Alternatives and similar repositories for highfrequency

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

• dppalomar / riskParityPortfolio
  Design of Risk Parity Portfolios
  ☆114Updated 2 years ago
• dppalomar / portfolioBacktest
  Automated Backtesting of Portfolios over Multiple Datasets
  ☆63Updated 3 years ago
• monty-se / PINstimation
  A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992…
  ☆40Updated 8 months ago
• JustinMShea / ExpectedReturns
  ☆49Updated this week
• algoquant / HighFreq
  R package for high frequency time series data management
  ☆62Updated last month
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆52Updated 4 years ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆35Updated 6 years ago
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆64Updated 2 years ago
• shokru / mlfactor.github.io
  Website dedicated to a book on machine learning for factor investing
  ☆226Updated last year
• MOSEK / PortfolioOptimization
  Material accompanying the MOSEK Portfolio Optimization Cookbook
  ☆93Updated 10 months ago
• Robot-Wealth / trader-tales
  ☆78Updated 5 months ago
• eguidotti / bidask
  Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
  ☆116Updated 4 months ago
• mrbcuda / pbo
  Probability of Backtest Overfitting
  ☆49Updated 3 years ago
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆120Updated last year
• mgao6767 / frds
  Financial research data services for academics.
  ☆95Updated 5 months ago
• Robot-Wealth / risk-premia-app
  Simple Risk Premia Strategy
  ☆36Updated 4 years ago
• tinoproductions / DirtyQuant
  Code that I show on my YouTube Channel
  ☆100Updated 2 years ago
• Waleem / MSM
  An R package for forecasting volatility, using the Markov Switching Multifractal model.
  ☆31Updated 8 years ago
• IlyaKipnis / PythonBacktesting
  Backtest asset allocation strategies in Python with only a background in pandas necessary
  ☆48Updated 2 years ago
• klausspanderen / RHestonSLV
  ☆17Updated 3 years ago
• braverock / FactorAnalytics
  ☆74Updated 7 months ago
• bkelly-lab / ipca
  Instrumented Principal Components Analysis
  ☆228Updated 2 years ago
• LenkaV / CIF
  Composite Indicators Framework for Business Cycle Analysis
  ☆60Updated 3 years ago
• R-Finance / Meucci
  ☆45Updated 9 years ago
• ryanmccrickerd / rough_bergomi
  A Python implementation of the rough Bergomi model.
  ☆121Updated 6 years ago
• mChataign / DupireNN
  Neural network local volatility with dupire formula
  ☆77Updated 4 years ago
• Boulder-Investment-Technologies / lppls-ci_tactical_asset_allocation
  ☆82Updated 2 years ago
• ericwbzhang / Vol_prediction
  Realized Volatility Forecasting modeling
  ☆17Updated 8 years ago
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆166Updated last month
• BessieChen / R-in-Finance
  This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), …
  ☆50Updated 6 years ago