Search Results for "quantitative"
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Showing 26 open source projects for "quantitative"
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Quantitative Trading System
A comprehensive quantitative trading system with AI-powered analysis
Quantitative Trading System is a comprehensive quantitative trading platform that integrates artificial intelligence, financial data analysis, and automated strategy execution within a unified software system. The project is designed to provide an end-to-end infrastructure for building and operating algorithmic trading strategies in financial markets. -
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Qlib
Qlib is an AI-oriented quantitative investment platform
Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies. An increasing number of SOTA Quant research works/papers are released in Qlib. With Qlib, users can easily try their ideas to create better Quant investment strategies. -
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Finance
150+ quantitative finance Python programs
Finance is a repository that compiles structured notes and educational material related to financial analysis, markets, and quantitative finance concepts. The project focuses on explaining key principles used in finance and investment analysis, including topics such as financial statements, valuation models, portfolio theory, and financial markets. The repository is designed as a study reference for students and professionals who want to understand financial systems and the analytical frameworks used in financial decision-making. ... -
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Tauric TradingAgents
Multi-Agents LLM Financial Trading Framework
...It supports integration with market data sources and trading environments for real-world application. The architecture is modular, allowing developers to extend or customize agent behaviors. It is particularly useful for quantitative research and algorithmic trading development. Overall, it provides a flexible platform for building intelligent trading systems powered by AI. -
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darwin-skill
Autoresearch-inspired autonomous skill optimization for Claude Code
...Instead of treating prompts or skill definitions as static assets, the system applies a continuous improvement cycle that evaluates performance, proposes changes, tests outcomes, and either retains or reverts modifications. The framework introduces a scoring system across multiple dimensions, enabling quantitative assessment of skill quality and ensuring that only improvements are preserved over time. It incorporates a “ratchet mechanism” similar to version control workflows, guaranteeing that performance never degrades as iterations progress. The system also separates the agents responsible for editing and evaluating skills to avoid bias, which improves the reliability of optimization results. -
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skfolio
Python library for portfolio optimization built on top of scikit-learn
...The project provides a unified machine learning-style framework for building, validating, and comparing portfolio allocation strategies using financial data. By following the familiar scikit-learn API design, the library allows quantitative researchers and developers to apply techniques such as model selection, cross-validation, and hyperparameter tuning to portfolio construction workflows. It supports a wide range of allocation methods, from classical mean-variance optimization to modern techniques that rely on clustering, factor models, and risk-based allocations. ... -
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FinRobot
An Open-Source AI Agent Platform for Financial Analysis using LLMs
FinRobot is an open-source AI framework focused on automating financial data workflows by combining data ingestion, feature engineering, model training, and automated decision-making pipelines tailored for quantitative finance applications. It provides developers and quants with structured modules to fetch market data, process time series, generate technical indicators, and construct features appropriate for machine learning models, while also supporting backtesting and evaluation metrics to measure strategy performance. Built with modularity in mind, FinRobot allows users to plug in custom models — from classical algorithms to deep learning architectures — and orchestrate components in pipelines that can run reproducibly across experiments. ... -
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MLE-bench
AI multi-agent framework for automating data-driven R&D workflows
...RD-Agent focuses heavily on automating complex tasks such as feature engineering, model design, and experimentation, which are traditionally time-consuming in machine learning and quantitative research workflows. RD-Agent can analyze data, generate experimental code, run evaluations, and learn from outcomes to improve future iterations. -
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UpTrain
Your open-source LLM evaluation toolkit
...UpTrain continuously monitors your application's performance on multiple evaluation criterions and alerts you in case of any regressions with automatic root cause analysis. UpTrain enables fast and robust experimentation across multiple prompts, model providers, and custom configurations, by calculating quantitative scores for direct comparison and optimal prompt selection. Hallucinations have plagued LLMs since their inception. By quantifying degree of hallucination and quality of retrieved context, UpTrain helps to detect responses with low factual accuracy and prevent them before serving to the end-users. Unleash unparalleled power with a single line of code and tailor every detail as per as your use-case. -
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DeepSeek Math
Pushing the Limits of Mathematical Reasoning in Open Language Models
DeepSeek-Math is DeepSeek’s specialized model (or dataset + evaluation) focusing on mathematical reasoning, symbolic manipulation, proof steps, and advanced quantitative problem solving. The repository is likely to include fine-tuning routines or task datasets (e.g. MATH, GSM8K, ARB), demonstration notebooks, prompt templates, and evaluation results on math benchmarks. The goal is to push DeepSeek’s performance in domains that require rigorous symbolic steps, calculus, linear algebra, number theory, or multi-step derivations. ... -
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CometAnalyser
CometAnalyser, for quantitative comet assay analysis.
