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arbitragelab

ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.

bayesian_changepoint_detection

Methods to get the probability of a changepoint in a time series.

esl

​The Economic Simulation Library provides an extensive collection of tools to develop, test, analyse and calibrate economic and financial agent-based models. The library is designed to take advantage of different computer architectures. In order to facilitate rapid iteration during model development the library can use parallel computation.

financepy

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

imetrica

A fast, interactive, graphical-user-interface oriented software suite for predictive modeling, multivariate time series analysis, real-time signal extraction, Bayesian financial econometrics, and much more.

isac

Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning

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.

mdfa

MDFA

pairstrading

Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Lisboa).

privategpt

Interact privately with your documents using the power of GPT, 100% privately, no data leaks

python-for-signal-processing

Notebooks for "Python for Signal Processing" book

qspectrumanalyzer

Spectrum analyzer for multiple SDR platforms (PyQtGraph based GUI for soapy_power, hackrf_sweep, rtl_power, rx_power and other backends)

shared

stock-prediction-models

Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations