Alternatives and similar repositories for compression_patern_detection

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

• eguidotti / bidask
  Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
  ☆123Updated 3 months ago
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆124Updated 2 years ago
• scikit-portfolio / scikit-portfolio
  A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
  ☆58Updated 2 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆97Updated 2 years ago
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆155Updated 3 years ago
• esvhd / pypbo
  Probability of Backtest Overfitting in Python
  ☆129Updated 2 years ago
• tr8dr / tseries-patterns
  trend / momentum and other patterns in financial timeseries
  ☆278Updated 4 years ago
• sumilk / algo_trading
  ☆141Updated 2 years ago
• maread99 / market_prices
  Get meaningful OHLCV datasets
  ☆95Updated this week
• quantiacs / toolbox
  This is the current Quantiacs toolbox which includes the backtester for developing and testing trading algorithms.
  ☆79Updated last month
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆204Updated this week
• marcdemers / py_vollib_vectorized
  A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
  ☆147Updated last year
• alkalescent / hyperdrive
  algorithmic trading using machine learning
  ☆155Updated last week
• xhshenxin / Micro_Price
  ☆55Updated 4 years ago
• Globe-Research / deep-orderbook
  Deep learning modelling of orderbooks
  ☆102Updated 5 years ago
• firmai / research
  Notebooks based on financial machine learning.
  ☆59Updated 5 years ago
• ryanmccrickerd / rough_bergomi
  A Python implementation of the rough Bergomi model.
  ☆139Updated 7 years ago
• tschm / cs
  my talk for credit suisse
  ☆41Updated last week
• thk3421-models / KellyPortfolio
  A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations
  ☆89Updated 7 months ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆75Updated 5 years ago
• PyFE / PyFENG
  Python Financial ENGineering (PyFENG package in PyPI.org)
  ☆176Updated last week
• cvxgrp / cov_pred_finance
  ☆71Updated 7 months ago
• maxe-team / maxe
  Multi-Agent eXchange simulator developed at Oxford-Man Institute
  ☆65Updated 5 years ago
• KIC / pandas-ml-quant
  Master repository for the pandas-ml modules
  ☆164Updated 2 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆79Updated 7 years ago
• RiskLabAI / RiskLabAI.py
  Financial AI with Python
  ☆100Updated 2 months ago
• deephaven-examples / deephaven-ib
  An Interactive Brokers integration for Deephaven
  ☆75Updated last month
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆141Updated last year
• robertmartin8 / pValuation
  Quantamental finance research with python
  ☆154Updated 3 years ago
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆60Updated last year