Alternatives and similar repositories for patternly

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

• DavZim / RITCH
  An R interface to the ITCH Protocol
  ☆20Updated last year
• algoquant / HighFreq
  R package for high frequency time series data management
  ☆63Updated 4 months ago
• PortfolioEffect / PE-HFT-R
  R package for high frequency trading (HFT) backtests, intraday portfolio analysis and portfolio optimization.
  ☆16Updated 9 years ago
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆53Updated 4 years ago
• strand-tech / strand
  strand: A framework for investment strategy simulation
  ☆24Updated 4 years ago
• KaroRonty / SelfOrganizingStockMarket
  Analysis of the US stock market using Kohonen's SOM algorithm
  ☆21Updated 6 years ago
• itamarcaspi / psymonitor
  Real Time Monitoring of Asset Markets with R
  ☆33Updated 5 months ago
• shabbychef / SharpeR
  R package for inference on the Sharpe ratio.
  ☆20Updated 10 months ago
• dppalomar / riskParityPortfolio
  Design of Risk Parity Portfolios
  ☆116Updated 2 years ago
• mjbommar / rfcorr
  Random Forest-based "Correlation" measures
  ☆15Updated 3 years ago
• chicago-joe / Option-Pricing-via-Levy-Models-in-R
  using the Inverse-Transform method to speed up options pricing simulations in R
  ☆27Updated 3 months ago
• mawicks / deep-volatility-models
  Volatility models for stock prices using deep learning and mixture models.
  ☆16Updated 3 years ago
• mpiccirilli / trading_bot
  Automated Trading Bot using GCP & TD Ameritrade
  ☆14Updated 4 years ago
• Farmhouse121 / Wilmott-Articles
  This contains notebooks and scripts used to support my writing in WILMOTT Magazine.
  ☆17Updated last year
• dppalomar / imputeFin
  Imputation of Financial Time Series with Missing Values and/or Outliers
  ☆25Updated 4 years ago
• 4Freye / panelsplit
  A tool for performing cross-validation with panel data
  ☆21Updated 2 weeks ago
• cynkra / tempdisagg
  Methods for Temporal Disaggregation and Interpolation of Time Series
  ☆41Updated 4 months ago
• Robot-Wealth / stat-arb-book
  ☆13Updated last year
• KarelZe / tclf
  A scikit-learn compatible classifier to perform trade classification in Python.
  ☆19Updated this week
• OVVO-Financial / NNS
  Nonlinear Nonparametric Statistics
  ☆92Updated last week
• chicago-joe / Risk-Modeling-for-Volatility-Dispersion-Trades
  ☆14Updated 3 years ago
• convexfi / fitHeavyTail
  Mean and Covariance Matrix Estimation under Heavy Tails
  ☆22Updated 2 years ago
• Farmhouse121 / Adventures-in-Financial-Data-Science
  Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…
  ☆64Updated 6 months ago
• imanuelcostigan / dataonderivatives
  Easily source publicly available data on derivatives
  ☆37Updated 3 years ago
• IlyaKipnis / PythonBacktesting
  Backtest asset allocation strategies in Python with only a background in pandas necessary
  ☆48Updated 2 years ago
• cran / PerformanceAnalytics
   This is a read-only mirror of the CRAN R package repository. PerformanceAnalytics — Econometric Tools for Performance and Risk Analysis…
  ☆16Updated 10 months ago
• matthewclegg / partialCI
  R package for fitting the partially cointegrated model
  ☆15Updated 2 years ago
• InvestmentSystems / recombinator
  Recombinator is a Python package for statistical resampling in Python. It provides various algorithms for the iid bootstrap, the block bo…
  ☆49Updated last year
• jirotubuyaki / Jdmbs
  An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies
  ☆28Updated 5 years ago
• mrbcuda / pbo
  Probability of Backtest Overfitting
  ☆48Updated 3 years ago