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Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.
Python Backtesting library for trading strategies
Panel: The powerful data exploration & web app framework for Python
We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.
Statsmodels: statistical modeling and econometrics in Python
MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
Top paper collection for stock price prediction, quantitative trading. Covering top conferences and journals like KDD, WWW, CIKM, AAAI, IJCAI, ACL, EMNLP.
Transparent and Efficient Financial Analysis
A program for financial portfolio management, analysis and optimisation.
Python library for multivariate dependence modeling with Copulas
HISTDATA - Dataset composed of all FX trading pairs / Crude Oil / Stock Indexes. Simple API to retrieve 1 Minute data (and tick data) Historical FX Prices (up to date).
A package to work with SEC data. Incorporates datamule endpoints.
📈This repo contains detailed notes and multiple projects implemented in Python related to AI and Finance. Follow the blog here: https://purvasingh.medium.com
Deep Q-Learning Applied to Algorithmic Trading
机器学习交易策略搭建研究的全套解决方案 / Building Trading Strategies with Machine Learning in Closed-Loop
This repository contains the code for the O'Reilly book Reinforcement Learning for Finance.
SigKAN: Signature-Weighted Kolmogorov-Arnold Networks for Time Series
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
Python AutoML for Trading Systems and Sports Betting
Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)
Forex trading strategy learning with reinforcement learning