mlfinlab VS tf-quant-finance

Compare mlfinlab vs tf-quant-finance 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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tf-quant-finance

High-performance TensorFlow library for quantitative finance. (by google)
Tensorflow quantitative-finance Python Finance numerical-methods numerical-optimization numerical-integration High Performance high-performance-computing GPU gpu-computing quantlib
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mlfinlab tf-quant-finance
126 133
3,763 4,259
1.7% 1.2%
0.0 2.9
7 months ago about 1 month 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.

tf-quant-finance

Posts with mentions or reviews of tf-quant-finance. We have used some of these posts to build our list of alternatives and similar projects. The last one was on 2021-01-17.

What are some alternatives?

When comparing mlfinlab and tf-quant-finance you can also consider the following projects:

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

ta-lib-python - Python wrapper for TA-Lib (http://ta-lib.org/).

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

pyhpc-benchmarks - A suite of benchmarks for CPU and GPU performance of the most popular high-performance libraries for Python :rocket:

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

gpustat - 📊 A simple command-line utility for querying and monitoring GPU status

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

quantclean - 🧹 Quantclean is a program that reformats financial dataset to US Equity TradeBar (Quantconnect format)

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

pybobyqa - Python-based Derivative-Free Optimization with Bound Constraints

deepdow - Portfolio optimization with deep learning.

kernel_tuner - Kernel Tuner

mlfinlab vs bulbea tf-quant-finance vs ta-lib-python mlfinlab vs Riskfolio-Lib tf-quant-finance vs pyhpc-benchmarks mlfinlab vs PyPortfolioOpt tf-quant-finance vs gpustat mlfinlab vs tradestation-python-api tf-quant-finance vs quantclean mlfinlab vs documentation tf-quant-finance vs pybobyqa mlfinlab vs deepdow tf-quant-finance vs kernel_tuner