thalesians / tsaLinks
The Thalesians' Time Series Analysis (TSA) library
☆130Updated 5 years ago
Alternatives and similar repositories for tsa
Users that are interested in tsa are comparing it to the libraries listed below
Sorting:
- ☆195Updated 5 years ago
- Depricated repo. Please refer to mlfinlab☆113Updated 5 years ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆135Updated 4 years ago
- Python tools to quantitatively manage financial risk☆69Updated 6 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆128Updated 5 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆247Updated last year
- ☆45Updated 8 years ago
- ☆36Updated 8 years ago
- Deep learning framework for HFT algorithmic trading strategy development☆77Updated 4 years ago
- ☆27Updated 6 years ago
- Listed Volatility and Variance Derivatives (Wiley Finance)☆158Updated 3 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆117Updated 8 years ago
- portfolio construction and quantitative analysis☆144Updated 10 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Repository for teachings on Quant Finance☆49Updated 6 years ago
- A collection of code snippets that can be constructed into larger trading algorithms.☆110Updated 8 years ago
- The Thalesians' Python library☆64Updated 9 years ago
- Notes for Active Portfolio Management, by Grinold and Kahn☆47Updated 9 years ago
- An event-based backtester written in Python for algorithmic trading.☆43Updated 8 years ago
- As described in Advances of Machine Learning by Marcos Prado.☆120Updated 3 years ago
- Bayesian models to compute performance and uncertainty of returns and alpha.☆112Updated 2 years ago
- 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
- In this notebook we will explore a machine learning approach to find anomalies in stock options pricing.☆270Updated 6 years ago
- Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''☆113Updated 7 years ago
- Machine learning end-to-end research and trade execution☆100Updated 5 years ago
- Unsupervised machine learning Principal Component Analysis (PCA) on the Dow Jones Industrial Average index and it's respective 30 stocks …☆75Updated 5 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆175Updated 4 years ago
- Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics☆132Updated last week
- Jupyter (IPython) notebooks for exploring mixture models☆37Updated 8 years ago
- ☆44Updated last year