The research engine that gives you an unfair advantage. Run thousands of trading ideas before others finish one.
- backtesting
- trading
- algorithmic-trading
- trading-strategies
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The research engine that gives you an unfair advantage. Run thousands of trading ideas before others finish one.
Financial portfolio optimization in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
High-performance TensorFlow library for quantitative finance.
MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
Portfolio Optimization in Python
Python toolkit for quantitative finance: stock analysis, technical indicators, strategy backtesting, portfolio optimization, and financial modeling.
Statistical and Algorithmic Investing Strategies for Everyone
Python library for portfolio optimization, factor model construction, and risk management built on scikit-learn
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
A program for financial portfolio management, analysis and optimisation.
Rust library for quantitative finance.
Machine Learning in Asset Management (by @firmai)
Portfolio optimization with deep learning.