Alternatives and similar repositories for pykalman

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

• hudson-and-thames / betting-against-beta
  This project is based upon the paper: Frazzini, A. & Pedersen, L. (2014). Betting against beta.
  ☆8Updated 2 years ago
• MarcosCarreira / LimitOrderBooks
  Basic Limit Order Book functions
  ☆22Updated 7 years ago
• hudson-and-thames / guide_to_modern_portfolio_optimization
  ☆11Updated last year
• MarcosCarreira / Hawkes-With-Latency
  Hawkes with Latency
  ☆20Updated 4 years ago
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆44Updated 5 years ago
• BlackArbsCEO / hypothesis_driven_strategy_development
  ☆12Updated last year
• bradleyboyuyang / Portfolio-Optimization
  Dynamic portfolio optimization
  ☆24Updated last year
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆57Updated last year
• BlackArbsCEO / option_skew_project_public
  ☆35Updated 7 years ago
• mindful-math / LOB-Modeling
  Collection of Models related to market making
  ☆17Updated 4 years ago
• dmarienko / QuantTradingResearch
  Different quantitative trading models research
  ☆53Updated 6 months ago
• ArturSepp / OptimalPortfolios
  Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python
  ☆51Updated last week
• factorpricingmodel / factor-pricing-model-risk-model
  Package to build risk model for factor pricing model
  ☆28Updated 11 months ago
• YINDAIYING / Deep-Robust-Statistical-Arbitrage
  This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…
  ☆66Updated last year
• BrianNingUT / ArbFreeIV-VAE
  Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.
  ☆35Updated 2 years ago
• BryceMeng / mlfinlab
  Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning
  ☆33Updated 5 years ago
• Zhenfeng-Liang / FX_Modeling_N_Market_Making
  ☆11Updated 9 years ago
• jshellen / statarb
  ☆33Updated 3 years ago
• elvinwangyh / Medium
  This repo is for my articles published on Medium.com
  ☆16Updated 2 years ago
• jironghuang / trend_following
  Developing a trend following model using futures
  ☆33Updated last year
• sebjai / Portfolio-Wasserstein-Ball
  Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…
  ☆14Updated 2 years ago
• Roh-codeur / mlfinlab-1
  ☆14Updated 2 years ago
• Quant-Guild / Option_Greeks
  ☆12Updated 3 years ago
• kartikay94 / Selecting-stock-pairs-for-pairs-trading-while-incorporating-lead-lag-relationship
  ☆19Updated 5 years ago
• xhshenxin / Micro_Price
  ☆50Updated 4 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆57Updated 6 years ago
• BananaHamm / Equity_StatArb
  Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee
  ☆21Updated 6 years ago
• thertrader / Using-random-forest-to-model-limit-order-book-dynamic
  I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead
  ☆28Updated 5 years ago
• FranklinMa810 / Market-Microstructure
  ☆24Updated 5 years ago
• IgorWounds / Cluster-Analysis-Machine-Learning-for-Pairs-Trading
  Find trading pairs with Machine Learning
  ☆41Updated 4 years ago