Boulder-Investment-Technologies / lpplsLinks
Library for fitting the LPPLS model to data.
☆443Updated 3 months ago
Alternatives and similar repositories for lppls
Users that are interested in lppls are comparing it to the libraries listed below
Sorting:
- ☆379Updated 2 weeks ago
- Fast and scalable construction of risk parity portfolios☆317Updated 2 months ago
- Quantitative finance research tools in Python☆448Updated 3 years ago
- Performance analysis of predictive (alpha) stock factors☆535Updated last month
- Portfolio and risk analytics in Python☆579Updated last month
- experiments with pair trading☆332Updated last year
- Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models☆455Updated 2 years ago
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆607Updated 2 months ago
- GPU-accelerated Factors analysis library and Backtester☆774Updated 9 months ago
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆849Updated this week
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆369Updated 2 years ago
- trend / momentum and other patterns in financial timeseries☆277Updated 4 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆176Updated 4 years ago
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆265Updated 3 years ago
- A library to calculate Market Profile (aka Volume Profile) for financial data from a Pandas DataFrame.☆386Updated 2 years ago
- Deep Learning Statistical Arbitrage☆254Updated 3 years ago
- Calendars for various securities exchanges.☆583Updated last week
- Probability of Backtest Overfitting in Python☆129Updated 2 years ago
- PyTrendFollow - systematic futures trading using trend following☆441Updated 7 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆246Updated last year
- Zipline Trader, a Pythonic Algorithmic Trading Library with broker integration☆328Updated 2 years ago
- Technical Analysis library in pandas for backtesting algotrading and quantitative analysis☆488Updated 4 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆270Updated 3 years ago
- Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial…☆331Updated 2 years ago
- Collection of algorithms for online portfolio selection☆850Updated 4 months ago
- To classify trades into buyer- and seller-initiated.☆154Updated 3 years ago
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆665Updated last week
- A backtester and spreadsheet library for stocks and ETFs☆292Updated 8 months ago
- Calendars for various securities exchanges.☆652Updated 2 years ago
- ☆514Updated 2 years ago