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a-2017

Public Repository for cs109a, 2017 edition

alphalens

Performance analysis of predictive (alpha) stock factors

arch

ARCH models in Python

backtrader

Python Backtesting library for trading strategies

bt

bt - flexible backtesting for Python

clairvoyant

Software designed to identify and monitor social/historical cues for short term stock movement

cleverhans

An adversarial example library for constructing attacks, building defenses, and benchmarking both

cs205-spring2018-projects

cs207test

empyrical

Common financial risk and performance metrics. Used by zipline and pyfolio.

engine

Open Source Risk Engine

ezibpy

ezIBpy, a Pythonic Client for Interactive Brokers API

fecon235

Computational tools for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics

ffn

ffn - a financial function library for Python

finta

Common financial technical indicators implemented in Pandas.

gemini

Simple backtesting for sleepless cryptocurrency markets

gpages

hypothetical

Hypothesis and statistical testing in Python

ib_insync

Python sync/async framework for Interactive Brokers API

intrinio

Intrinio Python client SDK (unofficial)

ipython

Official repository for IPython itself. Other repos in the IPython organization contain things like the website, documentation builds, etc.

kalman-and-bayesian-filters-in-python

Kalman Filter book using Jupyter Notebook. Focuses on building intuition and experience, not formal proofs. Includes Kalman filters,extended Kalman filters, unscented Kalman filters, particle filters, and more. All exercises include solutions.

keras

Deep Learning for humans

playground

prices

Python price handling for humans.

prophet

Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.

pyfinance

Python package designed for general financial and security returns analysis.

pyfolio

Portfolio and risk analytics in Python

pyportfolioopt

Financial portfolio optimisation in python, including classical efficient frontier and advanced methods.

qtpylib

QTPyLib, Pythonic Algorithmic Trading