Alternatives and similar repositories for TrendCalculus

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

• Bobbakov / orderGenerator
  This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…
  ☆30Updated 3 years ago
• 0liu / ibstract
  Asynchronous financial data management
  ☆21Updated 8 years ago
• BlackArbsCEO / synthetic_time_series
  ☆27Updated 6 years ago
• ryanh-ai / ib_insyncDocker
  Run ib_insync with IBC Inside Docker Container
  ☆22Updated 6 years ago
• alpacahq / pymarketstore
  Python driver for MarketStore
  ☆113Updated 2 years ago
• ivan-vasilev / atpy
  Event-driven Algorithmic Trading For Python
  ☆25Updated 6 years ago
• pbharrin / alpha-compiler
  ☆44Updated last year
• camisatx / pySecMaster
  An automated system to store and maintain financial data.
  ☆69Updated 6 years ago
• random-python / data_pipe
  Cross Thread Message Pipe
  ☆18Updated 5 years ago
• robcarver17 / ibswigsystematicexamples
  Automatically exported from code.google.com/p/ibswigsystematicexamples
  ☆38Updated 8 years ago
• 11bblandin / quantfiction
  Notebooks and stuff from quantfiction.com
  ☆37Updated 5 years ago
• Dekalog / Data-Snooping-Tests
  Code for various data snooping tests on financial time series.
  ☆22Updated 10 years ago
• egrillot / Exact-Hidden-Markov-Models
  The aim of this repository is to merge several methods into one library to allow the user to establish the dynamics followed and to make …
  ☆12Updated 2 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 8 years ago
• quantrocket-llc / ibpythonic
  IbPy-like interface for the Interactive Brokers Python API
  ☆61Updated last month
• MislavSag / trademl
  The goal of the project is to build algorithmic trading system.
  ☆27Updated 5 years ago
• pikers / piker
  (e2e) foss trading for non-tinas
  ☆111Updated last year
• PTRRupprecht / GenHurst
  Calculates the generalized Hurst exponent of a time series
  ☆40Updated 2 years ago
• RomFR57 / fastfinance
  Fast Technical Indicators speed up with Numba
  ☆45Updated 2 years ago
• BlackArbsCEO / mixture_model_trading_public
  ☆196Updated 5 years ago
• BlackArbsCEO / option_skew_project_public
  ☆36Updated 8 years ago
• enjine-com / mcos
  Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"
  ☆57Updated 2 years ago
• deltaray-io / flexfolio
  IB FlexStatement to PyFolio bridge
  ☆16Updated 3 years ago
• rspadim / Adv_Fin_ML
  Advances in Financial Machine Learning by Marcos Lopez De Prado
  ☆54Updated 6 years ago
• danielktaylor / PyStrategies
  Deep learning framework for HFT algorithmic trading strategy development
  ☆77Updated 4 years ago
• twmeggs / PyRebuildLOB
  ☆17Updated 10 years ago
• erdewit / eventkit
  Event-driven data pipelines
  ☆146Updated 2 years ago
• philipperemy / fractional-differentiation-time-series
  As described in Advances of Machine Learning by Marcos Prado.
  ☆120Updated 3 years ago
• nakulnayyar / ML-KNearest-VXX
  Machine Learning Algo using Knearest Neighbors model on VXX trading strategy.
  ☆15Updated 9 years ago
• rsheftel / raccoon
  Python DataFrame with fast insert and appends
  ☆75Updated last month