quantopian / alphalensLinks
Performance analysis of predictive (alpha) stock factors
☆4,117Updated last year
Alternatives and similar repositories for alphalens
Users that are interested in alphalens are comparing it to the libraries listed below
Sorting:
- Portfolio and risk analytics in Python☆6,223Updated 2 years ago
- bt - flexible backtesting for Python☆2,781Updated last month
- Python Algorithmic Trading Library☆4,638Updated 2 years ago
- QuantStart.com - QSTrader backtesting simulation engine.☆3,294Updated last year
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆1,454Updated last year
- Systematic Trading in python☆3,175Updated this week
- QTPyLib, Pythonic Algorithmic Trading☆2,252Updated 4 years ago
- A list of online resources for quantitative modeling, trading, portfolio management☆3,707Updated last year
- ffn - a financial function library for Python☆2,492Updated last month
- Portfolio analytics for quants, written in Python☆6,661Updated 3 weeks ago
- Portfolio Optimization and Quantitative Strategic Asset Allocation in Python☆3,760Updated last month
- Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity☆5,460Updated 2 months ago
- Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.☆1,973Updated 3 weeks ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆4,534Updated 2 years ago
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆2,212Updated 3 years ago
- Zipline, a Pythonic Algorithmic Trading Library☆1,653Updated last month
- ⚡️ Lightning-fast backtesting engine to find your trading edge☆6,622Updated last week
- Supply a wrapper ``StockDataFrame`` based on the ``pandas.DataFrame`` with inline stock statistics/indicators support.☆1,441Updated 2 weeks ago
- Quantitative research and educational materials☆2,742Updated 5 years ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,865Updated last year
- Quantitative analysis, strategies and backtests☆2,794Updated 2 years ago
- fastquant — Backtest and optimize your ML trading strategies with only 3 lines of code!☆1,738Updated 2 years ago
- Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)☆3,701Updated 10 months ago
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆1,881Updated 3 years ago
- A curated list of insanely awesome libraries, packages and resources for systematic trading. Crypto, Stock, Futures, Options, CFDs, FX, a…☆3,580Updated 5 months ago
- Common financial technical indicators implemented in Pandas.☆2,244Updated 3 years ago
- Python API for the Interactive Brokers on-line trading system.☆1,423Updated 9 years ago
- A program for financial portfolio management, analysis and optimisation.☆1,709Updated 2 years ago
- Various Types of Stock Analysis in Excel, Matlab, Power BI, Python, R, and Tableau☆1,945Updated 9 months ago
- Financial Markets Data Visualization using Matplotlib☆4,282Updated last year