Alternatives and similar repositories for numpy_ext

Users that are interested in numpy_ext are comparing it to the libraries listed below

• scikit-portfolio / scikit-portfolio
  A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
  ☆58Updated last year
• maread99 / market_prices
  Get meaningful OHLCV datasets
  ☆92Updated 3 weeks ago
• InvestmentSystems / recombinator
  Recombinator is a Python package for statistical resampling in Python. It provides various algorithms for the iid bootstrap, the block bo…
  ☆49Updated last year
• ngriffiths13 / polars-trading
  A collection of helpful polars plugins and functions for market data processing.
  ☆58Updated 3 months ago
• MOSEK / PortfolioOptimization
  Material accompanying the MOSEK Portfolio Optimization Cookbook
  ☆99Updated last year
• ArthurBernard / Fynance
  Python and Cython scripts of machine learning, econometrics and statistical tools designed for finance.
  ☆23Updated last year
• Bobbakov / orderGenerator
  This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…
  ☆30Updated 3 years ago
• esvhd / pypbo
  Probability of Backtest Overfitting in Python
  ☆129Updated 2 years ago
• 3jane / tindicators
  tindicators is a library of technical analysis indicators
  ☆29Updated 4 years ago
• tschm / cs
  my talk for credit suisse
  ☆41Updated this week
• KIC / pandas-ml-quant
  Master repository for the pandas-ml modules
  ☆164Updated 2 years ago
• cvxgrp / simulator
  Tool to support backtests
  ☆48Updated this week
• MislavSag / trademl
  The goal of the project is to build algorithmic trading system.
  ☆27Updated 5 years ago
• stefan-jansen / empyrical-reloaded
  Common financial risk and performance metrics. Used by zipline and pyfolio.
  ☆99Updated 2 weeks ago
• thk3421-models / cardiel
  A tool for portfolio managers: use the Black-Litterman model to view optimal portfolio allocations using several of the most popular opti…
  ☆84Updated last year
• RomFR57 / fastfinance
  Fast Technical Indicators speed up with Numba
  ☆45Updated 2 years ago
• philipperemy / fractional-differentiation-time-series
  As described in Advances of Machine Learning by Marcos Prado.
  ☆120Updated 3 years ago
• dovahcrow / factor-expr
  Factor Expression + Historical Data = Factor Values
  ☆30Updated last year
• wukan1986 / polars_ta
  Technical Analysis Indicators for polars
  ☆225Updated last month
• microprediction / mkalgo
  Mueen-Keogh Algorithm for finding timeseries motifs
  ☆21Updated 4 years ago
• tr8dr / tseries-patterns
  trend / momentum and other patterns in financial timeseries
  ☆275Updated 4 years ago
• yinsenm / gerber
  Gerber robust statistics for portfolio optimization
  ☆62Updated 3 years ago
• rafa-rod / pytrendseries
  Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.
  ☆159Updated 10 months ago
• vollib / lets_be_rational
  ☆43Updated 10 years ago
• enjine-com / mcos
  Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"
  ☆57Updated 2 years ago
• marcdemers / py_vollib_vectorized
  A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
  ☆144Updated last year
• eguidotti / bidask
  Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
  ☆120Updated 2 months ago
• gmgeorg / pylambertw
  pylambertw - sklearn interface to analyze and gaussianize heavy-tailed, skewed data
  ☆16Updated last year
• maxe-team / maxe
  Multi-Agent eXchange simulator developed at Oxford-Man Institute
  ☆64Updated 5 years ago
• tschm / pyhrp
  Run hierarchical risk parity algorithms
  ☆50Updated last week