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ArchARCH models in Python
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Fecon235Notebooks 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
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Pandas TaTechnical Analysis Indicators - Pandas TA is an easy to use Python 3 Pandas Extension with 130+ Indicators
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PhildbTimeseries database
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Deep XFPackage 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.
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fhubPython client for Finnhub API
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downsampleCollection of several downsampling methods for time series visualisation purposes.
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pybacenThis library was developed for economic analysis in the Brazilian scenario (Investments, micro and macroeconomic indicators)
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okamaInvestment portfolio and stocks analyzing tools for Python with free historical data
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timemachinesPredict time-series with one line of code.
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tunetaIntelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models
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DeepdowPortfolio optimization with deep learning.
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AutoTraderA Python-based development platform for automated trading systems - from backtesting to optimisation to livetrading.
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DeltapyDeltaPy - Tabular Data Augmentation (by @firmai)
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PydlmA python library for Bayesian time series modeling
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mtss-ganMTSS-GAN: Multivariate Time Series Simulation with Generative Adversarial Networks (by @firmai)
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QuantmodQuantitative Financial Modelling Framework
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Siridb ServerSiriDB is a highly-scalable, robust and super fast time series database. Build from the ground up SiriDB uses a unique mechanism to operate without a global index and allows server resources to be added on the fly. SiriDB's unique query language includes dynamic grouping of time series for easy analysis over large amounts of time series.
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TradestationEasyLanguage indicators and systems for TradeStation
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Brein Time UtilitiesLibrary which contains several time-dependent data and index structures (e.g., IntervalTree, BucketTimeSeries), as well as algorithms.
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