Alternatives and similar repositories for pykalman

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

• hudson-and-thames / guide_to_modern_portfolio_optimization
  ☆12Updated last year
• LongOnly / Option-Pricing-under-Uncertainty
  By means of stochastic volatility models
  ☆44Updated 5 years ago
• MarcosCarreira / Hawkes-With-Latency
  Hawkes with Latency
  ☆20Updated 4 years ago
• MarcosCarreira / LimitOrderBooks
  Basic Limit Order Book functions
  ☆22Updated 7 years ago
• ArturSepp / OptimalPortfolios
  Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python
  ☆58Updated this week
• BlackArbsCEO / hypothesis_driven_strategy_development
  ☆12Updated 2 years ago
• BlackArbsCEO / option_skew_project_public
  ☆35Updated 7 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆58Updated 6 years ago
• dmarienko / QuantTradingResearch
  Different quantitative trading models research
  ☆54Updated 9 months ago
• jironghuang / trend_following
  Developing a trend following model using futures
  ☆34Updated 2 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
• Roh-codeur / mlfinlab-1
  ☆15Updated 3 years ago
• factorpricingmodel / factor-pricing-model-risk-model
  Package to build risk model for factor pricing model
  ☆27Updated last year
• bbcho / risktools-dev
  Risk tools for commodities trading and finance
  ☆35Updated 3 months ago
• jo-cho / trading-rules-using-machine-learning
  Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.
  ☆68Updated 2 years ago
• jshellen / statarb
  ☆36Updated 4 years ago
• Quant-Guild / Option_Greeks
  ☆13Updated 3 years ago
• IgorWounds / Cluster-Analysis-Machine-Learning-for-Pairs-Trading
  Find trading pairs with Machine Learning
  ☆41Updated 4 years ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆58Updated last year
• shimonanarang / pair-trading
  Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM
  ☆55Updated 5 years ago
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆40Updated 8 months ago
• romanmichaelpaolucci / Algorithmic_Delta_Hedging
  A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization
  ☆62Updated 5 years ago
• LastAncientOne / Trading-Strategies-in-Emerging-Markets-Coursera
  Design your own Trading Strategy
  ☆39Updated last year
• kartikay94 / Selecting-stock-pairs-for-pairs-trading-while-incorporating-lead-lag-relationship
  ☆19Updated 5 years ago
• robertmartin8 / research
  Answers to the questions at the back of the chapters of Advances in Financial Machine Learning.
  ☆23Updated 5 years ago
• elvinwangyh / Medium
  This repo is for my articles published on Medium.com
  ☆16Updated 2 years ago
• GregBland / QuantConnect_article
  Repository containing code for article: Quantconnect – A Complete Guide on https://algotrading101.com/
  ☆18Updated 4 years ago
• MislavSag / trademl
  The goal of the project is to build algorithmic trading system.
  ☆27Updated 4 years 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…
  ☆69Updated last year
• frontmark / jupyter-notebooks
  Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks
  ☆38Updated 5 years ago