Alternatives and similar repositories for Maximum-Entropy-Spectrum

Users that are interested in Maximum-Entropy-Spectrum are comparing it to the libraries listed below

• crflynn / fbm
  Exact methods for simulating fractional Brownian motion and fractional Gaussian noise in python
  ☆101Updated 4 years ago
• GGiecold / pyRMT
  Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization
  ☆60Updated 3 years ago
• 732jhy / Fractional-Brownian-Motion
  Python implementation of fractional brownian motion
  ☆64Updated 5 years ago
• rafa-rod / pytrendseries
  Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.
  ☆159Updated 10 months ago
• cvxgrp / cov_pred_finance
  ☆70Updated 6 months ago
• scikit-portfolio / scikit-portfolio
  A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
  ☆58Updated last year
• stfbnc / fathon
  python package for DFA (Detrended Fluctuation Analysis) and related algorithms
  ☆130Updated 11 months ago
• Mottl / hurst
  Hurst exponent evaluation and R/S-analysis in Python
  ☆334Updated 3 weeks ago
• LRydin / MFDFA
  Multifractal Detrended Fluctuation Analysis in Python
  ☆152Updated 3 years ago
• esvhd / pypbo
  Probability of Backtest Overfitting in Python
  ☆127Updated 2 years ago
• ArthurBernard / Fynance
  Python and Cython scripts of machine learning, econometrics and statistical tools designed for finance.
  ☆23Updated last year
• tschm / cs
  my talk for credit suisse
  ☆41Updated last week
• quantiacs / toolbox
  This is the current Quantiacs toolbox which includes the backtester for developing and testing trading algorithms.
  ☆76Updated this week
• 3jane / numpy_ext
  An extension library for NumPy that implements common array operations not present in NumPy
  ☆45Updated 2 years ago
• ArturSepp / OptimalPortfolios
  Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python
  ☆59Updated 2 weeks ago
• GGiecold-zz / pyRMT
  Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.
  ☆75Updated 7 years ago
• Marblez / HMM_Trading
  Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden sta…
  ☆38Updated 5 years ago
• philipperemy / fractional-differentiation-time-series
  As described in Advances of Machine Learning by Marcos Prado.
  ☆120Updated 3 years ago
• enjine-com / mcos
  Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"
  ☆57Updated 2 years ago
• cvxgrp / cvxrisk
  ☆20Updated this week
• firmai / research
  Notebooks based on financial machine learning.
  ☆54Updated 5 years ago
• fracdiff / fracdiff
  Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial…
  ☆328Updated last year
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆92Updated 2 years ago
• aticio / legitindicators
  Collection of indicators that I used in my strategies.
  ☆60Updated 8 months ago
• RiskLabAI / RiskLabAI.py
  Financial AI with Python
  ☆97Updated 3 weeks ago
• tschm / pyhrp
  Run hierarchical risk parity algorithms
  ☆50Updated last week
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆74Updated 5 years ago
• crflynn / stochastic
  Generate realizations of stochastic processes in python.
  ☆490Updated 3 years ago
• pald22 / covShrinkage
  A package for Shrinkage Estimation of Covariance Matrices
  ☆30Updated last year
• ryanmccrickerd / rough_bergomi
  A Python implementation of the rough Bergomi model.
  ☆134Updated 7 years ago