Alternatives and similar repositories for polars_ta

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

• Yvictor / polars_ta_extension
  Polars extension for Ta-Lib: Support Ta-Lib functions in Polars expressions
  ☆178Updated 4 months ago
• wukan1986 / expr_codegen
  codegen from expression to others, such as polars, pandas
  ☆126Updated 2 weeks ago
• wukan1986 / alpha_examples
  alpha投研示例
  ☆74Updated last week
• Scorpi000 / QuantStudio
  ☆144Updated last month
• wukan1986 / AlphaInspect
  factor performance visualization
  ☆37Updated last week
• stefan-jansen / alphalens-reloaded
  Performance analysis of predictive (alpha) stock factors
  ☆436Updated 3 weeks ago
• stefan-jansen / empyrical-reloaded
  Common financial risk and performance metrics. Used by zipline and pyfolio.
  ☆80Updated 3 weeks ago
• wukan1986 / ta_cn
  中国版技术指标
  ☆170Updated last year
• cuicanyeah / Alpha-Generation
  ☆31Updated last year
• kieranjwood / x-trend
  X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies
  ☆78Updated last year
• etccapital / MultiFactor
  Built a practical Multi-Factor Backtesting Framework from scratch based on Huatai Security's(One of China's largest sell side) financial …
  ☆62Updated 2 years ago
• rafa-rod / pytrendseries
  Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.
  ☆153Updated 4 months ago
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆81Updated 2 years ago
• RiskLabAI / RiskLabAI.py
  Financial AI with Python
  ☆77Updated 2 months ago
• nymath / torchqtm
  TorchQuantum is a backtesting framework that integrates the structure of PyTorch and WorldQuant's Operator for efficient quantitative fin…
  ☆45Updated last year
• dummydoo / Advanced-Algorithmic-Trading
  The book <Advanced Algorithmic Trading> and its source code
  ☆60Updated 7 years ago
• Morgansy / Genetic-Alpha
  A genetic programming algorithm used for generating alpha factors in the multi-factor investment strategy
  ☆64Updated 4 years ago
• hugo2046 / streamlit_alphalens
  基于streamlit的因子分析app
  ☆70Updated 2 months ago
• maxlamberti / time-series-momentum
  🚂💨 Deep Momentum Networks for Time Series Strategies
  ☆119Updated 5 years ago
• wukan1986 / LightBT
  lightweight backtester
  ☆30Updated last month
• stefansimik / nautilus_trader_examples
  ☆38Updated last month
• Lumiwealth / quantstats_lumi
  ☆136Updated last month
• sabirjana / Strategies
  ☆78Updated 4 years ago
• PFund-Software-Ltd / pfund
  An All-in-One Algo-Trading Framework: Backtest -> Train -> Trade -> Monitor. Machine / Deep Learning Ready. Supports All Trading: TradFi+…
  ☆46Updated this week
• rosie068 / BARRA_risk
  A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. C…
  ☆65Updated 4 years ago
• financialnoob / pairs_trading
  experiments with pair trading
  ☆304Updated 6 months ago
• wjsbjl / use-gplearn-to-generate-CTA-factor
  本文通过gplearn模型，结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统，主要针对股指期货操作。
  ☆125Updated last year
• iniself / noba
  Noba not only backtrader as a quantitative investment platform, but also visualized using bokeh, which can get richer plot effects. Addit…
  ☆94Updated 2 years ago
• tobiasbrodd / backtester
  An event-driven backtester
  ☆107Updated 5 years ago
• UePG-21 / gpquant
  Mining technical factors based on symbolic regression via genetic algorithm
  ☆183Updated 2 years ago