bashtage / archLinks
ARCH models in Python
☆1,479Updated 3 weeks ago
Alternatives and similar repositories for arch
Users that are interested in arch are comparing it to the libraries listed below
Sorting:
- Portfolio optimization and back-testing.☆1,155Updated this week
- Additional linear models including instrumental variable and panel data models that are missing from statsmodels.☆1,028Updated 3 weeks ago
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆1,450Updated last year
- ffn - a financial function library for Python☆2,491Updated last month
- Collection of algorithms for online portfolio selection☆850Updated 4 months ago
- Exchange calendars to use with pandas for trading applications☆944Updated last week
- Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage…☆1,251Updated 3 years ago
- Python package designed for general financial and security returns analysis.☆334Updated 2 years ago
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆1,878Updated 3 years ago
- Portfolio optimization with deep learning.☆1,106Updated 2 years ago
- Python API for FRED (Federal Reserve Economic Data) and ALFRED (Archival FRED)☆1,106Updated this week
- Advances in Financial Machine Learning☆796Updated 3 years ago
- DX Analytics | Financial and Derivatives Analytics with Python☆763Updated 9 months ago
- Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.☆1,973Updated 3 weeks ago
- Cython QuantLib wrappers