Project Name | Stars | Downloads | Repos Using This | Packages Using This | Most Recent Commit | Total Releases | Latest Release | Open Issues | License | Language |
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Trading Backtest | 253 | 3 years ago | 1 | mit | Java | |||||
A stock backtesting engine written in Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model | ||||||||||
Pymc Stochastic Process | 22 | 5 years ago | Jupyter Notebook | |||||||
Demonstrating the benefits of using Bayesian Inference and PYMC3 for estimating the parameters of stochastic processes commonly used in quantitative finance. | ||||||||||
Bayesalpha | 8 | 4 years ago | 6 | other | Python | |||||
Bayesian models to compute performance and uncertainty of returns and alpha. |