Search Results for "quantitative"
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Showing 10 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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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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5
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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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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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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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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10
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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