Alternatives and similar repositories for lppls

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

• vollib / py_vollib
  ☆373Updated last year
• convexfi / riskparity.py
  Fast and scalable construction of risk parity portfolios
  ☆318Updated last month
• financialnoob / pairs_trading
  experiments with pair trading
  ☆329Updated last year
• jmrichardson / tuneta
  Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models
  ☆455Updated 2 years ago
• stefan-jansen / alphalens-reloaded
  Performance analysis of predictive (alpha) stock factors
  ☆525Updated 3 weeks ago
• stefan-jansen / pyfolio-reloaded
  Portfolio and risk analytics in Python
  ☆567Updated 3 weeks ago
• marketneutral / alphatools
  Quantitative finance research tools in Python
  ☆446Updated 2 years ago
• abbass2 / pyqstrat
  A fast, extensible, transparent python library for backtesting quantitative strategies.
  ☆369Updated 2 years ago
• esvhd / pypbo
  Probability of Backtest Overfitting in Python
  ☆129Updated 2 years ago
• jerryxyx / AlphaTrading
  An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…
  ☆380Updated 7 years ago
• tr8dr / tseries-patterns
  trend / momentum and other patterns in financial timeseries
  ☆275Updated 4 years ago
• quarkfin / qf-lib
  Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…
  ☆843Updated last month
• emoen / Machine-Learning-for-Asset-Managers
  Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…
  ☆601Updated last month
• hudson-and-thames / portfoliolab
  PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…
  ☆175Updated 4 years ago
• Heerozh / spectre
  GPU-accelerated Factors analysis library and Backtester
  ☆758Updated 8 months ago
• kieranjwood / slow-momentum-fast-reversion
  This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…
  ☆265Updated 3 years ago
• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆247Updated last year
• fja05680 / pinkfish
  A backtester and spreadsheet library for stocks and ETFs
  ☆291Updated 7 months ago
• backtrader2 / backtrader
  Python Backtesting library for trading strategies
  ☆271Updated last year
• leosmigel / analyzingalpha
  ☆513Updated 2 years ago
• kieranjwood / trading-momentum-transformer
  This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.o…
  ☆594Updated 2 years ago
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆154Updated 3 years ago
• bfolkens / py-market-profile
  A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.
  ☆386Updated 2 years ago
• chrism2671 / PyTrendFollow
  PyTrendFollow - systematic futures trading using trend following
  ☆436Updated 7 years ago
• wywongbd / pairstrade-fyp-2019
  We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.
  ☆268Updated 3 years ago
• tobiasbrodd / backtester
  An event-driven backtester
  ☆112Updated 5 years ago
• happydasch / btplotting
  btplotting provides plotting for backtests, optimization results and live data from backtrader.
  ☆375Updated 8 months ago
• shlomiku / zipline-trader
  Zipline Trader, a Pythonic Algorithmic Trading Library with broker integration
  ☆327Updated 2 years ago
• gregzanotti / dlsa-public
  Deep Learning Statistical Arbitrage
  ☆254Updated 3 years ago
• boyac / pyOptionPricing
  Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…
  ☆315Updated 10 months ago