rl-trading
alphalens
Our great sponsors
rl-trading | alphalens | |
---|---|---|
1 | 83 | |
4 | 3,089 | |
- | 3.2% | |
0.0 | 0.0 | |
over 3 years ago | 3 months ago | |
Jupyter Notebook | Jupyter Notebook | |
- | Apache License 2.0 |
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.
rl-trading
-
Recruiters representing Citadel has been aggressively attempting to recruit me as a software developer since mid November, offering to pay $100-150k more than the median for early/mid career developers
In the summer, I did something somewhat similar to what OP suggests above. Here's a link to the corresponding Github repository.
alphalens
- Performance Analysis: Performance analysis of predictive (alpha) stock factors. Factor and Risk Analysis - star count:2892.0
- Performance Analysis: Performance analysis of predictive (alpha) stock factors. Factor and Risk Analysis - star count:2771.0
- Performance Analysis: Performance analysis of predictive (alpha) stock factors. Factor and Risk Analysis - star count:2734.0
What are some alternatives?
Lean - Lean Algorithmic Trading Engine by QuantConnect (Python, C#)
quantstats - Portfolio analytics for quants, written in Python
nn - 🧑🏫 60 Implementations/tutorials of deep learning papers with side-by-side notes 📝; including transformers (original, xl, switch, feedback, vit, ...), optimizers (adam, adabelief, sophia, ...), gans(cyclegan, stylegan2, ...), 🎮 reinforcement learning (ppo, dqn), capsnet, distillation, ... 🧠
Empyrial - AI and data-driven quantitative portfolio management library for portfolio risk and performance analysis 投资组合管理
Practical_RL - A course in reinforcement learning in the wild
PyPortfolioOpt - Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
alpha-zero-general - A clean implementation based on AlphaZero for any game in any framework + tutorial + Othello/Gobang/TicTacToe/Connect4 and more
ydata-quality - Data Quality assessment with one line of code
Deep-Learning-Computer-Vision - My assignment solutions for Stanford’s CS231n (CNNs for Visual Recognition) and Michigan’s EECS 498-007/598-005 (Deep Learning for Computer Vision), version 2020.
py - Repository to store sample python programs for python learning
FinancePy - A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
hca-resources - zipline-broker Examples. Full notebooks plus python code for long term investment strategies using zipline based tools.