Alternatives and similar repositories for GenHurst:

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

• Sidhus234 / Hurst-Exponent-Trading-Strategy
  ☆40Updated 4 years ago
• IlyaKipnis / PythonBacktesting
  Backtest asset allocation strategies in Python with only a background in pandas necessary
  ☆47Updated last year
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆80Updated 2 years ago
• yinsenm / gerber
  Gerber robust statistics for portfolio optimization
  ☆57Updated 2 years ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆57Updated last year
• BlackArbsCEO / synthetic_time_series
  ☆27Updated 6 years ago
• tzhangwps / Turbulence-and-Systemic-Risk
  Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…
  ☆26Updated 2 months ago
• StateOfTheArt-quant / sharpe
  sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…
  ☆49Updated 3 years ago
• Dekalog / Data-Snooping-Tests
  Code for various data snooping tests on financial time series.
  ☆18Updated 9 years ago
• vollib / py_lets_be_rational
  ☆56Updated 9 months ago
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆38Updated 3 months ago
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆59Updated 2 years ago
• Bradleydi / Risk-Models
  Risk estimation algorithms
  ☆30Updated 6 years ago
• rspadim / Adv_Fin_ML
  Advances in Financial Machine Learning by Marcos Lopez De Prado
  ☆54Updated 6 years ago
• RobertYip / Python-Fama-French-Quant-model
  Fama French model on a subset of Canadian Equity data with Python
  ☆46Updated 6 years ago
• jasonstrimpel / covshrink
  Python implementation of a sample covariance matrix shrinkage experiment
  ☆31Updated 11 years ago
• femtotrader / pythalesians
  Python library to backtest trading strategies, plot charts (via Chartesians), seamlessly download market data, analyse market patterns et…
  ☆26Updated last month
• scikit-portfolio / scikit-portfolio
  A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
  ☆55Updated last year
• convergenceIM / alpha-scientist
  ☆72Updated 3 years ago
• esvhd / pypbo
  Probability of Backtest Overfitting in Python
  ☆125Updated last year
• mrefermat / quant_finance
  Repository for teachings on Quant Finance
  ☆49Updated 5 years ago
• Liuyi-Hu / regime_switch_model
  Regime-Switching Model
  ☆17Updated 7 years ago
• ailzy / RISKIM
  Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction
  ☆30Updated 8 years ago
• hkuhn / multifactor-models
  A Survey of Multi-Factor Models
  ☆40Updated 9 years ago
• gzj1992 / Portfolio_Construction
  Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.
  ☆40Updated 7 years ago
• amwatt / thermal_optimal_path
  Dynamic lead/lag inference for time series
  ☆16Updated 6 years ago
• enjine-com / mcos
  Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"
  ☆56Updated last year
• rkohli3 / TSMOM
  Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.
  ☆64Updated last year
• quantrocket-codeload / pairs-pipeline
  Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …
  ☆35Updated last year
• aconstandinou / pairs-trading-equities
  ☆24Updated 6 years ago