Alternatives and similar repositories for covar

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

• bugra / l1
  L1 Trend Filtering
  ☆19Updated last year
• hstrey / Ornstein-Uhlenbeck-Bayesian
  ☆18Updated 5 years ago
• thalesians / bayestsa
  A Python library implementing Bayesian methods for solving estimation and forecasting problems in time series analysis
  ☆21Updated 8 years ago
• ChadFulton / pymar
  Markov Switching Models for Statsmodels
  ☆23Updated 8 years ago
• compops / gpo-smc-abc
  Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods
  ☆12Updated 7 years ago
• cmorgan / trading-with-python
  Git fork of https://code.google.com/p/trading-with-python/
  ☆21Updated 12 years ago
• RefaelLasry / EstimationOfCovarianceMatrix
  Estimation of the Covariance Matrix - linear and nonlinear shrinkage
  ☆22Updated 2 years ago
• AlexIoannides / pymc-stochastic-process
  Bayesian Inference and parameter estimation in quant finance.
  ☆42Updated 6 years ago
• croquelois / BlackScholesMC-TF
  BlackScholes Model, with Montecarlo implmented in python with TensorFlow
  ☆17Updated 9 years ago
• mrbcuda / pbo
  Probability of Backtest Overfitting
  ☆48Updated 3 years ago
• QingyunSun / Distributional-Robust-Kelly-Gambling
  ☆18Updated 4 years ago
• mattja / nsim
  Large scale simulation of ODEs or SDEs, analyze time series.
  ☆25Updated 6 years ago
• khrapovs / impvol
  Find Black-Scholes implied volatility
  ☆21Updated 7 years ago
• intuition-io / portfolio
  Keep calm and optimize
  ☆27Updated last year
• erksubasi / AutoencoderCovShrinkage
  Presentation for QuantCon 2016
  ☆11Updated 9 years ago
• GGiecold-zz / pyRMT
  Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.
  ☆74Updated 7 years ago
• NICTA / dora
  Nonparametric Active Sampling
  ☆11Updated 6 years ago
• udellgroup / pyglrm
  The Python wrapper for LowRankModels.jl.
  ☆15Updated 5 years ago
• steve98654 / PyTalk
  Files for Python Talk
  ☆24Updated 9 years ago
• modusdatascience / glm-sklearn
  Some scikit-learn-esque wrappers for statsmodels GLM
  ☆23Updated 11 years ago
• thunder-project / thunder-regression
  algorithms for mass univariate regression
  ☆12Updated 6 years ago
• mattjj / pyhsmm-autoregressive
  autoregressive plugin
  ☆27Updated 2 years ago
• bashtage / pandas-stash
  Save and load entire workspaces containins pandas objects and numpy arrays
  ☆15Updated 6 years ago
• phschiele / PyCLA
  A Python Package for Portfolio Optimization using the Critical Line Algorithm
  ☆27Updated last year
• PTRRupprecht / GenHurst
  Calculates the generalized Hurst exponent of a time series
  ☆40Updated last year
• tschm / pyhrp
  Run hierarchical risk parity algorithms
  ☆46Updated this week
• yhilpisch / ipynb-docker
  IPython Notebook Servers in Docker Containers
  ☆27Updated 9 years ago
• Quiota / tensorflow
  ☆10Updated 8 years ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆35Updated 6 years ago
• elsonidoq / py-l1tf
  Python implementation of L1 trend filtering algorithm
  ☆25Updated 5 years ago