657 Open source projects that are alternatives of or similar to HistoricalVolatility

A framework for systemic risk valuation and analysis.

Python client for Finnhub API

Unofficial C++ Lib for the IEXtrading API

Stock Analysis Tutorial in Python

Investment portfolio and stocks analyzing tools for Python with free historical data

A python multi-variate time series prediction library working with sklearn

List of awesome papers about time series, mainly including algorithms based on machine learning | 收录时间序列分析中各个研究领域的高水平文章，主要包含基于机器学习的算法

A unified framework for machine learning with time series

A use-case focused tutorial for time series forecasting with python

Quantitative systematic trading strategy development and backtesting in Julia

An End-to-end Outlier Detection System

R interface to Brazilian Central Bank web services

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

Guia de ejemplos didácticos en python temática finanzas bolsa trading argentina usa

AtsPy: Automated Time Series Models in Python (by @firmai)

(Work In Progress) Implementation of "Financial Time Series Prediction Using Deep Learning"

TSrepr: R package for time series representations

Anything can happen in the next half hour (including spectral timing made easy)!

An open-source time-series SQL database optimized for fast ingest and complex queries. Packaged as a PostgreSQL extension.

Highly comparative time-series analysis

This repository contains the customized trading algorithms that I have created using the Quantopian IDE.

Predict time-series with one line of code.

Time series market data

Package towards building Explainable Forecasting and Nowcasting Models with State-of-the-art Deep Neural Networks and Dynamic Factor Model on Time Series data sets with single line of code. Also, provides utilify facility for time-series signal similarities matching, and removing noise from timeseries signals.

COVID-19 spread shiny dashboard with a forecasting model, countries' trajectories graphs, and cluster analysis tools

Rainfall analysis of Maharashtra - Season/Month wise forecasting. Different methods have been used. The main goal of this project is to increase the performance of forecasted results during rainy seasons.

Black Scholes Option Pricing calculator with Greeks and implied volatility computations. Geometric Brownian Motion simulator with payoff value diagram and volatility smile plots. Java GUI.

⚠️ Deprecrated in favor of https://github.com/piquette/finance-go

Different Types of Stock Analysis in Python, R, Matlab, Excel, Power BI

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

python requests + Django+ nodejs koa+ mysql to crawl eastmoney fund and stock data,for data analysis and visualiaztion .

Axibase Time Series Database: Usage Examples and Research Articles

Machine learning models for time series analysis

Resources for working with time series and sequence data

super-monorepo for machine learning and algorithmic trading

Bringing financial analysis to the tidyverse

A well-tuned algorithm to generate & draw support/resistance line on time series. 根据时间序列自动生成支撑线压力线

Time series Timeseries Deep Learning Pytorch fastai - State-of-the-art Deep Learning with Time Series and Sequences in Pytorch / fastai

Fast & scalable MCMC for all your exoplanet needs!

A machine learning toolkit dedicated to time-series data

Code examples for pyFTS

Twitter Bot to follow financial trends in publicly traded companies

A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.

R code for finance

Examples and demos showing how to call functions from the NAG Library for Python

Automatically build ARIMA, SARIMAX, VAR, FB Prophet and XGBoost Models on Time Series data sets with a Single Line of Code. Now updated with Dask to handle millions of rows.

Quantitative analysis, strategies and backtests

Financial Derivatives Calculator with 168+ Models (Options Calculator)

Imputation of Financial Time Series with Missing Values and/or Outliers

An open source library for Fuzzy Time Series in Python

A GitHub repo for Quant Finance resources

R Shiny app to compare the relative performance of cryptos and equities.

A Python 3 library making time series data mining tasks, utilizing matrix profile algorithms, accessible to everyone.

The idiomatic rust implementation of the QuantLib C++ quantitative finance library

My bachelor's thesis—analyzing the application of LSTM-based RNNs on financial markets. 🤓

Analyzes chronological patterns present in time-series data and provides human-readable descriptions

A Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading.

Useful functions for Black–Scholes Model in the Julia Language

Time series competition data

​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. Econ…