pierregm / scikits.timeseries-sandbox
A library to handle time series in NumPy/SciPy
☆16Updated 14 years ago
Alternatives and similar repositories for scikits.timeseries-sandbox:
Users that are interested in scikits.timeseries-sandbox are comparing it to the libraries listed below
- The major goal of this project is to predict financial re- cession given the frequencies of the top 500 word stems in the reports of fina…☆14Updated 9 years ago
- Currency Portfolio Optimization - IPython notebook and data☆26Updated 9 years ago
- Python Econometrics toolbox, requires NumPy☆26Updated 12 years ago
- Git fork of https://code.google.com/p/trading-with-python/☆21Updated 11 years ago
- L1 Trend Filtering☆19Updated 11 months ago
- Gets stock quotes from Yahoo and Google Finance, and historical prices from Yahoo Finance.☆46Updated 2 years ago
- IPython Notebook Servers in Docker Containers☆27Updated 9 years ago
- A Tour of Time Series Analysis☆23Updated 8 years ago
- Brief python code to analyze asset allocation.☆17Updated 10 years ago
- Networks meet Finance in Python - July 27 2014☆23Updated 10 years ago
- ☆13Updated 8 years ago
- Stock Market Relational Model/Schema (SQLAlchemy)☆24Updated 8 years ago
- BlackScholes Model, with Montecarlo implmented in python with TensorFlow☆17Updated 9 years ago
- Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents☆22Updated 6 years ago
- Time series and Financial analysis in python☆15Updated 5 years ago
- correlationMatrix is a Python powered library for the statistical analysis and visualization of correlations☆14Updated 3 months ago
- Material from presentations☆13Updated 3 years ago
- ☆14Updated 11 years ago
- Tools for machine learning & modeling with noisy data☆10Updated 9 years ago
- Implementations of the graphical lasso method to estimation of covariance matrices in finance.☆36Updated 12 years ago
- A Python library implementing Bayesian methods for solving estimation and forecasting problems in time series analysis☆21Updated 8 years ago
- ADENINE: A Data ExploratioN PipelINE☆15Updated 6 years ago
- Open Source Tools for Financial Time Series Analysis and Visualization☆69Updated 9 years ago
- Portfolio optimization package in Python.☆16Updated 5 years ago
- Hierarchical Clustering Algorithms☆35Updated 2 years ago
- implement some outlier detection algorithms☆11Updated 9 years ago
- RF + GBM + ARIMA/NN Hybrid ensemble for predicting 6-month returns for the 9 sector ETFs plus IYZ☆24Updated 10 years ago
- R package for inference on the Sharpe ratio.☆19Updated 3 months ago
- Universal 1d/2d data containers with Transformers functionality for data analysis.☆26Updated 2 years ago