Boulder-Investment-Technologies / lppls
Library for fitting the LPPLS model to data.
☆389Updated 2 months ago
Alternatives and similar repositories for lppls:
Users that are interested in lppls are comparing it to the libraries listed below
- Quantitative finance research tools in Python☆415Updated 2 years ago
- ☆319Updated 11 months ago
- Fast and scalable construction of risk parity portfolios☆294Updated 8 months ago
- GPU-accelerated Factors analysis library and Backtester☆673Updated last year
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆510Updated 3 weeks ago
- Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models☆432Updated last year
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆571Updated this week
- Portfolio and risk analytics in Python☆430Updated 4 months ago
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆367Updated last year
- Performance analysis of predictive (alpha) stock factors☆363Updated 4 months ago
- experiments with pair trading☆279Updated 2 months ago
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆257Updated this week
- Deep Learning Statistical Arbitrage☆215Updated 2 years ago
- trend / momentum and other patterns in financial timeseries☆250Updated 3 years ago
- Calendars for various securities exchanges.☆476Updated this week
- Calendars for various securities exchanges.☆633Updated last year
- A nimble options backtesting library for Python☆1,042Updated 7 months ago
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆541Updated this week
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆351Updated 6 years ago
- Mostly experiments based on "Advances in financial machine learning" book☆546Updated 4 years ago
- talipp - incremental technical analysis library for python☆433Updated last week
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆206Updated 3 years ago
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆355Updated 10 months ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆258Updated 2 years ago
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆368Updated last year
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆915Updated last year
- Zipline Trader, a Pythonic Algorithmic Trading Library with broker integration☆323Updated last year
- Probability of Backtest Overfitting in Python☆120Updated last year
- btplotting provides plotting for backtests, optimization results and live data from backtrader.☆353Updated 5 months ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆161Updated 3 years ago