Alternatives and similar repositories for empyrical

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

• pmorissette / ffn
  ffn - a financial function library for Python
  ☆2,388Updated last week
• cuemacro / findatapy
  Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.
  ☆1,934Updated last week
• pmorissette / bt
  bt - flexible backtesting for Python
  ☆2,721Updated last week
• quantopian / trading_calendars
  Calendars for various securities exchanges.
  ☆643Updated 2 years ago
• jasonstrimpel / volatility-trading
  A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
  ☆1,794Updated last year
• ematvey / pybacktest
  Vectorized backtesting framework in Python / pandas, designed to make your backtesting easier — compact, simple and fast
  ☆813Updated 3 years ago
• ranaroussi / qtpylib
  QTPyLib, Pythonic Algorithmic Trading
  ☆2,236Updated 4 years ago
• rsheftel / pandas_market_calendars
  Exchange calendars to use with pandas for trading applications
  ☆920Updated last week
• stefan-jansen / zipline-reloaded
  Zipline, a Pythonic Algorithmic Trading Library
  ☆1,576Updated last week
• quantopian / alphalens
  Performance analysis of predictive (alpha) stock factors
  ☆3,974Updated last year
• enthought / pyql
  Cython QuantLib wrappers
  ☆1,132Updated 2 months ago
• michaelchu / optopsy
  A nimble options backtesting library for Python
  ☆1,210Updated last year
• femtotrader / pandas_talib
  A Python Pandas implementation of technical analysis indicators
  ☆779Updated 7 years ago
• jealous / stockstats
  Supply a wrapper ``StockDataFrame`` based on the ``pandas.DataFrame`` with inline stock statistics/indicators support.
  ☆1,427Updated 5 months ago
• robcarver17 / pysystemtrade
  Systematic Trading in python
  ☆3,077Updated last week
• mhallsmoore / qstrader
  QuantStart.com - QSTrader backtesting simulation engine.
  ☆3,235Updated last year
• BlackArbsCEO / Adv_Fin_ML_Exercises
  Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]
  ☆1,848Updated 2 years ago
• Marigold / universal-portfolios
  Collection of algorithms for online portfolio selection
  ☆837Updated last month
• santoshlite / EigenLedger
  An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎
  ☆1,037Updated last month
• mcdallas / wallstreet
  Real time stock and option data.
  ☆1,581Updated last year
• enzoampil / fastquant
  fastquant — Backtest and optimize your ML trading strategies with only 3 lines of code!
  ☆1,728Updated 2 years ago
• peerchemist / finta
  Common financial technical indicators implemented in Pandas.
  ☆2,230Updated 3 years ago
• fmilthaler / FinQuant
  A program for financial portfolio management, analysis and optimisation.
  ☆1,643Updated 2 years ago
• Heerozh / spectre
  GPU-accelerated Factors analysis library and Backtester
  ☆748Updated 6 months ago
• cvxgrp / cvxportfolio
  Portfolio optimization and back-testing.
  ☆1,122Updated 2 weeks ago
• stefan-jansen / pyfolio-reloaded
  Portfolio and risk analytics in Python
  ☆542Updated last week
• dcajasn / Riskfolio-Lib
  Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
  ☆3,636Updated 3 months ago
• gerrymanoim / exchange_calendars
  Calendars for various securities exchanges.
  ☆559Updated this week
• bsolomon1124 / pyfinance
  Python package designed for general financial and security returns analysis.
  ☆334Updated 2 years ago
• QuantConnect / Tutorials
  Jupyter notebook tutorials from QuantConnect website for Python, Finance and LEAN.
  ☆653Updated 3 months ago