Stars
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
A library of sklearn compatible categorical variable encoders
PyTorch implementation of TabNet paper : https://arxiv.org/pdf/1908.07442.pdf
A curated list of practical financial machine learning tools and applications.
A Python package for Bayesian forecasting with object-oriented design and probabilistic models under the hood.
Exchange calendars to use with pandas for trading applications
Download market data from Yahoo! Finance's API
SQL upsert using pandas DataFrames for PostgreSQL, SQlite and MySQL with extra features
Scikit-learn style cross-validation classes for time series data
Code for Machine Learning for Algorithmic Trading, 2nd edition.
A Python library that generates static type annotations by collecting runtime types
Visual analysis and diagnostic tools to facilitate machine learning model selection.
An open-source, low-code machine learning library in Python
Flexible Python configuration system. The last one you will ever need.
A simple wrapper to use Pandas Profiling easily in Kedro
kedro cli plugin for generating a static kedro viz site (html, css, js) that can be deployed on many serverless tools.
PipelineX: Python package to build ML pipelines for experimentation with Kedro, MLflow, and more
Python library for building highly effective data science workflows
ML-Ensemble – high performance ensemble learning
1 Line of code data quality profiling & exploratory data analysis for Pandas and Spark DataFrames.
A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.
Extends scikit-learn with new models, transformers, metrics, plotting.