Alternatives and similar repositories for rateflask

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

• quantopian / blaze
  NumPy and Pandas interface to Big Data
  ☆35Updated 2 years ago
• druce / Machine-learning-for-financial-market-prediction
  Machine Learning for Financial Market Prediction
  ☆59Updated 6 years ago
• yhilpisch / pydlon15
  Open Source Tools for Financial Time Series Analysis and Visualization
  ☆69Updated 10 years ago
• Joshuaek / bitcoin-forecast
  Using Facebook's Prophet forecasting library to forecast bitcoin prices
  ☆18Updated 7 years ago
• R-Finance / Meucci
  ☆45Updated 9 years ago
• gkiehne / quantopian
  Python code for Quantopian online backtester
  ☆53Updated 11 years ago
• ChicagoBoothML / MachineLearning_Fall2015
  BUS 41204: Machine Learning
  ☆34Updated 5 years ago
• erksubasi / AutoencoderCovShrinkage
  Presentation for QuantCon 2016
  ☆11Updated 9 years ago
• gusgordon / open_source_trading_talk
  How to make a trading strategy with open source Python tools
  ☆21Updated 7 years ago
• stevesimmons / PyDataDC2016-PandasFromTheInside
  Tutorial session from PyData Washington DC, Fri 7 October 2016
  ☆31Updated 8 years ago
• umamialex / stock-miner
  A Python script that can download historical stock data, 10-K & 10-Q filings, and simulate intraday data.
  ☆14Updated 11 years ago
• quantopian / Probabilistic-Programming-and-Bayesian-Methods-for-Hackers
  aka "Bayesian Methods for Hackers": An introduction to Bayesian methods + probabilistic programming with a computation/understanding-firs…
  ☆75Updated 8 years ago
• yhat / currency-portfolio-optimization
  Currency Portfolio Optimization - IPython notebook and data
  ☆26Updated 9 years ago
• alex314159 / blpapiwrapper
  Simple Python wrapper for the Python Open Bloomberg API
  ☆104Updated 2 years ago
• bespector / implied-vol
  ☆44Updated 5 years ago
• jasonswearingen / QuantShim
  A Python framework for R&D of financial investment strategies, and trading them algorithmiclly via Quantopian.com
  ☆51Updated 10 years ago
• ajtulloch / IntensityCreditModels
  Code used to implement various stochastic intensity models for univariate and multivariate credit risk models.
  ☆21Updated 11 years ago
• jgillick / LendingClub
  A Python API for LendingClub
  ☆102Updated 9 years ago
• QuriQuant / qq-pat
  The qq-pat library provides you with an easy interface for the creation of graphs and the calculation of statistics for financial time se…
  ☆29Updated 6 years ago
• henrywoo / qblog
  Blog system for quant
  ☆39Updated 9 years ago
• bashtage / pandas-stash
  Save and load entire workspaces containins pandas objects and numpy arrays
  ☆15Updated 6 years ago
• yhilpisch / arpm
  ☆16Updated 8 years ago
• julius-datajunkie / PerformanceAnalytics
  A python implementation of R's PerformanceAnalytics package
  ☆22Updated 11 years ago
• StuartGordonReid / emh
  An R Package for testing the Efficient Market Hypothesis
  ☆28Updated 8 years ago
• Densur / PyWoE
  ☆60Updated 6 years ago
• luyongxu / signalplot
  This repository contains code used for my blog.
  ☆85Updated 7 years ago
• yl2 / pa
  Performance Attribution for Equity Portfolios
  ☆24Updated last year
• duncangh / FSA
  ☆9Updated 8 years ago
• R-Finance / PortfolioAnalytics
  ☆45Updated 11 years ago
• melvinmt / sharpefolio
  Stock portfolio optimizer in Python based on least correlated moving sharpe / sortino ratios.
  ☆54Updated 10 years ago