TranslatedLLM-powered multi-market stock analysis system with multi-source market data, real-time news, decision dashboard, automated notifications, and cost-free scheduled runs.
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Qlib is an AI-oriented Quant investment platform that aims to use AI tech to empower Quant Research, from exploring ideas to implementing productions. Qlib supports diverse ML modeling paradigms, including supervised learning, market dynamics modeling, and RL, and is now equipped with https://github.com/microsoft/RD-Agent to automate R&D process.
- quantitative-finance
- machine-learning
- stock-data
- platform
Python toolkit for quantitative finance
- gs-quant
- goldman-sachs
- risk-management
- trading-strategies
High-performance TensorFlow library for quantitative finance.
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
- risk
- pricing
- risk-management
- asset-allocation
Python library for portfolio optimization, factor model construction, and risk management built on scikit-learn
- asset-allocation
- portfolio
- portfolio-optimization
- quantitative-finance
MarS: a Financial Market Simulation Engine Powered by Generative Foundation Model
PGPortfolio: Policy Gradient Portfolio, the source code of "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"(https://arxiv.org/pdf/1706.10059.pdf).
Do stock correlations predict the market? 66 pre-registered tests, the data, and a triple pendulum that explains why not. If you have an idea you want me to try, submit it as a PR and I will test it and get back to you.