HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

Compute fractional differentiation super-fast. Fork for Python 3.10+ with no torch support.

Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial Machine Learning" by M. Prado.

Technical Analysis Library using Pandas and Numpy

Scikit-learn style cross-validation classes for time series data

An expansion of the Triple-Barrier Method by Marcos López de Prado

Repo for code used to perform research for the WorldQuant University MScFE Capstone project on "Application of algorithmic trading strategies for retail investors"

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

Portfolio analytics for quants, written in Python

Finetune Llama 3.2, Mistral, Phi, Qwen 2.5 & Gemma LLMs 2-5x faster with 80% less memory

Python library and CLI tool to interface with Google Translate's text-to-speech API

Get up and running with Llama 3.2, Mistral, Gemma 2, and other large language models.

Interactively explore unstructured datasets from your dataframe.

A prompting enhancement library for transformers-type text embedding systems

Typescript library for Indian Rummy card game

Extract Keywords from sentence or Replace keywords in sentences.

Visualizer for neural network, deep learning and machine learning models

View model summaries in PyTorch!

Stable-Baselines tutorial for Journées Nationales de la Recherche en Robotique 2019

PyTorch version of Stable Baselines, reliable implementations of reinforcement learning algorithms.

An elegant PyTorch deep reinforcement learning library.

A course in reinforcement learning in the wild

Tensorforce: a TensorFlow library for applied reinforcement learning

Parallel correlation calculation of big numpy arrays or pandas dataframes with NaNs and infs.

Nested dictionaries made easy

Compute VIX and related volatility indices

The code used for the free quants@dev Webinar series on Reinforcement Learning in Finance

Cross-platform lib for process and system monitoring in Python