rafa-rod / pytrendseriesLinks
Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.
☆155Updated 7 months ago
Alternatives and similar repositories for pytrendseries
Users that are interested in pytrendseries are comparing it to the libraries listed below
Sorting:
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆91Updated 2 weeks ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆82Updated last year
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆89Updated 2 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆123Updated 5 years ago
- Master repository for the pandas-ml modules☆163Updated 2 years ago
- Technical Analysis Indicators for polars☆196Updated last week
- ☆53Updated 4 years ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆47Updated 2 years ago
- Financial AI with Python☆91Updated 5 months ago
- Literature survey of order execution strategies implemented in python☆44Updated 5 years ago
- Probability of Backtest Overfitting in Python☆126Updated 2 years ago
- A Collection of public tutorials published in the qubitquants.pro blog☆74Updated 2 years ago
- trend / momentum and other patterns in financial timeseries☆275Updated 4 years ago
- To classify trades into buyer- and seller-initiated.☆149Updated 2 years ago
- [NOT ACTIVELY MAINTAINED] Tulipy - Financial Technical Analysis Indicator Library (Python bindings for Tulip Charts)☆92Updated 6 years ago
- Transformers for limit order books☆115Updated 5 years ago
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆85Updated 4 months ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆57Updated 2 years ago
- The legacy version of QuantCoder, containing core workflows for transforming finance research into trading strategies and generating code…☆75Updated 5 months ago
- An All-in-One Algo-Trading Framework: Backtest -> Train -> Trade -> Monitor. Machine / Deep Learning Ready. Supports All Trading: TradFi+…☆53Updated last month
- This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…☆49Updated 8 months ago
- Notes on Advances in Financial Machine Learning☆80Updated 6 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Updated 2 years ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆84Updated last year
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated last year
- ☆203Updated 2 years ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆105Updated last year
- stock☆93Updated 4 years ago
- The book <Advanced Algorithmic Trading> and its source code☆60Updated 7 years ago
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆257Updated 2 years ago