Alternatives and similar repositories for precise

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

• microprediction / microprediction
  If you can measure it, consider it predicted
  ☆358Updated last week
• fortitudo-tech / fortitudo.tech
  Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
  ☆265Updated 3 weeks ago
• chulwoohan / pyanomaly
  Python library for asset pricing
  ☆118Updated last year
• fracdiff / fracdiff
  Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial…
  ☆322Updated last year
• crunchdao / quickstarters-adialab
  ☆50Updated 2 years ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆153Updated this week
• eguidotti / bidask
  Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
  ☆117Updated 6 months ago
• quantgirluk / aleatory
  📦 Python library for Stochastic Processes Simulation and Visualisation
  ☆337Updated 5 months ago
• VladKochetov007 / MLTT
  Machine Learning Trading Toolkit
  ☆38Updated 2 months ago
• sumilk / algo_trading
  ☆141Updated 2 years ago
• bkelly-lab / ipca
  Instrumented Principal Components Analysis
  ☆234Updated 3 years ago
• tinoproductions / DirtyQuant
  Code that I show on my YouTube Channel
  ☆102Updated 2 years ago
• hudson-and-thames / portfoliolab
  PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…
  ☆172Updated 3 years ago
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆175Updated 2 weeks ago
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆128Updated 4 years ago
• stefan-jansen / synthetic-data-for-finance
  Material for QuantUniversity talk on Sythetic Data Generation for Finance.
  ☆117Updated 4 years ago
• saeed349 / Advances-in-Financial-Machine-Learning
  Using Dask, a Python framework, I handle 900 million rows of S&P E-mini futures trade tick data directly on a local machine. Through expl…
  ☆40Updated last year
• Mcompetitions / M6-methods
  Data, Benchmarks, and methods submitted to the M6 forecasting competition
  ☆119Updated 11 months ago
• RiskLabAI / RiskLabAI.py
  Financial AI with Python
  ☆90Updated 5 months ago
• nburgessx / QuantResearch
  Quant Research
  ☆86Updated last week
• hudson-and-thames / backtest_tutorial
  ☆143Updated last year
• Yizhan-Oliver-Shu / jump-models
  Statistical Jump Models in Python, with scikit-learn-style APIs
  ☆96Updated 8 months ago
• fortitudo-tech / pcrm-book
  Portfolio Construction and Risk Management book's Python code.
  ☆123Updated last month
• emoen / Machine-Learning-for-Asset-Managers
  Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…
  ☆582Updated 7 months ago
• RudyMorel / shadowing
  Implements Path Shadowing Monte Carlo (PSMC).
  ☆80Updated 8 months ago
• mawicks / mvarch
  Multivariate Volatility Models (ARCH) for stock prices and other time series
  ☆19Updated last year
• MOSEK / PortfolioOptimization
  Material accompanying the MOSEK Portfolio Optimization Cookbook
  ☆94Updated last year
• jack-tobin / mvgarch
  Multivariate GARCH modelling in Python
  ☆16Updated 10 months ago
• kieranjwood / slow-momentum-fast-reversion
  This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…
  ☆255Updated 2 years ago
• convexfi / riskparity.py
  Fast and scalable construction of risk parity portfolios
  ☆312Updated last year