3jane / numpy_ext
An extension library for NumPy that implements common array operations not present in NumPy
☆43Updated last year
Alternatives and similar repositories for numpy_ext:
Users that are interested in numpy_ext are comparing it to the libraries listed below
- Tool to support backtests☆43Updated last week
- tindicators is a library of technical analysis indicators☆28Updated 4 years ago
- my talk for credit suisse☆38Updated last week
- Recombinator is a Python package for statistical resampling in Python. It provides various algorithms for the iid bootstrap, the block bo…☆48Updated last year
- Get meaningful OHLCV datasets☆79Updated this week
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆70Updated 4 months ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆54Updated last year
- Probability of Backtest Overfitting in Python☆121Updated last year
- A tool for portfolio managers: use the Black-Litterman model to view optimal portfolio allocations using several of the most popular opti…☆75Updated 8 months ago
- The goal of the project is to build algorithmic trading system.☆26Updated 4 years ago
- Technical Analysis Indicators for polars☆142Updated 3 weeks ago
- Financial AI with Python☆68Updated 2 weeks ago
- Factor Expression + Historical Data = Factor Values☆29Updated last year
- Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning☆33Updated 4 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆56Updated last year
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆29Updated 2 years ago
- ☆63Updated last month
- ☆53Updated 8 months ago
- Material accompanying the MOSEK Portfolio Optimization Cookbook☆81Updated 6 months ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆130Updated 3 months ago
- Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices☆109Updated 3 weeks ago
- Master repository for the pandas-ml modules☆161Updated last year
- Fast Technical Indicators speed up with Numba☆44Updated last year
- To classify trades into buyer- and seller-initiated.☆137Updated 2 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆123Updated 4 years ago
- Gerber robust statistics for portfolio optimization☆57Updated 2 years ago
- As described in Advances of Machine Learning by Marcos Prado.☆119Updated 2 years ago
- Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.☆143Updated last month
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆79Updated 2 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆66Updated 7 years ago