rafa-rod / pytrendseries
Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.
☆131Updated 4 months ago
Alternatives and similar repositories for pytrendseries:
Users that are interested in pytrendseries are comparing it to the libraries listed below
- Technical Analysis Indicators for polars☆129Updated this week
- A Collection of public tutorials published in the qubitquants.pro blog☆61Updated last year
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆78Updated last year
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆71Updated 10 months ago
- ☆45Updated 3 years ago
- Financial AI with Python☆59Updated last month
- Notes on Advances in Financial Machine Learning☆75Updated 6 years ago
- ☆39Updated 3 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆36Updated last year
- Master repository for the pandas-ml modules☆160Updated last year
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆113Updated 4 years ago
- The book <Advanced Algorithmic Trading> and its source code☆58Updated 7 years ago
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆60Updated 2 months ago
- alpha投研示例☆62Updated last week
- Gerber robust statistics for portfolio optimization☆55Updated 2 years ago
- Collection of indicators that I used in my strategies.☆51Updated last year
- 机器学习交易策略搭建研究的全套解决方案 / Building Trading Strategies with Machine Learning in Closed-Loop☆33Updated 4 months ago
- powerful ai-copilot for quant traders and researchers☆137Updated 8 months ago
- trend / momentum and other patterns in financial timeseries☆248Updated 3 years ago
- Literature survey of order execution strategies implemented in python☆40Updated 4 years ago
- Probability of Backtest Overfitting in Python☆120Updated last year
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets☆69Updated last month
- ☆24Updated last year
- Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …☆55Updated 2 years ago
- Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices☆106Updated 3 weeks ago
- A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy☆58Updated 4 years ago
- Official implementation for AAAI2025: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors☆123Updated 4 months ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆61Updated 4 years ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆73Updated 7 months ago
- CS7641 Team project☆93Updated 4 years ago