xgboosted / pandas-ta-classicLinks
Technical Analysis Indicators - Pandas TA Classic is an easy to use Python 3 Pandas Extension with 200+ Indicators and Candlestick Patterns
☆93Updated last week
Alternatives and similar repositories for pandas-ta-classic
Users that are interested in pandas-ta-classic are comparing it to the libraries listed below
Sorting:
- Financial AI with Python☆93Updated last month
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆94Updated 2 weeks ago
- Analysis of financial instruments☆75Updated last week
- A Collection of public tutorials published in the qubitquants.pro blog☆74Updated 2 years ago
- To classify trades into buyer- and seller-initiated.☆153Updated 2 years ago
- This repository is used to extract the constituents of ETFs into a pandas DataFrame which could be used for further data exploration.☆24Updated 10 months ago
- Technical Analysis Indicators for polars☆209Updated this week
- Get meaningful OHLCV datasets☆90Updated last week
- algorithmic trading using machine learning☆153Updated last month
- Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.☆157Updated 9 months ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆73Updated last year
- A sentiment analyzer package for financial assets and securities utilizing GPT models.☆184Updated last year
- This repository contains the code for the O'Reilly book Reinforcement Learning for Finance.☆66Updated 6 months ago
- some zipline data bundles☆65Updated last year
- trend / momentum and other patterns in financial timeseries☆276Updated 4 years ago
- A dockerized Jupyter quant research environment.☆218Updated this week
- powerful ai-copilot for quant traders and researchers☆191Updated last year
- Python library for asset pricing☆117Updated last year
- [NOT ACTIVELY MAINTAINED] Tulipy - Financial Technical Analysis Indicator Library (Python bindings for Tulip Charts)☆92Updated 6 years ago
- This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…☆67Updated last year
- 🪁 A fast Adaptive Machine Learning library for Time-Series, that lets you build, deploy and update composite models easily. An order of …☆102Updated last year
- ☆215Updated 8 years ago
- Feature Engineering and Feature Importance in Machine Learning for Financial Markets☆189Updated last year
- Macrosynergy Quant Research☆159Updated last week
- ☆145Updated last year
- An All-in-One Algo-Trading Framework: Backtest -> Train -> Trade -> Monitor. Machine / Deep Learning Ready. Supports All Trading: TradFi+…☆58Updated last month
- A Streamlit dashboard for creating relative rotation graphs using the OpenBB Platform.☆42Updated 8 months ago
- A python library for computing technical analysis indicators on streaming data.☆136Updated 6 months ago
- Vectorized backtester and trading engine for QuantRocket☆243Updated 2 weeks ago
- ☆76Updated last year