Alternatives and similar repositories for PermutationEntropy

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

• neurotrader888 / RSI-PCA
  ☆42Updated 2 years ago
• neurotrader888 / TimeSeriesVisibilityGraphs
  ☆24Updated 2 years ago
• neurotrader888 / VolatilityHawkes
  ☆53Updated 2 years ago
• neurotrader888 / VSAIndicator
  ☆16Updated 2 years ago
• QubitQuants / vectorbt_pro_tutorials
  A Collection of public tutorials published in the qubitquants.pro blog
  ☆74Updated 2 years ago
• neurotrader888 / TVLIndicator
  A cryptocurrency indicator using defi TVL
  ☆19Updated 2 years ago
• neurotrader888 / TrendlineBreakoutMetaLabel
  ☆96Updated 2 years ago
• neurotrader888 / TrendLineAutomation
  ☆153Updated 2 years ago
• crapher / medium
  ☆75Updated last year
• sergio12S / youtoube
  ☆102Updated 2 years ago
• sofienkaabar / trend-following-strategies
  Official Repository
  ☆129Updated 3 years ago
• jo-cho / trading-rules-using-machine-learning
  Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.
  ☆67Updated 2 years ago
• AndreaFerrante / Orderflow
  This Python package manages methods to reshape tick by tick data for order flow analysis
  ☆107Updated this week
• neurotrader888 / TimeSeriesReversibility
  ☆17Updated 2 years ago
• CraigMariani / GridTradingBot
  ☆31Updated 3 years ago
• beinghorizontal / tpo_project
  Visualisation for auction market theory with live charts
  ☆124Updated 5 years ago
• bernardcheng / tos_options_dashboard
  Interactive dashboard to filter and analyse stock options contracts (Built using data from ThinkOrSwim's API and Plotly Dash components)
  ☆83Updated 2 years ago
• cirla / tulipy
  [NOT ACTIVELY MAINTAINED] Tulipy - Financial Technical Analysis Indicator Library (Python bindings for Tulip Charts)
  ☆92Updated 6 years ago
• philippe-ostiguy / PyBacktesting
  🚀 Optimizing the Elliott Wave Theory using genetic algorithms to forecast the financial markets.
  ☆168Updated 4 years ago
• DavidCico / Enhanced-Event-Driven-Backtester
  In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…
  ☆68Updated 4 years ago
• dreyhsu / Meta_Labeling
  Meta labeling is a method of determining the size of the bet.
  ☆30Updated 3 years ago
• neurotrader888 / TradeDependenceRunsTest
  ☆15Updated 2 years ago
• aicheung / 0dte-trader
  Trade 0DTE options algorithmically using Interactive Brokers (IBKR) API.
  ☆70Updated 2 years ago
• hudson-and-thames / arbitrage_research
  Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.
  ☆130Updated last year
• AlgoTrading101 / VectorBT-AlgoTrading101
  VectorBT Backtesting
  ☆34Updated 2 years ago
• sofienkaabar / contrarian-trading-strategies
  Source Codes for "Contrarian Trading Strategies in Python"
  ☆78Updated 2 years ago
• jo-cho / Technical_Analysis_Strategies_Cryptocurrency
  Different trading strategies based on technical analysis using Ethereum/USD 5-minute bars data
  ☆21Updated 4 years ago
• adamd1985 / quant_research
  Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.
  ☆71Updated last year
• diliprk / vectorbt_pro_dashboard
  A Dashboard for multi-time frame simulation analysis for a portfolio of instruments
  ☆41Updated 2 years ago
• sofienkaabar / the-book-of-trading-strategies
  Source Codes for the Book of Trading Strategies
  ☆178Updated 3 years ago