Alternatives and similar repositories for LPPL

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

• nonabelian / dragon_kings
  Log-periodic power laws for critical phenomena
  ☆14Updated 6 years ago
• enjine-com / mcos
  Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"
  ☆57Updated last year
• leeong05 / orca
  a new simulator for statistical arbitrage
  ☆15Updated 9 years ago
• jacobkahn / reinforcement-learning-market-microstructure
  Using Q-learning to better navigate orderbooks.
  ☆22Updated 7 years ago
• jd8001 / LPPL
  This is a genetic algorithm implemented in python to solve the LPPL equation looking for market bubbles
  ☆48Updated 4 years ago
• khrapovs / impvol
  Find Black-Scholes implied volatility
  ☆21Updated 7 years ago
• jeromeku / Python-Financial-Tools
  Providing financial analysis tools to the Python open-source community.
  ☆65Updated 11 years ago
• manganganath / stock_price_trend_fft
  Stock price trend analysis using Fourier transform
  ☆43Updated 6 years ago
• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆66Updated 7 years ago
• MichaelPaddon / volatility
  A model for forecasting stock volatility
  ☆22Updated 8 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 7 years ago
• femtotrader / pythalesians
  Python library to backtest trading strategies, plot charts (via Chartesians), seamlessly download market data, analyse market patterns et…
  ☆27Updated 3 months ago
• jmcph4 / PyOBSim
  A Python module for market simulation
  ☆23Updated 5 months ago
• mmargenot / machine-learning-market-maker
  Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das
  ☆106Updated 9 years ago
• bespector / implied-vol
  ☆44Updated 5 years ago
• 0zean / MODWT-MARS
  Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting
  ☆18Updated 9 months ago
• arraystream / fftoptionlib
  FFT-based Option Pricing Methods in Python
  ☆59Updated 6 years ago
• cvxgrp / vwap_opt_exec
  Volume Weighted Average Price Optimal Execution
  ☆42Updated 6 years ago
• mmport80 / QuantLib-with-Python-Blog-Examples
  Financial security modelling with Python and QuantLib
  ☆33Updated 11 years ago
• 0b01 / recurrent-autoencoder
  archiving old code
  ☆26Updated 7 years ago
• pbharrin / alpha-compiler
  ☆44Updated last year
• 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
• felixpatzelt / priceprop
  Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.
  ☆24Updated 7 years ago
• PTRRupprecht / GenHurst
  Calculates the generalized Hurst exponent of a time series
  ☆40Updated last year
• BryceMeng / mlfinlab_research_bryce
  ☆22Updated 5 years ago
• danielktaylor / PyStrategies
  Deep learning framework for HFT algorithmic trading strategy development
  ☆74Updated 4 years ago
• costantinontario / Optimal-Rebalancing-Strategy-using-Dynamic-Programming
  Optimal Rebalancing Strategy Using Dynamic Programming for Institutional Portfolios
  ☆22Updated 11 years ago
• discretelogics / TeaFiles.Py-Time-Series-Storage-in-Files
  Python API for the TeaFile File Format. TeaFiles is Time Series Persistence in Flat Files.
  ☆58Updated 6 years ago
• Quiota / tensorflow
  ☆10Updated 8 years ago
• doda / fincl
  Advancing in Financial Machine Learning
  ☆16Updated 5 years ago