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101alphas

algorithmictrading-cointegration

Proof of concept Cointegration-Based spread trading strategy applied to the Foreign Exchange market

arbitragelab

ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.

awesome-optimization

A curated list of awesome mathematical optimization courses, lectures, books, notes, libraries, frameworks and software.

btreport

A reporting and charting package for use with the python bt backtesting framework

bytewax

Python Stream Processing

cs-video-courses

List of Computer Science courses with video lectures.

cs230

Generative Adversarial Network for Stock Market Price Prediction

cvxstatarb

dcc-garch

DCC GARCH modeling in Python

deeptime

PyTorch code for DeepTIMe: Deep Time-Index Meta-Learning for Non-Stationary Time-Series Forecasting

ffn

ffn - a financial function library for Python

fin-gan

Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"

finsymbols

Obtains stock symbols and relating information for SP500, AMEX, NYSE, and NASDAQ

fitr

Functions for model fitting and inference

forecast-long_term_projection_sarima

Long term projection of short term SARIMA estimate of raw liquidity need

forecast-vasicek_mcmc

Forecast of LIBOR via Vasicek modeling and MCMC Metropolis-Hastings estimation of the coefficients

glmnet_python

hiddenmarkovmodelpredictingstock

Predicting stock price by using Hidden Markov model

hmms_stock_market

Contains all code related to using HMMs to predict stock market prices.

itransformer

Official implementation for "iTransformer: Inverted Transformers Are Effective for Time Series Forecasting" (ICLR 2024 Spotlight), https://openreview.net/forum?id=JePfAI8fah

kalmantv

High-Performance Kalman Filtering and Smoothing in Python

kdb.q.kalman.filter.beta.etfs

kdb+/q kalman beta matlab python

llm4ts

Large Language Models for Time Series.

machine-learning-for-trading

Code for Machine Learning for Algorithmic Trading, 2nd edition.

minbpe

Minimal, clean, code for the Byte Pair Encoding (BPE) algorithm commonly used in LLM tokenization.

mixture_models

Jupyter (IPython) notebooks for exploring mixture models

mlfinlab

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

mlforfinance

notebooks