Alternatives and similar repositories for polars-trading

Users that are interested in polars-trading are comparing it to the libraries listed below

• Yvictor / polars_ta_extension
  Polars extension for Ta-Lib: Support Ta-Lib functions in Polars expressions
  ☆225Updated 4 months ago
• azmyrajab / polars_ols
  Polars least squares extension - enables fast linear model polar expressions
  ☆185Updated last month
• vinish-ai / polars-streaming
  Stream Processing using Polars
  ☆32Updated 2 years ago
• wukan1986 / polars_ta
  Technical Analysis Indicators for polars
  ☆221Updated 3 weeks ago
• PFund-Software-Ltd / pfund
  An All-in-One Algo-Trading Framework: Backtest -> Train -> Trade -> Monitor. Machine / Deep Learning Ready. Supports All Trading: TradFi+…
  ☆60Updated 2 months ago
• barak1412 / polars_ml
  ☆15Updated last year
• 3jane / numpy_ext
  An extension library for NumPy that implements common array operations not present in NumPy
  ☆45Updated 2 years ago
• pola-rs / polars-xdt
  Polars plugin offering eXtra stuff for DateTimes
  ☆225Updated this week
• maread99 / market_prices
  Get meaningful OHLCV datasets
  ☆92Updated this week
• ArturSepp / OptimalPortfolios
  Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python
  ☆59Updated 2 weeks ago
• scikit-portfolio / scikit-portfolio
  A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
  ☆58Updated last year
• RomFR57 / fastfinance
  Fast Technical Indicators speed up with Numba
  ☆45Updated 2 years ago
• dream-faster / fold
  🪁 A fast Adaptive Machine Learning library for Time-Series, that lets you build, deploy and update composite models easily. An order of …
  ☆102Updated last year
• dovahcrow / factor-expr
  Factor Expression + Historical Data = Factor Values
  ☆30Updated last year
• cvxgrp / simulator
  Tool to support backtests
  ☆48Updated this week
• tschm / cs
  my talk for credit suisse
  ☆41Updated last week
• MarcoGorelli / polars-plugins-tutorial
  How you (yes, you!) can write a Polars Plugin
  ☆151Updated last month
• stefansimik / nautilus_trader_examples
  ☆42Updated 7 months ago
• abstractqqq / polars_istr
  Identifiers and Standard Format Parsing for Polars Dataframe
  ☆17Updated 3 months ago
• calumrussell / rotala
  Backtesting engine written in Rust
  ☆75Updated 9 months ago
• Guillaume-Fgt / vectorbt_backtesting
  Web app for pandas-ta indicators
  ☆18Updated last year
• bbcho / risktools-dev
  Risk tools for commodities trading and finance
  ☆36Updated last week
• limx0 / nautilus_talks
  ☆41Updated last year
• Quantco / polarify
  Simplifying conditional Polars Expressions with Python 🐍 🐻‍❄️
  ☆130Updated last week
• quantmind / quantflow
  Quantitative finance and derivative pricing
  ☆22Updated last week
• stefan-jansen / empyrical-reloaded
  Common financial risk and performance metrics. Used by zipline and pyfolio.
  ☆97Updated 3 weeks ago
• databento / databento-python
  The official Python client library for Databento
  ☆228Updated last week
• MarcoGorelli / cookiecutter-polars-plugins
  Project template for Polars Plugins
  ☆80Updated this week
• nanvel / cipher-bt
  Trading strategy backtesting framework supporting multiple concurrent sessions, complex exit strategies, and multi-exchange data sources …
  ☆18Updated 3 months ago
• marcdemers / py_vollib_vectorized
  A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
  ☆144Updated last year