The Thalesians' Time Series Analysis (TSA) library
☆132Aug 7, 2020Updated 5 years ago
Alternatives and similar repositories for tsa
Users that are interested in tsa are comparing it to the libraries listed below
Sorting:
- A Python library implementing Bayesian methods for solving estimation and forecasting problems in time series analysis☆21Mar 19, 2017Updated 8 years ago
- The Thalesians' LaTeX library☆11Feb 12, 2024Updated 2 years ago
- The Thalesians' Python library☆64Sep 23, 2016Updated 9 years ago
- A framework for detecting misreported returns in hedge funds.☆16Aug 25, 2019Updated 6 years ago
- My approaches to Financial Forecasting Challenge by G-Research☆45Dec 5, 2018Updated 7 years ago
- Backtesting tool on tick data☆11Jan 30, 2017Updated 9 years ago
- Tools and analytics for smart derivative contracts.☆15Jan 21, 2026Updated last month
- Automatically generate Support & Resistance Lines on charts☆20May 22, 2016Updated 9 years ago
- Estimation of the Covariance Matrix - linear and nonlinear shrinkage☆23Jul 17, 2022Updated 3 years ago
- Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.☆12Sep 29, 2017Updated 8 years ago
- ☆10Jun 8, 2017Updated 8 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆174Updated this week
- Fear and volatility in crypto markets☆14Dec 8, 2022Updated 3 years ago
- ALGORITHM TRADING AND STOCK PREDICTION USING MACHINE LEARNING☆15Oct 23, 2018Updated 7 years ago
- Quant finance scripts☆15Apr 13, 2025Updated 10 months ago
- Create and Parse NASDAQ Itch Messages in Python☆14Jul 13, 2020Updated 5 years ago
- Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /…☆13Dec 8, 2022Updated 3 years ago
- Python tools to quantitatively manage financial risk☆69Nov 16, 2019Updated 6 years ago
- BlackScholes Model, with Montecarlo implmented in python with TensorFlow☆18Jan 5, 2016Updated 10 years ago
- Phd repo☆18Jul 14, 2022Updated 3 years ago
- Demonstrations of how to use material in the Econ-ARK☆38Feb 15, 2026Updated 2 weeks ago
- An xVA quantitative library written in python using tensorflow☆17Jan 7, 2026Updated last month
- Hawkes with Latency☆20Jan 16, 2021Updated 5 years ago
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆134Feb 22, 2021Updated 5 years ago
- Different quantitative trading models research☆56Dec 17, 2024Updated last year
- My replication of financial papers.☆20Aug 2, 2018Updated 7 years ago
- Quantitative finance research notebooks☆27Jan 24, 2020Updated 6 years ago
- Introductory tutorial for Moonshot demonstrating data collection, universe selection, and backtesting of an end-of-day momentum strategy.☆10Feb 7, 2025Updated last year
- Fractional Brownian Motion package☆11Jun 24, 2022Updated 3 years ago
- A Python based implementation of swap curve bootstrapping using a multi-dimensional solver.☆11Aug 17, 2025Updated 6 months ago
- ☆11Dec 18, 2015Updated 10 years ago
- Estimating Option-Implied Probability Distributions for Equity Pricing☆11Aug 25, 2020Updated 5 years ago
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 8 years ago
- I wrote a Master's in Finance thesis on Monte Carlo simulation of the Multifractal Model of Asset Returns. This is a model developed in t…☆47Nov 26, 2020Updated 5 years ago
- Accompanying source codes for my book 'Mastering Python for Finance'.☆532Jul 9, 2022Updated 3 years ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,874Oct 21, 2024Updated last year
- Algorithmic Trading Challenge implemented as part of the term project for Foundations of Machine Learning at NYU Courant in Fall 2016 (ht…☆27Oct 9, 2021Updated 4 years ago
- ☆107Feb 28, 2017Updated 9 years ago
- Iterated integral signature calculations☆117Feb 16, 2026Updated 2 weeks ago