Alternatives and similar repositories for tsa

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

• Jackal08 / financial-data-structures
  Depricated repo. Please refer to mlfinlab
  ☆113Updated 5 years ago
• BlackArbsCEO / mixture_model_trading_public
  ☆194Updated 5 years ago
• omartinsky / QuantAndFinancial
  This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com
  ☆131Updated 4 years ago
• danielktaylor / PyStrategies
  Deep learning framework for HFT algorithmic trading strategy development
  ☆73Updated 4 years ago
• thalesians / pythalesians
  The Thalesians' Python library
  ☆64Updated 8 years ago
• cuemacro / tcapy
  Open source TCA (transaction cost analysis) Python library for FX spot
  ☆240Updated last year
• pbharrin / alpha-compiler
  ☆44Updated last year
• pjgranahan / qfrm
  Python tools to quantitatively manage financial risk
  ☆66Updated 5 years ago
• rspadim / Adv_Fin_ML
  Advances in Financial Machine Learning by Marcos Lopez De Prado
  ☆54Updated 6 years ago
• yhilpisch / lvvd
  Listed Volatility and Variance Derivatives (Wiley Finance)
  ☆146Updated 3 years ago
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆126Updated 4 years ago
• AntonVonGolub / Code
  Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''
  ☆115Updated 7 years ago
• 691175002 / BLPInterface
  Python Bloomberg API and Pandas Wrapper
  ☆51Updated 5 years ago
• mgroncki / IPythonScripts
  Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…
  ☆159Updated 6 years ago
• robcarver17 / ibswigsystematicexamples
  Automatically exported from code.google.com/p/ibswigsystematicexamples
  ☆36Updated 8 years ago
• aaaquants / QuantBasics1-4
  ☆45Updated 7 years ago
• arraystream / fftoptionlib
  FFT-based Option Pricing Methods in Python
  ☆59Updated 6 years ago
• Jackal08 / QuantInsti-Final-Project-Statistical-Arbitrage
  QuantInsti EPAT: Final Project on Statistical Arbitrage
  ☆116Updated 8 years ago
• benjaminmgross / visualize-wealth
  portfolio construction and quantitative analysis
  ☆139Updated 9 years ago
• dalejung / ts-charting
  Time Series Charting
  ☆38Updated 8 years ago
• mChataign / DupireNN
  Neural network local volatility with dupire formula
  ☆76Updated 3 years ago
• philipperemy / fractional-differentiation-time-series
  As described in Advances of Machine Learning by Marcos Prado.
  ☆121Updated 2 years ago
• cuemacro / teaching
  Teaching Resources for Cuemacro courses
  ☆53Updated last month
• mdengler / cla
  An Open-Source Implementation of the Critical-Line Algorithm for Portfolio Optimization
  ☆35Updated 3 years ago
• bespector / implied-vol
  ☆44Updated 5 years ago
• BlackArbsCEO / synthetic_time_series
  ☆27Updated 6 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆76Updated 6 years ago
• bpsmith / pybbg
  Python interface to Bloomberg COM APIs
  ☆53Updated 10 years ago
• vollib / lets_be_rational
  ☆41Updated 10 years ago
• lakshmiDRIP / DROP
  Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
  ☆124Updated this week