Alternatives and similar repositories for pandas-ta-classic

Users that are interested in pandas-ta-classic are comparing it to the libraries listed below

• sap215 / ETFConstituentExtractor
  This repository is used to extract the constituents of ETFs into a pandas DataFrame which could be used for further data exploration.
  ☆24Updated 8 months ago
• maread99 / market_analy
  Analysis of financial instruments
  ☆75Updated last week
• RiskLabAI / RiskLabAI.py
  Financial AI with Python
  ☆92Updated 5 months ago
• chulwoohan / pyanomaly
  Python library for asset pricing
  ☆117Updated last year
• stefan-jansen / empyrical-reloaded
  Common financial risk and performance metrics. Used by zipline and pyfolio.
  ☆91Updated 3 weeks ago
• jktis / Trade-Classification-Algorithms
  To classify trades into buyer- and seller-initiated.
  ☆151Updated 2 years ago
• maread99 / market_prices
  Get meaningful OHLCV datasets
  ☆89Updated last week
• rafa-rod / pytrendseries
  Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.
  ☆155Updated 7 months ago
• rnikitin / QuantGPT
  powerful ai-copilot for quant traders and researchers
  ☆185Updated last year
• adamd1985 / quant_research
  Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.
  ☆71Updated last year
• marketneutral / pairs-trading-with-ML
  ☆214Updated 7 years ago
• yhilpisch / rl4f
  This repository contains the code for the O'Reilly book Reinforcement Learning for Finance.
  ☆62Updated 5 months ago
• quantbelt / jupyter-quant
  A dockerized Jupyter quant research environment.
  ☆211Updated last week
• druce / portfolio_optimization
  Portfolio optimization with cvxopt
  ☆40Updated 8 months ago
• cirla / tulipy
  [NOT ACTIVELY MAINTAINED] Tulipy - Financial Technical Analysis Indicator Library (Python bindings for Tulip Charts)
  ☆92Updated 6 years ago
• QubitQuants / vectorbt_pro_tutorials
  A Collection of public tutorials published in the qubitquants.pro blog
  ☆74Updated 2 years ago
• hhatefi / zipline_bundles
  some zipline data bundles
  ☆65Updated last year
• quantbelt / ib_fundamental
  Interactive Brokers Fundamental data for humans
  ☆93Updated 2 months ago
• gty3 / dom-replay
  ☆49Updated last year
• jo-cho / Technical_Analysis_and_Feature_Engineering
  Feature Engineering and Feature Importance in Machine Learning for Financial Markets
  ☆188Updated last year
• KVignesh122 / AssetNewsSentimentAnalyzer
  A sentiment analyzer package for financial assets and securities utilizing GPT models.
  ☆182Updated last year
• SL-Mar / quantcoder-legacy
  The legacy version of QuantCoder, containing core workflows for transforming finance research into trading strategies and generating code…
  ☆77Updated 5 months ago
• scikit-portfolio / scikit-portfolio
  A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
  ☆58Updated last year
• sofienkaabar / mastering-financial-pattern-recognition
  The Official Repository of Mastering Financial Pattern Recognition
  ☆150Updated 2 years ago
• dream-faster / fold
  🪁 A fast Adaptive Machine Learning library for Time-Series, that lets you build, deploy and update composite models easily. An order of …
  ☆101Updated last year
• sovai-research / open-investment-datasets
  ☆66Updated 10 months ago
• thk3421-models / cardiel
  A tool for portfolio managers: use the Black-Litterman model to view optimal portfolio allocations using several of the most popular opti…
  ☆81Updated last year
• MBKraus / Python_Portfolio__VaR_Tool
  Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…
  ☆121Updated 4 years ago
• tr8dr / tseries-patterns
  trend / momentum and other patterns in financial timeseries
  ☆275Updated 4 years ago
• Farmhouse121 / Financial-Data-Science-in-Python
  This collects the scripts and notebooks required to reproduce my published work.
  ☆48Updated 2 weeks ago