Alternatives and similar repositories for efficient-frontier

Users that are interested in efficient-frontier are comparing it to the libraries listed below

• harpone / PyArb
  Statistical arbitrage simulation, modeling and backtesting with Python.
  ☆57Updated 9 years ago
• quantopian / algorithm-component-library
  A collection of code snippets that can be constructed into larger trading algorithms.
  ☆109Updated 8 years ago
• alpacahq / blogmaterials
  ☆30Updated 4 years ago
• camisatx / pySecMaster
  An automated system to store and maintain financial data.
  ☆69Updated 6 years ago
• euclidjda / deep-quant
  Deep learning for forecasting company fundamental data
  ☆140Updated 6 years ago
• jasonswearingen / QuantShim
  A Python framework for R&D of financial investment strategies, and trading them algorithmiclly via Quantopian.com
  ☆51Updated 10 years ago
• RJT1990 / Active-Portfolio-Management-Notes
  Notes for Active Portfolio Management, by Grinold and Kahn
  ☆46Updated 9 years ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆42Updated 7 years ago
• davidastephens / pandas-finance
  High level API for access to and analysis of financial data.
  ☆156Updated 5 months ago
• jeromeku / Python-Financial-Tools
  Providing financial analysis tools to the Python open-source community.
  ☆65Updated 11 years ago
• thalesians / bayestsa
  A Python library implementing Bayesian methods for solving estimation and forecasting problems in time series analysis
  ☆21Updated 8 years ago
• femtotrader / barchart-ondemand-client-python
  ☆14Updated 9 years ago
• druce / Machine-learning-for-financial-market-prediction
  Machine Learning for Financial Market Prediction
  ☆59Updated 6 years ago
• melvinmt / sharpefolio
  Stock portfolio optimizer in Python based on least correlated moving sharpe / sortino ratios.
  ☆54Updated 10 years ago
• florentchandelier / zipline2quantopian
  generating quantopian scripts from multiple files in zipline
  ☆54Updated 8 years ago
• ptuls / multiarm_kelly_portfolio
  Simulating the combination of multiarm bandits with the Kelly criterion for portfolio allocation
  ☆28Updated 2 years ago
• jcbagneris / fms-jcb
  FMS, an agent-based Financial Market Simulator
  ☆104Updated 13 years ago
• StuartGordonReid / Python-Notebooks
  IPython Notebooks from old blog posts
  ☆28Updated 8 years ago
• philipperemy / stock-volatility-google-trends
  Deep Learning Stock Volatility with Google Domestic Trends: https://arxiv.org/pdf/1512.04916.pdf
  ☆93Updated 3 years ago
• jamesmawm / Options-Modelling
  Root-finding algos, Black-Scholes and trees with Python
  ☆44Updated 11 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 8 years ago
• jacobkahn / reinforcement-learning-market-microstructure
  Using Q-learning to better navigate orderbooks.
  ☆22Updated 7 years ago
• quantmind / dynts
  Python package for timeseries analysis and manipulation
  ☆86Updated 8 years ago
• datawrestler / after-hours
  Obtain pre market and after hours stock prices for a given symbol
  ☆34Updated 4 years ago
• jaungiers / Random-Portfolio-vs-Benchmark-Strategy
  Python Monte Carlo Simulation to model returns from randomly generated portfolios against a benchmark index.
  ☆23Updated 10 years ago
• QGoGithub / Python_ds_Research
  Python based Quant Finance Models, Tools and Algorithmic Decision Making
  ☆46Updated 7 years ago
• StuartGordonReid / Comp-Finance
  This repository contains Python-based tools for Computational Finance. It is related to the Computational Finance blog run by Stuart Reid…
  ☆54Updated 10 years ago
• femtotrader / awesome-quant
  A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
  ☆12Updated this week
• jheusser / hawkes
  Hawkes Process Estimation
  ☆53Updated 11 years ago
• wolfws / keras-tensorflow-financial-time-series-signal-forecast
  Financial Time Series Price forecast using Keras for Tensorflow. RNN LSTM
  ☆47Updated 8 years ago