Alternatives and similar repositories for LPPL

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

• enjine-com / mcos
  Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"
  ☆57Updated 2 years ago
• philipperemy / lead-lag
  Estimation of the lead-lag parameter from non-synchronous data.
  ☆134Updated 10 months ago
• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆68Updated 8 years ago
• philipperemy / fractional-differentiation-time-series
  As described in Advances of Machine Learning by Marcos Prado.
  ☆122Updated 3 years ago
• wegamekinglc / VisualPortfolio
  ☆107Updated 8 years ago
• jcrichard / pyrb
  Constrained and Unconstrained Risk Budgeting / Risk Parity Allocation in Python
  ☆131Updated 2 years ago
• chrischia06 / AlgoTradingSimulatedPaths
  Mean-Variance Portfolio Optimisation and Algorithmic Trading Strategies in MATLAB
  ☆36Updated 4 years ago
• hanxixuana / flowrisk
  A Python Implementation of Measures for Order Flow Risk, e.g. VPIN
  ☆97Updated 5 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
• vollib / py_lets_be_rational
  ☆70Updated 3 weeks ago
• yinsenm / gerber
  Gerber robust statistics for portfolio optimization
  ☆64Updated 3 years ago
• esvhd / pypbo
  Probability of Backtest Overfitting in Python
  ☆129Updated 2 years ago
• PTRRupprecht / GenHurst
  Calculates the generalized Hurst exponent of a time series
  ☆39Updated 2 years ago
• talaikis / HAR-RVModelForRealizedVolatility
  HAR-RV Model For Realized Volatility
  ☆32Updated 9 years ago
• thk3421-models / KellyPortfolio
  A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations
  ☆89Updated 7 months ago
• Bradleydi / Risk-Models
  Risk estimation algorithms
  ☆30Updated 7 years ago
• cvxgrp / vwap_opt_exec
  Volume Weighted Average Price Optimal Execution
  ☆42Updated 6 years ago
• pbharrin / alpha-compiler
  ☆44Updated last year
• nonabelian / dragon_kings
  Log-periodic power laws for critical phenomena
  ☆14Updated 7 years ago
• scikit-portfolio / scikit-portfolio
  A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
  ☆58Updated 2 years ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆60Updated last year
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆155Updated 3 years ago
• zcakhaa / Multi-Horizon-Forecasting-for-Limit-Order-Books
  ☆209Updated 2 years ago
• khrapovs / vix
  Compute VIX and related volatility indices
  ☆108Updated last year
• StateOfTheArt-quant / sharpe
  sharpe is a unified, interactive, general-purpose environment for backtesting or applying machine learning(supervised learning and reinfo…
  ☆51Updated 4 years ago
• maxlamberti / time-series-momentum
  🚂💨 Deep Momentum Networks for Time Series Strategies
  ☆126Updated 5 years ago
• kieranjwood / slow-momentum-fast-reversion
  This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…
  ☆266Updated 3 years ago
• BananaHamm / Equity_StatArb
  Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee
  ☆26Updated 7 years ago
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆124Updated 2 years ago
• ryanmccrickerd / rough_bergomi
  A Python implementation of the rough Bergomi model.
  ☆139Updated 7 years ago