deepdow VS mlfinlab

Compare deepdow vs mlfinlab and see what are their differences.

deepdow

Portfolio optimization with deep learning. (by jankrepl)
Deep Learning portfolio-optimization Finance Machine Learning Pytorch Timeseries markowitz convex-optimization stock-price-prediction wealth-management Trading allocation
Source Code
deepdow.readthedocs.io
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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. (by hudson-and-thames)
Machine Learning Trading Investing Research Finance Python algorithmic-trading quantitative-finance financial-machine-learning portfolio-management portfolio-optimization
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deepdow mlfinlab
22 126
839 3,779
- 0.8%
3.7 0.0
3 months ago 7 months ago
Python Python
Apache License 2.0 GNU General Public License v3.0 or later
The number of mentions indicates the total number of mentions that we've tracked plus the number of user suggested alternatives.
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
Activity is a relative number indicating how actively a project is being developed. Recent commits have higher weight than older ones.
For example, an activity of 9.0 indicates that a project is amongst the top 10% of the most actively developed projects that we are tracking.

deepdow

Posts with mentions or reviews of deepdow. We have used some of these posts to build our list of alternatives and similar projects.

mlfinlab

Posts with mentions or reviews of mlfinlab. We have used some of these posts to build our list of alternatives and similar projects.

What are some alternatives?

When comparing deepdow and mlfinlab you can also consider the following projects:

pytorch-forecasting - Time series forecasting with PyTorch

bulbea - :boar: :bear: Deep Learning based Python Library for Stock Market Prediction and Modelling

Riskfolio-Lib - Portfolio Optimization and Quantitative Strategic Asset Allocation in Python

cvxportfolio - Portfolio optimization and back-testing.

PyPortfolioOpt - Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

Quantropy - Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeling, stock screening, portfolio optimization, and broker API.

tradestation-python-api - A Python Client library for the TradeStation API.

vectorbt - Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.

tf-quant-finance - High-performance TensorFlow library for quantitative finance.

documentation - This repository contains the documentation for the current Quantiacs project. Check it out at: https://quantiacs.com/documentation/en/

ib_api - Interactive Brokers API in TypeScript / Kotlin / Java / Nim

deepdow vs pytorch-forecasting mlfinlab vs bulbea deepdow vs Riskfolio-Lib mlfinlab vs Riskfolio-Lib deepdow vs cvxportfolio mlfinlab vs PyPortfolioOpt deepdow vs Quantropy mlfinlab vs tradestation-python-api deepdow vs vectorbt mlfinlab vs tf-quant-finance mlfinlab vs documentation mlfinlab vs ib_api