rafa-rod / pytrendseriesLinks
Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.
☆155Updated 6 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.☆83Updated last week
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆80Updated last year
- Master repository for the pandas-ml modules☆163Updated 2 years ago
- trend / momentum and other patterns in financial timeseries☆272Updated 4 years ago
- Technical Analysis Indicators for polars☆183Updated last week
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆85Updated 2 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆125Updated 5 years ago
- Probability of Backtest Overfitting in Python☆127Updated 2 years ago
- stock☆89Updated 4 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 last year
- LOBCAST is a Python-based open-source framework for stock market trend forecasting using Limit Order Book (LOB) data. 🤖📈☆105Updated last year
- Literature survey of order execution strategies implemented in python☆45Updated 5 years ago
- Transformers for limit order books☆114Updated 5 years ago
- ☆202Updated 2 years ago
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierar…☆129Updated last year
- Estimation of the lead-lag parameter from non-synchronous data.☆128Updated 4 months ago
- Notes on Advances in Financial Machine Learning☆80Updated 6 years ago
- A Collection of public tutorials published in the qubitquants.pro blog☆70Updated 2 years ago
- This Python package manages methods to reshape tick by tick data for order flow analysis☆103Updated last week
- Python implementation of the strategies described in the book "151 trading strategies", written by Kakushadze and Serur.☆75Updated 5 years ago
- Financial AI with Python☆87Updated 4 months ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆82Updated last year
- To classify trades into buyer- and seller-initiated.☆145Updated 2 years ago
- [NOT ACTIVELY MAINTAINED] Tulipy - Financial Technical Analysis Indicator Library (Python bindings for Tulip Charts)☆92Updated 6 years ago
- ☆53Updated 4 years ago
- Package based on the work of Dr Marcos Lopez de Prado regarding his research with respect to Advances in Financial Machine Learning☆33Updated 5 years ago
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆253Updated 2 years ago
- factor performance visualization☆38Updated last month
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆80Updated 2 months ago
- Rewriting the code in "Machine Learning for Factor Investing" in Python☆89Updated 4 years ago