Alternatives and similar repositories for polars_ta_extension:

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

• wukan1986 / polars_ta
  Technical Analysis Indicators for polars
  ☆137Updated 2 weeks ago
• limx0 / nautilus_talks
  ☆34Updated 4 months ago
• nkaz001 / collect-binancefutures
  Collect BinanceFutures's trade and orderbook(depth) feeds.
  ☆101Updated 6 months ago
• tysonwu / dash-tradingview
  Tradingview Lightweight Charts wrapper for Plotly Dash apps
  ☆142Updated last year
• murtazayusuf / OrderflowChart
  Plot orderflow footprint charts using plotly in python.
  ☆121Updated 4 months ago
• stefan-jansen / alphalens-reloaded
  Performance analysis of predictive (alpha) stock factors
  ☆363Updated 4 months ago
• esvhd / pypbo
  Probability of Backtest Overfitting in Python
  ☆120Updated last year
• QubitQuants / vectorbt_pro_tutorials
  A Collection of public tutorials published in the qubitquants.pro blog
  ☆62Updated last year
• AndreaFerrante / Orderflow
  This Python package manages methods to reshape tick by tick data for order flow analysis
  ☆80Updated last week
• barter-rs / barter-data-rs
  NOTE: Barter-Data migrated to Barter monorepo: https://www.github.com/barter-rs/barter-rs
  ☆103Updated 7 months ago
• mr-easy / streaming_indicators
  A python library for computing technical analysis indicators on streaming data.
  ☆87Updated 2 months ago
• happydasch / btplotting
  btplotting provides plotting for backtests, optimization results and live data from backtrader.
  ☆352Updated 5 months ago
• stas-prokopiev / binance_historical_data
  python PYPI package to dump all needed crypto historical data from binance just by 2 lines of code
  ☆109Updated 5 months ago
• marcdemers / py_vollib_vectorized
  A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
  ☆126Updated 2 months ago
• mmssss / hft-market-making
  Implementation of HFT backtesting simulator and Stoikov strategy
  ☆105Updated last year
• jmrichardson / tuneta
  Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models
  ☆432Updated last year
• bmoscon / orderbook
  A fast L2/L3 orderbook data structure, in C, for Python
  ☆264Updated 3 months ago
• aoki-h-jp / binance-bulk-downloader
  A Python library to efficiently and concurrently download historical data files from Binance. Supports all asset types (spot, USDT-M, COI…
  ☆43Updated last month
• Lumiwealth / quantstats_lumi
  ☆121Updated 6 months ago
• tysonwu / stack-orderflow
  Orderflow chart GUI using finplot and pyqt5graph
  ☆104Updated last year
• wukan1986 / alpha_examples
  alpha投研示例
  ☆64Updated last month
• diogomatoschaves / stratestic
  A python library for testing and optimizing trading strategies.
  ☆43Updated 5 months ago
• PFund-Software-Ltd / pfund
  An All-in-One Algo-Trading Framework: Backtest -> Train -> Trade -> Monitor. Machine / Deep Learning Ready. Supports All Trading: TradFi+…
  ☆33Updated this week
• nardew / talipp
  talipp - incremental technical analysis library for python
  ☆433Updated last week
• toma-x / exploring-order-book-predictability
  Deep learning approach for market price prediction, in JAX
  ☆35Updated 9 months ago
• cirla / tulipy
  [NOT ACTIVELY MAINTAINED] Tulipy - Financial Technical Analysis Indicator Library (Python bindings for Tulip Charts)
  ☆94Updated 5 years ago
• DavidCico / Enhanced-Event-Driven-Backtester
  In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…
  ☆59Updated 3 years ago
• RomFR57 / fastfinance
  Fast Technical Indicators speed up with Numba
  ☆44Updated last year
• tobiasbrodd / backtester
  An event-driven backtester
  ☆97Updated 5 years ago