Alternatives and similar repositories for pykx

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

• hanssmail / quantQ
  The repository for the Machine Learning and Big Data with kdb+/q book by Novotny et al.
  ☆94Updated last year
• KxSystems / jupyterq
  Jupyter kernel for kdb+
  ☆113Updated 6 months ago
• databento / databento-python
  The official Python client library for Databento
  ☆215Updated last week
• KxSystems / pyq
  PyQ — Python for kdb+
  ☆202Updated 10 months ago
• tschm / cs
  my talk for credit suisse
  ☆40Updated last week
• KxSystems / embedPy
  Allows the kdb+ interpreter to call Python functions
  ☆95Updated 3 weeks ago
• cvxgrp / simulator
  Tool to support backtests
  ☆46Updated last week
• KxSystems / ml
  Machine-learning toolkit
  ☆65Updated 10 months ago
• scikit-portfolio / scikit-portfolio
  A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
  ☆58Updated last year
• quantiacs / toolbox
  This is the current Quantiacs toolbox which includes the backtester for developing and testing trading algorithms.
  ☆76Updated 3 months ago
• KxSystems / mlnotebooks
  Demonstration notebooks for Machine Learning
  ☆64Updated last year
• KxSystems / kdb-tick
  Latest source files for kdb+tick
  ☆104Updated last year
• gty3 / dom-replay
  ☆49Updated last year
• maxe-team / maxe
  Multi-Agent eXchange simulator developed at Oxford-Man Institute
  ☆64Updated 5 years ago
• attack68 / rateslib
  A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …
  ☆283Updated last week
• ArturSepp / OptimalPortfolios
  Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python
  ☆59Updated 3 weeks ago
• Quantreo / quantreo
  Quantreo's Quant Library
  ☆46Updated 3 weeks ago
• stefan-jansen / empyrical-reloaded
  Common financial risk and performance metrics. Used by zipline and pyfolio.
  ☆94Updated last week
• tschm / pyhrp
  Run hierarchical risk parity algorithms
  ☆49Updated last week
• MRYingLEE / kdb-q
  A cheat sheet notebook of Q language of Kx.com. Kdb+ is the world’s fastest time-series database and q is its unique language. Most codes…
  ☆38Updated 6 years ago
• Mircea-MMXXI / azapy
  Financial Portfolio Optimization Algorithms
  ☆58Updated last year
• eguidotti / bidask
  Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
  ☆120Updated 2 weeks ago
• maread99 / market_prices
  Get meaningful OHLCV datasets
  ☆90Updated this week
• Peropero0 / quantitative_finance_playground
  ☆60Updated 9 months ago
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆119Updated last year
• KxSystems / arrowkdb
  kdb+ integration with Apache Arrow and Parquet
  ☆32Updated 6 months ago
• KxSystems / automl
  Automated Machine Learning Framework for kdb+
  ☆26Updated last year
• xhshenxin / Micro_Price
  ☆53Updated 4 years ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆159Updated 2 weeks ago
• cvxgrp / cvxstatarb
  ☆31Updated 4 months ago