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Alain B.'s Projects

bayespy icon bayespy

Bayesian Python: Bayesian inference tools for Python

finance-ml icon finance-ml

A project that uses machine learning techniques to build a backtesting engine for trading and to analyze stock market data and make predictions.

kalman icon kalman

Some Python Implementations of the Kalman Filter

kalman-and-bayesian-filters-in-python icon 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.

mplfinance icon mplfinance

Financial Markets Data Visualization using Matplotlib

pmdarima icon pmdarima

A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.

pyfuzzy icon pyfuzzy

Port pyfuzzy on Python3 (include antlr3 v.3.1.4)

python-mle icon python-mle

A Python package for performing Maximum Likelihood Estimates

reverse-pca icon reverse-pca

applying PCA to identify correlations between market data

smart-trader icon smart-trader

ST system gives stock price prediction based on results from a training phase, it searches through a large space of models and hyper-parameters, and present testing and validation results for any user selected symbol.

statsmodels icon statsmodels

Statsmodels: statistical modeling and econometrics in Python

tutorials icon tutorials

Ipython notebooks for math and finance tutorials

xlwings icon xlwings

xlwings is a BSD-licensed Python library that makes it easy to call Python from Excel and vice versa. It works with Microsoft Excel on Windows and Mac. Sign up for the newsletter or follow us on twitter via

zipline icon zipline

Zipline, a Pythonic Algorithmic Trading Library

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