Library for fitting the LPPLS model to data.
☆449Feb 15, 2026Updated 3 weeks ago
Alternatives and similar repositories for lppls
Users that are interested in lppls are comparing it to the libraries listed below
Sorting:
- ☆82Aug 2, 2022Updated 3 years ago
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆266Nov 24, 2022Updated 3 years ago
- This is a genetic algorithm implemented in python to solve the LPPL equation looking for market bubbles☆47Oct 1, 2020Updated 5 years ago
- GPU-accelerated Factors analysis library and Backtester☆781Apr 15, 2025Updated 10 months ago
- Fast and scalable construction of risk parity portfolios☆318Dec 2, 2025Updated 3 months ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,874Oct 21, 2024Updated last year
- Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models☆457Oct 13, 2023Updated 2 years ago
- Portfolio Optimization and Quantitative Strategic Asset Allocation in Python☆3,804Updated this week
- Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices☆124Oct 13, 2025Updated 4 months ago
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆613Feb 11, 2026Updated 3 weeks ago
- Advances in Financial Machine Learning☆799Jan 11, 2023Updated 3 years ago
- ☆209Mar 29, 2023Updated 2 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆4,581Oct 2, 2023Updated 2 years ago
- Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial…☆333Dec 16, 2023Updated 2 years ago
- Quantitative finance research tools in Python☆454Feb 2, 2023Updated 3 years ago
- Portfolio optimization with deep learning.☆1,111Jan 24, 2024Updated 2 years ago
- AI enabled options research and backtesting library for Python☆1,271Updated this week
- Visualising correlations between different ETFs using network analytics and Plotly☆33Apr 5, 2022Updated 3 years ago
- Portfolio optimization and back-testing.☆1,170Updated this week
- Python AutoML for Trading Systems and Sports Betting☆1,697Aug 24, 2025Updated 6 months ago
- Resources for Quantitative Finance☆782May 28, 2024Updated last year
- Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python☆131Jul 6, 2023Updated 2 years ago
- ☆71Jun 13, 2025Updated 8 months ago
- Python implementation for solving log-periodic power law formulae for stock price prediction☆22Apr 5, 2015Updated 10 years ago
- ⚡️ Lightning-fast backtesting engine to find your trading edge☆6,809Jan 30, 2026Updated last month
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆388Oct 30, 2023Updated 2 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆100May 16, 2025Updated 9 months ago
- An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎☆1,056Sep 14, 2025Updated 5 months ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆174Dec 2, 2021Updated 4 years ago
- Systematic Trading in python☆3,218Updated this week
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆1,889Dec 8, 2022Updated 3 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆87Feb 25, 2024Updated 2 years ago
- To classify trades into buyer- and seller-initiated.☆155Dec 14, 2022Updated 3 years ago
- Automatically identifies support and resistance lines on a stock chart using reversal points, displays candlestick chart.☆319Apr 26, 2023Updated 2 years ago
- World beating online covariance and portfolio construction.☆318Oct 13, 2025Updated 4 months ago
- trend / momentum and other patterns in financial timeseries☆279Jun 27, 2021Updated 4 years ago
- Collection of algorithms for online portfolio selection☆849Sep 11, 2025Updated 5 months ago
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆916Jun 5, 2023Updated 2 years ago
- A tool for portfolio managers: use the Black-Litterman model to view optimal portfolio allocations using several of the most popular opti…☆84Jul 4, 2024Updated last year