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ml-quant-trading

Appears in 4 awesome lists

| Python, PyTorch | - Research stack for multi-factor ML experiments with 213 mask-aware factors, bias correction, portfolio optimization, and vectorized backtesting.

Open github.cominitial-d/ml-quant-trading

Found in these lists

Awesome AI in Finance

Section: Portfolio Management · PyTorch research stack for mask-aware multi-factor modeling, ML baselines, portfolio optimization, and vectorized backtesting.

FreshScore 87

Awesome Quant

Section: Factor Analysis · Python - PyTorch research stack for multi-factor analysis, bias correction, portfolio optimization, and reproducible backtesting.

FreshScore 91

Libraries and packages

Section: General - Vector Based Frameworks · PyTorch research stack for ML multi-factor trading with 213 factors, bias correction, portfolio optimization, vectorized backtesting, and public validation reports

FreshScore 86

Awesome Systematic Trading

Section: Machine Learning / Reinforcement Learning Focused · | Python, PyTorch | - Research stack for multi-factor ML experiments with 213 mask-aware factors, bias correction, portfolio optimization, and vectorized backtesting.

FreshScore 89

QTradeX

| Python, Live Trading | - A powerful and flexible Python framework for designing, backtesting, optimizing, and deploying algotrading bots

In 4 listsDetails

DeepDow

| Python | - Python package connecting portfolio optimization and deep learning. Its goal is to facilitate research of networks that perform weight allocation in one forward pass.

In 4 listsDetails

skfolio

Python - Python library for portfolio optimization built on top of scikit-learn. It provides a unified interface and sklearn compatible tools to build, tune and cross-validate portfolio models.

In 4 listsDetails

vectorbt

| Python, numba | - vectorbt takes a novel approach to backtesting: it operates entirely on pandas and NumPy objects, and is accelerated by Numba to analyze any data at speed and scale. This allows for testing of many thousands of strategies in seconds.

In 3 lists

spectre

| Python | - spectre is a GPU-accelerated Parallel quantitative trading library, focused on performance.

In 3 lists

alphalens

Python - Performance analysis of predictive alpha factors.

In 3 lists

bt

| Python | - Flexible backtesting for Python based on Algo and Strategy Tree

In 3 lists

Lacuna

Python Rust - Engine-agnostic quantitative research validation for detecting leakage, overfitting, fragile results, unrealistic costs, and missing point-in-time evidence.

In 2 lists