Bayesalpha

Bayesian models to compute performance and uncertainty of returns and alpha.
Alternatives To Bayesalpha
Project NameStarsDownloadsRepos Using ThisPackages Using ThisMost Recent CommitTotal ReleasesLatest ReleaseOpen IssuesLicenseLanguage
Trading Backtest253
3 years ago1mitJava
A stock backtesting engine written in Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model
Pymc Stochastic Process22
5 years agoJupyter Notebook
Demonstrating the benefits of using Bayesian Inference and PYMC3 for estimating the parameters of stochastic processes commonly used in quantitative finance.
Bayesalpha8
4 years ago6otherPython
Bayesian models to compute performance and uncertainty of returns and alpha.
Alternatives To Bayesalpha
Select To Compare


Alternative Project Comparisons
Popular Bayesian Projects
Popular Quantitative Finance Projects
Popular Machine Learning Categories
Related Searches

Get A Weekly Email With Trending Projects For These Categories
No Spam. Unsubscribe easily at any time.
Python
Bayesian
Quantitative Finance
Probabilistic Programming