Alternatives and similar repositories for hurst

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

• philipperemy / fractional-differentiation-time-series
  As described in Advances of Machine Learning by Marcos Prado.
  ☆122Updated 3 years ago
• convexfi / riskparity.py
  Fast and scalable construction of risk parity portfolios
  ☆317Updated 2 months ago
• esvhd / pypbo
  Probability of Backtest Overfitting in Python
  ☆129Updated 2 years ago
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆128Updated 5 years ago
• tr8dr / tseries-patterns
  trend / momentum and other patterns in financial timeseries
  ☆278Updated 4 years ago
• Boulder-Investment-Technologies / lppls
  Library for fitting the LPPLS model to data.
  ☆445Updated 3 months ago
• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆246Updated 2 years ago
• hudson-and-thames / portfoliolab
  PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…
  ☆176Updated 4 years ago
• fracdiff / fracdiff
  Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial…
  ☆331Updated 2 years ago
• BlackArbsCEO / mixture_model_trading_public
  ☆195Updated 5 years 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 (…
  ☆266Updated 3 years ago
• zcakhaa / Multi-Horizon-Forecasting-for-Limit-Order-Books
  ☆209Updated 2 years ago
• thk3421-models / KellyPortfolio
  A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations
  ☆89Updated 7 months ago
• vollib / py_lets_be_rational
  ☆70Updated 3 weeks ago
• vollib / py_vollib
  ☆382Updated 3 weeks ago
• fernandodelacalle / adv-financial-ml-marcos-exercises
  Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado
  ☆223Updated 4 years ago
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆155Updated 3 years ago
• sam31415 / timeseriescv
  Scikit-learn style cross-validation classes for time series data
  ☆284Updated 3 years ago
• firmai / research
  Notebooks based on financial machine learning.
  ☆59Updated 5 years ago
• khrapovs / vix
  Compute VIX and related volatility indices
  ☆108Updated last year
• marcdemers / py_vollib_vectorized
  A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
  ☆147Updated last year
• maxlamberti / time-series-momentum
  🚂💨 Deep Momentum Networks for Time Series Strategies
  ☆126Updated 5 years ago
• jcrichard / pyrb
  Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python
  ☆131Updated 2 years ago
• abbass2 / pyqstrat
  A fast, extensible, transparent python library for backtesting quantitative strategies.
  ☆369Updated 2 years ago
• VivekPa / OptimalPortfolio
  An open source library for portfolio optimisation
  ☆367Updated last year
• marketneutral / alphatools
  Quantitative finance research tools in Python
  ☆450Updated 3 years ago
• iankhr / armagarch
  ARMA-GARCH
  ☆103Updated 2 years ago
• quantopian / mlfinlab
  MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…
  ☆63Updated 2 years ago
• Rachnog / Deep-Portfolio-Management
  Source code for the blog post on the evolution of the asset allocation methods
  ☆221Updated 6 years ago
• PyFE / PyFENG
  Python Financial ENGineering (PyFENG package in PyPI.org)
  ☆176Updated last week