Description: Comet assay provides an easy solution to estimate DNA damage in single cells through microscopy assessment. To obtain reproducible and reliable quantitative data, we developed an easy-to-use tool named CometAnalyser. CometAnalyser is an open-source deep-learning tool designed for the analysis of both fluorescent and silver-stained wide-field microscopy images. Once the comets are segmented and classified, several intensity/morphological features are automatically exported as a spreadsheet file. ... -
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Meshwork Analysis terminal
Quantitative analytical Finance Terminal
MWA Finance Terminal allows users to research and obtain data about various financial instruments and allows them to perform Statistical analysis with Various ML Technologies. It's divided into Modules and Options within them. -
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QuantResearch
Quantitative analysis, strategies and backtests
QuantResearch is a large educational repository dedicated to quantitative finance, algorithmic trading, and financial machine learning research. The project contains numerous notebooks and research materials demonstrating quantitative analysis techniques used in financial markets. These include implementations of factor models, statistical arbitrage strategies, portfolio optimization methods, and reinforcement learning approaches to trading. -
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fastquant
Backtest and optimize your ML trading strategies with only 3 lines
fastquant is a Python library designed to simplify quantitative financial analysis and algorithmic trading strategy development. The project focuses on making backtesting accessible by providing a high-level interface that allows users to test investment strategies with only a few lines of code. It integrates historical market data sources and trading frameworks so that users can quickly build experiments without constructing complex data pipelines. -
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TXM
Unicode XML TEI text analysis platform
TXM is a free and open-source cross-platform Unicode & XML based text analysis environment and graphical client, supporting Windows, Linux and Mac OS X. It can also be used online as a J2EE standard compliant web portal (GWT based) with access control built in. DOWNLOAD LATEST VERSION OF TXM : http://textometrie.ens-lyon.fr/spip.php?rubrique61&lang=en TXM offers a comprehensive range of analysis tools (concordances, collocate search, frequency lists, etc.) based on the powerfull CQP... -
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TradeMaster
TradeMaster is an open-source platform for quantitative trading
TradeMaster is a first-of-its-kind, best-in-class open-source platform for quantitative trading (QT) empowered by reinforcement learning (RL), which covers the full pipeline for the design, implementation, evaluation and deployment of RL-based algorithms. TradeMaster is composed of 6 key modules: 1) multi-modality market data of different financial assets at multiple granularities; 2) whole data preprocessing pipeline; 3) a series of high-fidelity data-driven market simulators for mainstream QT tasks; 4) efficient implementations of over 13 novel RL-based trading algorithms; 5) systematic evaluation toolkits with 6 axes and 17 measures; 6) different interfaces for interdisciplinary users. -
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Spheroid_segmentation
Deep learning networks for spheroid segmentation
...The code provides the trained networks based on Vgg16, Vgg19, ResNet18, and ResNet50 ready to be used for segmentation purposes. It also provides Matlab functions ready to be used to train new networks, segment new images, and measure the quality of the training using different quantitative parameters. -
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Machine Learning Financial Laboratory
MlFinLab helps portfolio managers and traders
MlFinLab is a comprehensive Python library designed to support the development of machine learning strategies in quantitative finance and algorithmic trading. The project provides a large collection of tools that implement techniques from academic research on financial machine learning. It covers the full lifecycle of developing data-driven trading strategies, including data preprocessing, feature engineering, labeling techniques, model training, and performance evaluation. -
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Machine Learning in Asset Management
Machine Learning in Asset Management
...Many of the experiments focus on applying supervised learning, reinforcement learning, and statistical modeling techniques to financial data. By combining theory, research papers, and practical implementations, the repository functions as both a learning platform and a research resource for quantitative finance. -
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Eiten
Statistical and Algorithmic Investing Strategies for Everyone
...It is part of the broader Tradytics ecosystem, which emphasizes AI-driven financial tools for identifying opportunities in the stock market. The repository serves both as a learning resource and as a practical toolkit for traders and developers interested in quantitative finance. It encourages experimentation with different strategies and models, allowing users to adapt techniques to their own trading goals. -
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surpriver
Find big moving stocks before they move using machine learning
...The framework includes modules for retrieving market data, computing technical indicators, and applying anomaly detection algorithms to identify unusual patterns. The project is intended as a research tool for quantitative finance experiments and algorithmic trading strategy development. -
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MetaErg
Metagenome Annotation Pipeline
MetaErg is a stand-alone and fully automated metagenome and metaproteome annotation pipeline published at: https://www.frontiersin.org/articles/10.3389/fgene.2019.00999/full. If you are using this pipeline for your work, please cite: Dong X and Strous M (2019) An Integrated Pipeline for Annotation and Visualization of Metagenomic Contigs. Front. Genet. 10:999. doi: 10.3389/fgene.2019.00999 The instructions on configuring and running the MetaErg pipeline is available at GitHub... -
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AIAlpha
Use unsupervised and supervised learning to predict stocks
...The repository explores how artificial intelligence techniques can analyze historical financial data and generate predictions about asset price movements. It provides a research-oriented environment where users can experiment with data processing pipelines, model training workflows, and quantitative trading strategies. The project typically involves collecting market data, transforming financial indicators into machine learning features, and training models to identify patterns that may predict market trends. It also demonstrates how models can be evaluated through backtesting frameworks that simulate how a strategy would perform using historical market conditions. ... -
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JAABA
The Janelia Automated Animal Behavior Annotator
The Janelia Automatic Animal Behavior Annotator (JAABA) is a machine learning-based system that enables researchers to automatically compute interpretable, quantitative statistics describing video of behaving animals. Through our system, users encode their intuition about the structure of behavior by labeling the behavior of the animal, e.g. walking, grooming, or following, in a small set of video frames. JAABA uses machine learning techniques to convert these manual labels into behavior detectors that can then be used to automatically classify the behaviors of animals in large data sets with high throughput. ... -
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A unique natural-language processing software, called Discovery, created on the CA Visual Objects/Vulcan.NET environment, which also has potential for effective "shallow approach" machine translation.
