rafa-rod / pytrendseriesLinks
Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.
☆159Updated 10 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.☆99Updated last week
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆86Updated last year
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆93Updated 2 years ago
- Probability of Backtest Overfitting in Python☆127Updated 2 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
- Technical Analysis Indicators for polars☆222Updated last month
- Master repository for the pandas-ml modules☆164Updated 2 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆125Updated 5 years ago
- Python implementation of the strategies described in the book "151 trading strategies", written by Kakushadze and Serur.☆79Updated 5 years ago
- Literature survey of order execution strategies implemented in python☆44Updated 5 years ago
- Financial AI with Python☆97Updated last month
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierar…☆130Updated 2 years ago
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆115Updated last year
- trend / momentum and other patterns in financial timeseries☆273Updated 4 years ago
- [NOT ACTIVELY MAINTAINED] Tulipy - Financial Technical Analysis Indicator Library (Python bindings for Tulip Charts)☆92Updated 6 years ago
- TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…☆50Updated 2 years ago
- A Collection of public tutorials published in the qubitquants.pro blog☆74Updated 2 years ago
- To classify trades into buyer- and seller-initiated.☆154Updated 3 years ago
- Plot backtrader's result using plotly instead of the matplotlib☆46Updated 2 years ago
- ☆208Updated 2 years ago
- ☆55Updated 4 years ago
- This Python package manages methods to reshape tick by tick data for order flow analysis☆112Updated last month
- AI-powered CLI tool: Transform trading research papers into QuantConnect algorithms using GPT-4☆85Updated this week
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆96Updated 7 months ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆86Updated last year
- The book <Advanced Algorithmic Trading> and its source code☆61Updated 7 years ago
- alpha投研示例☆88Updated 3 months ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆69Updated 3 years ago
- Transformers for limit order books☆120Updated 5 years ago
- Notes on Advances in Financial Machine Learning☆82Updated 7 years ago