Alternatives and similar repositories for utsAlgorithms

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

• dovahcrow / factor-expr
  Factor Expression + Historical Data = Factor Values
  ☆29Updated last year
• QuantEcon / rvlib
  Distributions for Python
  ☆48Updated 3 years ago
• clisztian / iMetrica
  A fast, interactive, graphical-user-interface oriented software suite for predictive modeling, multivariate time series analysis, real-t…
  ☆18Updated 8 years ago
• hstrey / Ornstein-Uhlenbeck-Bayesian
  ☆18Updated 5 years ago
• flare9x / MarketCycles.jl
  Digital Signal Processing Indicators For Market Data.
  ☆32Updated 5 years ago
• chenhaotian / Changepoints
  Bayesian online change point detection and offline learning
  ☆57Updated 5 years ago
• InvestmentSystems / recombinator
  Recombinator is a Python package for statistical resampling in Python. It provides various algorithms for the iid bootstrap, the block bo…
  ☆49Updated last year
• 3jane / numpy_ext
  An extension library for NumPy that implements common array operations not present in NumPy
  ☆44Updated last year
• dppalomar / sparseEigen
  Computation of Sparse Eigenvectors of a Matrix
  ☆13Updated 6 years ago
• rmcgibbo / covar
  Compute shrinkage estimates of the covariance matrix
  ☆15Updated 9 years ago
• femtotrader / TALib.jl
  A Julia wrapper for TA-Lib
  ☆53Updated 7 years ago
• thalesians / bayestsa
  A Python library implementing Bayesian methods for solving estimation and forecasting problems in time series analysis
  ☆21Updated 8 years ago
• erdogant / caerus
  Detection of favorable moments in time series data
  ☆31Updated last year
• AlexIoannides / pymc-stochastic-process
  Bayesian Inference and parameter estimation in quant finance.
  ☆42Updated 6 years ago
• nla-group / slearn
  Symbolic sequence learning package
  ☆12Updated 2 weeks ago
• mrbcuda / pbo
  Probability of Backtest Overfitting
  ☆48Updated 3 years ago
• microprediction / mkalgo
  Mueen-Keogh Algorithm for finding timeseries motifs
  ☆21Updated 4 years ago
• Quiota / tensorflow
  ☆10Updated 7 years ago
• Quantco / tabmat
  Efficient matrix representations for working with tabular data
  ☆121Updated last week
• fastats / fastats
  A pure Python library for benchmarked, scalable numerics using numba.
  ☆26Updated 2 years ago
• felixpatzelt / priceprop
  Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.
  ☆23Updated 7 years ago
• rbeeli / Fastback.jl
  Blazing fast Julia backtester.
  ☆16Updated 8 months ago
• wwrechard / pydlm-lite
  The lite version of the package pydlm. A lite yet powerful Bayesian dynamic modeling library
  ☆12Updated 6 years ago
• jherekhealy / AQFED.jl
  Julia package for the book "Applied Quantitative Finance for Equity Derivatives"
  ☆38Updated last month
• JackKelly / bayesianchangepoint
  An implementation of Adams & MacKay 2007 "Bayesian Online Changepoint Detection"
  ☆31Updated 10 years ago
• GGiecold-zz / pyRMT
  Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.
  ☆74Updated 7 years ago
• 3jane / tindicators
  tindicators is a library of technical analysis indicators
  ☆28Updated 4 years ago
• jmazar / obmodeling
  ☆17Updated 3 years ago
• RefaelLasry / EstimationOfCovarianceMatrix
  Estimation of the Covariance Matrix - linear and nonlinear shrinkage
  ☆22Updated 2 years ago
• ivan-vasilev / atpy
  Event-driven Algorithmic Trading For Python
  ☆25Updated 6 years ago