Technical Analysis Library using Pandas and Numpy

A Tree based feature selection tool which combines both the Boruta feature selection algorithm with shapley values.

Portfolio optimization and back-testing.

Reimplementing QuantLib examples by Python

Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation

Implementing 'Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation' based on Pytorch.

NexusTrader is a professional-grade open-source quantitative trading platform

Collection of different LaTeX/XeTeX templates (cv, invoices, timesheets, letters, etc.).

Elegant LaTeX Template for Books

A Python-embedded modeling language for convex optimization problems.

PCA via eigen-decomposition of the covariance/correlation matrix

Hamiltonian Markov Chain (HMC) code for generating multivariate truncated Gaussian random variables with general covariance matrix and linear inequality constraints.

Code for paper "Generative Adversarial Estimation of Channel Covariance in Vehicular Millimeter Wave System"s

Compute shrinkage estimates of the covariance matrix

Ledoit-Wolf covariance matrix estimator of stock returns

Kats, a kit to analyze time series data, a lightweight, easy-to-use, generalizable, and extendable framework to perform time series analysis, from understanding the key statistics and characteristi…

Probabilistic time series modeling in Python

LSTM built using Keras Python package to predict time series steps and sequences. Includes sin wave and stock market data

A unified framework for machine learning with time series

A python library for user-friendly forecasting and anomaly detection on time series.

Chronos: Pretrained Models for Time Series Forecasting

Time series Timeseries Deep Learning Machine Learning Python Pytorch fastai | State-of-the-art Deep Learning library for Time Series and Sequences in Pytorch / fastai

Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.

This curated list contains python packages for time series analysis

A professionally curated list of awesome resources (paper, code, data, etc.) on transformers in time series.

TimesFM (Time Series Foundation Model) is a pretrained time-series foundation model developed by Google Research for time-series forecasting.

List of papers, code and experiments using deep learning for time series forecasting

A Library for Advanced Deep Time Series Models for General Time Series Analysis.

Run hierarchical risk parity algorithms

Package to calculate the RIE estimator of a correlation matrix