Alternatives and similar repositories for LPPL

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

• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆67Updated 8 years ago
• jd8001 / LPPL
  This is a genetic algorithm implemented in python to solve the LPPL equation looking for market bubbles
  ☆48Updated 5 years ago
• enjine-com / mcos
  Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"
  ☆58Updated 2 years ago
• 10mohi6 / stock-pairs-trading-python
  stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.
  ☆38Updated 2 years ago
• deltaray-io / kelly-criterion
  Kelly Criterion calculation
  ☆103Updated 2 years ago
• jcrichard / pyrb
  Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python
  ☆127Updated 2 years ago
• denhartog / quantstart-backtester
  ☆47Updated 10 years ago
• PTRRupprecht / GenHurst
  Calculates the generalized Hurst exponent of a time series
  ☆40Updated last year
• mfrdixon / dq-MM
  Deep Q-Learning for Market Making
  ☆126Updated 7 years ago
• jamesmawm / IB-Trading-Models-And-Backtester
  Modular trading models with Interactive Brokers and backtester in Python
  ☆123Updated 6 years ago
• hanxixuana / flowrisk
  A Python Implementation of Measures for Order Flow Risk, e.g. VPIN
  ☆95Updated 4 years ago
• wolfws / keras-tensorflow-financial-time-series-signal-forecast
  Financial Time Series Price forecast using Keras for Tensorflow. RNN LSTM
  ☆47Updated 8 years ago
• darwinsys / Trading_Strategies
  ☆28Updated 9 years ago
• nonabelian / dragon_kings
  Log-periodic power laws for critical phenomena
  ☆14Updated 6 years ago
• wegamekinglc / VisualPortfolio
  ☆106Updated 8 years ago
• khrapovs / vix
  Compute VIX and related volatility indices
  ☆108Updated 10 months ago
• ghgr / HFT_Bitcoin
  Analysis of High Frequency Trading on Bitcoin exchanges
  ☆164Updated 8 years ago
• yinsenm / gerber
  Gerber robust statistics for portfolio optimization
  ☆61Updated 3 years ago
• danielktaylor / PyStrategies
  Deep learning framework for HFT algorithmic trading strategy development
  ☆75Updated 4 years ago
• harpone / PyArb
  Statistical arbitrage simulation, modeling and backtesting with Python.
  ☆57Updated 9 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆113Updated 11 years ago
• borisbanushev / predictions
  ☆66Updated 7 years ago
• Bradleydi / Risk-Models
  Risk estimation algorithms
  ☆30Updated 7 years ago
• philipperemy / lead-lag
  Estimation of the lead-lag parameter from non-synchronous data.
  ☆132Updated 6 months ago
• tomyitav / talib-extensions
  Implementing technical indicators that are not implemented in ta-lib
  ☆68Updated 9 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆90Updated 2 years ago
• fushuyue / Ml_HFT
  Price Prediction with Machine Learning Models (practicum project at CME group)
  ☆70Updated 9 years ago
• thekioskman / mean_reversion_strategies
  Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.
  ☆65Updated 3 years ago
• dougransom / vix_utils
  vix_utils provides command line tools and a a Python API for preparing data for analysing the VIX Futures and Cash Term structures. Term …
  ☆55Updated last year
• wilki2021 / tssbutil
  Utilities for automation of Trading System Synthesis and Boosting (TSSB)
  ☆28Updated 12 years ago