Alternatives and similar repositories for PerformanceAnalytics

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

• IlyaKipnis / DSTrading
  Digital Signal Trading (John Ehlers indicators)
  ☆93Updated 6 years ago
• srome / pybacktester
  An event-based backtester written in Python for algorithmic trading.
  ☆43Updated 7 years ago
• mmport80 / QuantLib-with-Python-Blog-Examples
  Financial security modelling with Python and QuantLib
  ☆33Updated 11 years ago
• IlyaKipnis / IKTrading
  Ilya Kipnis's miscellaneous quantstrat extensions, indicators, and order-sizing functions.
  ☆121Updated 3 years ago
• Dekalog / Data-Snooping-Tests
  Code for various data snooping tests on financial time series.
  ☆22Updated 10 years ago
• Jackal08 / QuantInsti-Final-Project-Statistical-Arbitrage
  QuantInsti EPAT: Final Project on Statistical Arbitrage
  ☆117Updated 8 years ago
• quantmind / dynts
  Python package for timeseries analysis and manipulation
  ☆86Updated 8 years ago
• benjaminmgross / visualize-wealth
  portfolio construction and quantitative analysis
  ☆142Updated 10 years ago
• FaGuoMa / Azure-IB
  ☆24Updated 9 years ago
• Quantmatic / amipy
  very fast python backtesting framework based on amibroker backtesting methodology
  ☆40Updated 7 years ago
• robcarver17 / ibswigsystematicexamples
  Automatically exported from code.google.com/p/ibswigsystematicexamples
  ☆37Updated 8 years ago
• returnandrisk / meucci-python
  Python Code for Meucci Related Blog Posts
  ☆16Updated 9 years ago
• busygin / ib_data_loader
  A python script to download daily futures market data from Interactive Brokers using IbPy
  ☆29Updated 7 years ago
• nakulnayyar / ML-KNearest-VXX
  Machine Learning Algo using Knearest Neighbors model on VXX trading strategy.
  ☆15Updated 9 years ago
• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆68Updated 8 years ago
• BlackArbsCEO / iex_intraday_equity_downloader_public
  ☆36Updated 7 years ago
• camisatx / pySecMaster
  An automated system to store and maintain financial data.
  ☆69Updated 6 years ago
• quantopian / algorithm-component-library
  A collection of code snippets that can be constructed into larger trading algorithms.
  ☆109Updated 8 years ago
• aaaquants / QuantBasics1-4
  ☆45Updated 7 years ago
• yhilpisch / mvportfolio
  Simple portfolio analysis and management.
  ☆28Updated 3 years ago
• RJT1990 / Active-Portfolio-Management-Notes
  Notes for Active Portfolio Management, by Grinold and Kahn
  ☆46Updated 9 years ago
• R-Finance / quantstrat
  ☆75Updated 9 years ago
• hongwai1920 / Implement-Option-Pricing-Model-using-Python
  Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…
  ☆31Updated 5 years ago
• romanmichaelpaolucci / Pricing_Exotic_Options
  Library for simulation and analysis of vanilla and exotic options
  ☆33Updated 5 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 5 years ago
• Quantoria / Risk_Budgeting
  Risk_Budgeting is a Python project that uses the risk budgeting approach for portfolio asset allocation
  ☆22Updated 7 years ago
• algoquant / HighFreq
  R package for high frequency time series data management
  ☆64Updated 3 months ago
• pjgranahan / qfrm
  Python tools to quantitatively manage financial risk
  ☆68Updated 5 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 8 years ago
• henrywoo / pysentosa
  Python API for sentosa trading system
  ☆42Updated 9 years ago