Ray-0403

gamma-ray

High frequency trading bot for crypto currencies

feature-extraction-using-deap-dataset

FFT is uesd to extract the features using pyeeg module

legitindicators

Collection of indicators that I used in my strategies.

DEAP-alpha-learner

Alpha mining with DEAP-based genetic programming.

notebooks

Notebooks on how to use Distributed Evolutionary Algorithm in Python (DEAP)

featuristic

An open source library using genetic algorithms for automated feature engineering and feature selection

alpha-gfn

A deep reinforcement learning framework for generating formulaic alpha factors for quantitative investment, powered by GFlowNet

ai-alpha

AI based alpha research for trading

deep-symbolic-optimization

A deep learning framework for symbolic optimization.

alphagen

Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.

alpha2

pseudocode and algorithms for the paper "Alpha$^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning"

arbitragelab

ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.

intelligent-trading-bot

Intelligent Trading Bot: Automatically generating signals and trading based on machine learning and feature engineering

statsforecast

Lightning ⚡️ fast forecasting with statistical and econometric models.

pmdarima

A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.

mlxtend

A library of extension and helper modules for Python's data analysis and machine learning libraries.

pytorch_tabular

A standard framework for modelling Deep Learning Models for tabular data

tsfeatures

Calculates various features from time series data. Python implementation of the R package tsfeatures.

feature_engine

Feature engineering package with sklearn like functionality

Auto-PyTorch

Automatic architecture search and hyperparameter optimization for PyTorch

model_search

adanet

Fast and flexible AutoML with learning guarantees.

nixtla

TimeGPT-1: production ready pre-trained Time Series Foundation Model for forecasting and anomaly detection. Generative pretrained transformer for time series trained on over 100B data points. It's capable of accurately predicting various domains such as retail, electricity, finance, and IoT with just a few lines of code 🚀.

arch

ARCH models in Python

tulipy

[NOT ACTIVELY MAINTAINED] Tulipy - Financial Technical Analysis Indicator Library (Python bindings for Tulip Charts)

finta

Common financial technical indicators implemented in Pandas.

awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

pyFFTW

A pythonic python wrapper around FFTW

dask-ml

Scalable Machine Learning with Dask

fastparquet

python implementation of the parquet columnar file format.