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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.

modwt-mars

Hybrid MODWT-MARS model for financial time series forecasting

multi-horizon-forecasting-for-limit-order-books

muzero-general

MuZero

openfe

OpenFE: automated feature generation with expert-level performance

orderbook_modeling

Example of order book modeling.

pyfolio-reloaded

Portfolio and risk analytics in Python

q_trading

quantitative trading system based on deep learning and reinforcement learning

rlquant

Applying Reinforcement Learning in Quantitative Trading

rmm.arl

Robust Market Making via Adversarial Reinforcement Learning

sgx-full-orderbook-tick-data-trading-strategy

Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Tick Data.

startrader

This program trains an agent: StarTrader to trade like a human using a deep reinforcement learning algorithm: deep deterministic policy gradient (DDPG) learning algorithm

superblack.github.io

A novel time series forecasting model, called CEEMDAN-TCN.

tensortrade

An open source reinforcement learning framework for training, evaluating, and deploying robust trading agents.

trading-feature-pretrainer

Code for generating pretrained deep learning networks equivalent to a wide variety of trading indicators, such as moving averages, MACD, RSI, and many more colorful metrics.

trading-gym

A Trading environment base on Gym

trading-rrl

Automated FOREX trading using recurrent reinforcement learning

trading-rules-using-machine-learning

A financial trading method using machine learning.

tscv

Time Series Cross-Validation -- an extension for scikit-learn

tsfel

An intuitive library to extract features from time series.

tulipy

[NOT ACTIVELY MAINTAINED] Tulipy - Financial Technical Analysis Indicator Library (Python bindings for Tulip Charts)

worldquant_alpha101_code

Code implementation of the Quantigic 101 Formulaic Alphas

wrapper-of-btgym