Alternatives and similar repositories for kalmantv:

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

• yedrek / shrinkage
  Python library for shrinkage cleaning of large correlation matrices.
  ☆14Updated last year
• roprisor / alphamodel
  Alpha model skeletons & examples
  ☆12Updated last year
• klausspanderen / RHestonSLV
  ☆17Updated 3 years ago
• felixpatzelt / priceprop
  Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.
  ☆23Updated 7 years ago
• microprediction / mkalgo
  Mueen-Keogh Algorithm for finding timeseries motifs
  ☆21Updated 4 years ago
• GGiecold / pyRMT
  Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization
  ☆54Updated 2 years ago
• wilsonfreitas / AFML
  Code implementations of my studies on the book Advances in Financial Machine Learning
  ☆12Updated 4 years ago
• Quiota / tensorflow
  ☆10Updated 7 years ago
• cvxgrp / cvxrisk
  Compile risk with cvxpy
  ☆13Updated last week
• doda / fincl
  Advancing in Financial Machine Learning
  ☆16Updated 5 years ago
• dppalomar / highOrderPortfolios
  Design of High-Order Portfolios via Mean, Variance, Skewness, and Kurtosis
  ☆23Updated 2 years ago
• BlackArbsCEO / synthetic_time_series
  ☆27Updated 6 years ago
• gsalaz98 / cinnamon_roll
  Limit Orderbook Replay/Analysis Library
  ☆9Updated 6 years ago
• LautaroParada / variance-test
  Implementation of Lo and MacKinlay's statistical tests from A Non Random Walk Down Wall Street
  ☆13Updated 2 years ago
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆51Updated 3 years ago
• Bobbakov / orderGenerator
  This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…
  ☆29Updated 2 years ago
• bobcolner / pandas-polygon
  ☆16Updated 4 years ago
• nathanramoscfa / pyfinlab
  Financial applications focusing on portfolio management for Python
  ☆16Updated 2 years ago
• dovahcrow / factor-expr
  Factor Expression + Historical Data = Factor Values
  ☆29Updated last year
• InvestmentSystems / recombinator
  Recombinator is a Python package for statistical resampling in Python. It provides various algorithms for the iid bootstrap, the block bo…
  ☆49Updated last year
• RoughStochVol / small-time_asymptotics_fractional
  Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.
  ☆12Updated 8 years ago
• mm842 / lobpy
  Python package for a class of tractable SPDE models for limit order book modeling
  ☆35Updated 3 years ago
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆59Updated 2 years ago
• cvxgrp / cov_pred_finance
  ☆63Updated this week
• matzhaugen / analytic_shrinkage
  Non-Linear Covariance Shrinkage
  ☆14Updated 3 years ago
• ivan-vasilev / atpy
  Event-driven Algorithmic Trading For Python
  ☆25Updated 6 years ago
• bstemper / deep_rough_calibration
  C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.
  ☆36Updated 6 years ago
• chrischia06 / Mean-Variance-Hedging
  Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈
  ☆14Updated 3 years ago
• ryanmccrickerd / frh-fx
  A python implementation of the fast-reversion Heston model of Mechkov [2015, https://goo.gl/2awbrV], for FX purposes.
  ☆11Updated 6 years ago
• SciFin-Team / SciFin
  SciFin is a python package for Science & Finance.
  ☆12Updated 4 years ago