mlfinlab VS deepdow

Compare mlfinlab vs deepdow and see what are their differences.

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

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 deepdow
126 22
3,763 833
1.7% -
0.0 3.7
7 months ago 3 months ago
Python Python
GNU General Public License v3.0 or later Apache License 2.0
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.

mlfinlab

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

deepdow

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

What are some alternatives?

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

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

pytorch-forecasting - Time series forecasting with PyTorch

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

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.

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

cvxportfolio - Portfolio optimization and back-testing.

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.

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

eiten - Statistical and Algorithmic Investing Strategies for Everyone

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