Alternatives and similar repositories for tsa

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

• BlackArbsCEO / mixture_model_trading_public
  ☆195Updated 5 years ago
• Jackal08 / financial-data-structures
  Depricated repo. Please refer to mlfinlab
  ☆113Updated 5 years ago
• omartinsky / QuantAndFinancial
  This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com
  ☆135Updated 4 years ago
• RJT1990 / Active-Portfolio-Management-Notes
  Notes for Active Portfolio Management, by Grinold and Kahn
  ☆47Updated 9 years ago
• BlackArbsCEO / synthetic_time_series
  ☆27Updated 6 years ago
• aaaquants / QuantBasics1-4
  ☆45Updated 8 years ago
• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆247Updated last year
• pjgranahan / qfrm
  Python tools to quantitatively manage financial risk
  ☆69Updated 6 years ago
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆128Updated 5 years ago
• Jackal08 / QuantInsti-Final-Project-Statistical-Arbitrage
  QuantInsti EPAT: Final Project on Statistical Arbitrage
  ☆117Updated 8 years ago
• benjaminmgross / visualize-wealth
  portfolio construction and quantitative analysis
  ☆144Updated 10 years ago
• StuartGordonReid / Comp-Finance
  This repository contains Python-based tools for Computational Finance. It is related to the Computational Finance blog run by Stuart Reid…
  ☆53Updated 11 years ago
• jeromeku / Python-Financial-Tools
  Providing financial analysis tools to the Python open-source community.
  ☆67Updated 11 years ago
• thalesians / pythalesians
  The Thalesians' Python library
  ☆64Updated 9 years ago
• robcarver17 / ibswigsystematicexamples
  Automatically exported from code.google.com/p/ibswigsystematicexamples
  ☆38Updated 8 years ago
• teddykoker / survivorship-free-spy
  ☆117Updated last year
• philipperemy / fractional-differentiation-time-series
  As described in Advances of Machine Learning by Marcos Prado.
  ☆121Updated 3 years ago
• danielktaylor / PyStrategies
  Deep learning framework for HFT algorithmic trading strategy development
  ☆77Updated 4 years ago
• rspadim / Adv_Fin_ML
  Advances in Financial Machine Learning by Marcos Lopez De Prado
  ☆54Updated 6 years ago
• AntonVonGolub / Code
  Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''
  ☆113Updated 8 years ago
• mgroncki / IPythonScripts
  Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…
  ☆171Updated 7 years ago
• pbharrin / alpha-compiler
  ☆44Updated last year
• aaaquants / LSTM-trading
  ☆25Updated 8 years ago
• yhilpisch / lvvd
  Listed Volatility and Variance Derivatives (Wiley Finance)
  ☆158Updated 4 years ago
• StuartGordonReid / r4nd0m
  ☆114Updated 5 years ago
• quantopian / algorithm-component-library
  A collection of code snippets that can be constructed into larger trading algorithms.
  ☆110Updated 9 years ago
• quantopian / mlfinlab
  MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…
  ☆62Updated 2 years ago
• BlackArbsCEO / option_skew_project_public
  ☆36Updated 8 years ago
• Auquan / auquan-toolbox-python
  Backtesting toolbox for trading strategies - DEPRECATED
  ☆110Updated 5 years ago
• srome / pybacktester
  An event-based backtester written in Python for algorithmic trading.
  ☆43Updated 8 years ago