Alternatives and similar repositories for fredapi:

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

• wegamekinglc / VisualPortfolio
  ☆105Updated 7 years ago
• jeffrey-liang / quantitative
  quantitative - Quantitative finance back testing library
  ☆64Updated 5 years ago
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆123Updated 4 years ago
• quantstart / qstrader
  QSTrader
  ☆129Updated 5 years ago
• joequant / algobroker
  Algo execution engine
  ☆89Updated 8 years ago
• esvhd / pypbo
  Probability of Backtest Overfitting in Python
  ☆120Updated last year
• 11bblandin / quantfiction
  Notebooks and stuff from quantfiction.com
  ☆36Updated 4 years ago
• marcdemers / py_vollib_vectorized
  A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
  ☆124Updated last month
• vollib / lets_be_rational
  ☆39Updated 9 years ago
• deltaray-io / kelly-criterion
  Kelly Criterion calculation
  ☆93Updated 2 years ago
• teddykoker / survivorship-free-spy
  ☆111Updated 10 months ago
• quantopian / mlfinlab
  MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…
  ☆63Updated last year
• benjaminmgross / visualize-wealth
  portfolio construction and quantitative analysis
  ☆140Updated 9 years ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆78Updated last year
• txjohnny5 / Tom-Demark-Indicator
  Financial charting with Tom DeMark indicator overlay
  ☆42Updated 5 years ago
• vollib / py_lets_be_rational
  ☆52Updated 5 months ago
• llazzaro / analyzer
  Python framework for real-time financial and backtesting trading strategies
  ☆213Updated 9 years ago
• denhartog / quantstart-backtester
  ☆45Updated 9 years ago
• tomyitav / talib-extensions
  Implementing technical indicators that are not implemented in ta-lib
  ☆68Updated 8 years ago
• omartinsky / QuantAndFinancial
  This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com
  ☆126Updated 3 years ago
• quantrocket-llc / ibpythonic
  IbPy-like interface for the Interactive Brokers Python API
  ☆59Updated last year
• gityoav / pyg-mongo
  mongodb synchronous interaction with pyg
  ☆11Updated last year
• cuemacro / cufflinks
  Productivity Tools for Plotly + Pandas
  ☆17Updated 6 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆75Updated 6 years ago
• Harkishan-99 / Alternative-Bars
  Generate various Alternative Bars both historically and at real-time.
  ☆34Updated 2 years ago
• jensolson / CFTC-COT
  Parses historical and current CFTC Commitments of Traders reports into easy-to-use pandas dataframes
  ☆34Updated 5 years ago
• rspadim / Adv_Fin_ML
  Advances in Financial Machine Learning by Marcos Lopez De Prado
  ☆54Updated 5 years ago
• tobiasbrodd / backtester
  An event-driven backtester
  ☆94Updated 4 years ago