Stars
🤖 Assemble, configure, and deploy autonomous AI Agents in your browser.
A modern Anki custom scheduling based on Free Spaced Repetition Scheduler algorithm
Hypermodern Python Cookiecutter
Python package for AutoML on Tabular Data with Feature Engineering, Hyper-Parameters Tuning, Explanations and Automatic Documentation
Jupyter Notebooks and code for Python for Finance (2nd ed., O'Reilly) by Yves Hilpisch.
Forecasting with Gradient Boosted Time Series Decomposition
A Python Package For System Identification Using NARMAX Models
Mostly experiments based on "Advances in financial machine learning" book
FinRL®: Financial Reinforcement Learning. 🔥
Public-domain Python library for flashcard quiz scheduling using Bayesian statistics. (JavaScript, Java, Dart, and other ports available!)
Largest C# stock indicator library with over 750 to choose from and easiest to use with abilities such as making an indicator out of any other indicator or using any moving average with any indicat…
PriceGenerator is the platform for generating prices similar to real stock prices, but you can control the statistics of their distribution. Use PriceGenerator to generate synthetic data to test yo…
Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial Machine Learning" by M. Prado.
Trying to create Reinforcement Learning powered Bitcoin trading bot
Qlib is an AI-oriented Quant investment platform that aims to use AI tech to empower Quant Research, from exploring ideas to implementing productions. Qlib supports diverse ML modeling paradigms, i…
Simulation of spiking neural networks (SNNs) using PyTorch.
Python converter/calculator for the duodecimal numeral system
Candlestick patterns detector
Flexible time series feature extraction & processing
Library for fitting the LPPLS model to data.
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
Massively Parallel Deep Reinforcement Learning. 🔥
Simple and reliable optimization with local, global, population-based and sequential techniques in numerical discrete search spaces.
Superlets algorithm for time-frequency analysis implemented in JAX/Python
FinRL®-Meta: Dynamic datasets and market environments for FinRL.
An open source library for Fuzzy Time Series in Python
A unified interface for optimization algorithms and experiments

