Alternatives and similar repositories for alphalens-reloaded:

Users that are interested in alphalens-reloaded are comparing it to the libraries listed below

• stefan-jansen / pyfolio-reloaded
  Portfolio and risk analytics in Python
  ☆451Updated 6 months ago
• jerryxyx / AlphaTrading
  An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…
  ☆359Updated 6 years ago
• financialnoob / pairs_trading
  experiments with pair trading
  ☆288Updated 4 months ago
• Heerozh / spectre
  GPU-accelerated Factors analysis library and Backtester
  ☆680Updated this week
• yli188 / WorldQuant_alpha101_code
  Code implementation of the Quantigic 101 Formulaic Alphas
  ☆504Updated 6 years ago
• rolling-panda-san / notebooks
  Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.
  ☆570Updated this week
• quarkfin / qf-lib
  Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…
  ☆581Updated last week
• emoen / Machine-Learning-for-Asset-Managers
  Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…
  ☆532Updated 2 months ago
• happydasch / btplotting
  btplotting provides plotting for backtests, optimization results and live data from backtrader.
  ☆361Updated 7 months ago
• gerrymanoim / exchange_calendars
  Calendars for various securities exchanges.
  ☆499Updated last week
• KidQuant / Pairs-Trading-With-Python
  This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…
  ☆385Updated last year
• marketneutral / alphatools
  Quantitative finance research tools in Python
  ☆417Updated 2 years ago
• vollib / py_vollib
  ☆325Updated last year
• ArturSepp / QuantInvestStrats
  Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …
  ☆307Updated this week
• doda / advances-in-financial-ml-notes
  ☆288Updated last year
• chrism2671 / PyTrendFollow
  PyTrendFollow - systematic futures trading using trend following
  ☆400Updated 6 years ago
• sstoikov / microprice
  ☆388Updated 4 years ago
• michaelchu / optopsy
  A nimble options backtesting library for Python
  ☆1,073Updated 9 months ago
• ynouri / pysabr
  SABR model Python implementation
  ☆493Updated 2 years ago
• JerBouma / AlgorithmicTrading
  This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …
  ☆936Updated last year
• Lumiwealth / quantstats_lumi
  ☆129Updated 8 months ago
• quantopian / trading_calendars
  Calendars for various securities exchanges.
  ☆635Updated last year
• marketneutral / pairs-trading-with-ML
  ☆211Updated 7 years ago
• jmrichardson / tuneta
  Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models
  ☆434Updated last year
• letianzj / quanttrader
  Backtest and live trading in Python
  ☆585Updated 9 months ago
• jo-cho / Technical_Analysis_and_Feature_Engineering
  Feature Engineering and Feature Importance in Machine Learning for Financial Markets
  ☆181Updated last year
• nicolezattarin / LOB-feature-analysis
  Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.
  ☆211Updated 3 years ago
• vollib / vollib
  Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…
  ☆757Updated last year
• fja05680 / pinkfish
  A backtester and spreadsheet library for stocks and ETFs
  ☆282Updated 2 months ago
• jasonstrimpel / volatility-trading
  A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
  ☆1,674Updated 5 months ago