆129Updated 2 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆77Updated 7 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
• milenavuletic / VolGAN
  Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"
  ☆106Updated 10 months ago
• crunchdao / quickstarters-adialab
  ☆50Updated 2 years ago
• LautaroParada / variance-test
  Implementation of Lo and MacKinlay's statistical tests from A Non Random Walk Down Wall Street
  ☆13Updated 3 weeks ago
• webn3ewbie / Economic-Data-Terminal
  ☆24Updated 3 years ago
• cvxgrp / cov_pred_finance
  ☆70Updated 7 months ago
• LSEG-API-Samples / Article.RD.Python.MarketRegimeDetectionUsingStatisticalAndMLBasedApproaches
  ☆52Updated 2 years ago
• jasonstrimpel / covshrink
  Python implementation of a sample covariance matrix shrinkage experiment
  ☆32Updated 12 years ago