Alternatives and similar repositories for arch

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

• cvxgrp / cvxportfolio
  Portfolio optimization and back-testing.
  ☆1,120Updated last week
• quantopian / empyrical
  Common financial risk and performance metrics. Used by zipline and pyfolio.
  ☆1,411Updated last year
• pmorissette / ffn
  ffn - a financial function library for Python
  ☆2,378Updated 2 weeks ago
• Marigold / universal-portfolios
  Collection of algorithms for online portfolio selection
  ☆837Updated last month
• bashtage / linearmodels
  Additional linear models including instrumental variable and panel data models that are missing from statsmodels.
  ☆1,006Updated this week
• rsheftel / pandas_market_calendars
  Exchange calendars to use with pandas for trading applications
  ☆912Updated last week
• BlackArbsCEO / Adv_Fin_ML_Exercises
  Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
  ☆1,844Updated 2 years ago
• mortada / fredapi
  Python API for FRED (Federal Reserve Economic Data) and ALFRED (Archival FRED)
  ☆1,071Updated last year
• jankrepl / deepdow
  Portfolio optimization with deep learning.
  ☆1,069Updated last year
• rsvp / fecon235
  Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage…
  ☆1,236Updated 2 years ago
• cuemacro / findatapy
  Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.
  ☆1,923Updated 3 months ago
• bsolomon1124 / pyfinance
  Python package designed for general financial and security returns analysis.
  ☆335Updated 2 years ago
• quantopian / trading_calendars
  Calendars for various securities exchanges.
  ☆642Updated 2 years ago
• jasonstrimpel / volatility-trading
  A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
  ☆1,782Updated 11 months ago
• jjakimoto / finance_ml
  Advances in Financial Machine Learning
  ☆791Updated 2 years ago
• pmorissette / bt
  bt - flexible backtesting for Python
  ☆2,703Updated 2 weeks ago
• enthought / pyql
  Cython QuantLib wrappers
  ☆1,128Updated last month
• emoen / Machine-Learning-for-Asset-Managers
  Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…
  ☆585Updated 8 months ago
• yhilpisch / dx
  DX Analytics | Financial and Derivatives Analytics with Python
  ☆750Updated 6 months ago
• convexfi / riskparity.py
  Fast and scalable construction of risk parity portfolios
  ☆312Updated 2 weeks ago
• dcajasn / Riskfolio-Lib
  Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
  ☆3,611Updated 2 months ago
• ranaroussi / pystore
  Fast data store for Pandas time-series data
  ☆595Updated 2 months ago
• sam31415 / timeseriescv
  Scikit-learn style cross-validation classes for time series data
  ☆283Updated 3 years ago
• stefan-jansen / pyfolio-reloaded
  Portfolio and risk analytics in Python
  ☆537Updated last month
• Boulder-Investment-Technologies / lppls
  Library for fitting the LPPLS model to data.
  ☆425Updated 10 months ago
• Mottl / hurst
  Hurst exponent evaluation and R/S-analysis in Python
  ☆330Updated last year
• yhilpisch / dawp
  Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch.
  ☆623Updated 4 years ago
• quandl / quandl-python
  ☆1,418Updated 3 years ago
• Heerozh / spectre
  GPU-accelerated Factors analysis library and Backtester
  ☆744Updated 6 months ago
• marketneutral / alphatools
  Quantitative finance research tools in Python
  ☆438Updated 2 years ago