Trading Analytics, Performance Metrics, Statistics and Portfolio Optimization
| Repo | Site | Stars | Issues | Contributors | Version | Last Publish | Forks | Watchers |
|---|---|---|---|---|---|---|---|---|
| tsai (opens in a new tab) | (opens in a new tab) | 5236 | 98 | 22 | v0.3.9 | 2024-02-11 | 656 | 65 |
| stumpy (opens in a new tab) | (opens in a new tab) | 3661 | 70 | 30 | v1.13.0 | 2024-07-09 | 319 | 60 |
| tsfresh (opens in a new tab) | (opens in a new tab) | 8428 | 69 | 30 | v0.20.3 | 2024-08-03 | 1212 | 171 |
| sktime (opens in a new tab) | (opens in a new tab) | 7915 | 1230 | 30 | v0.34.0 | 2024-10-19 | 1367 | 108 |
| tslearn (opens in a new tab) | (opens in a new tab) | 2906 | 138 | 30 | v0.6.3 | 2023-12-12 | 339 | 60 |
| arch (opens in a new tab) | 1337 | 34 | 28 | Release 7.2 | 2024-11-04 | 250 | 50 | |
| pyod (opens in a new tab) | (opens in a new tab) | 8559 | 224 | 30 | v2.0.2 TensorFlow free -- All in PyTorch | 2024-09-06 | 1366 | 145 |
tsai
Time series Timeseries Deep Learning Machine Learning Python Pytorch fastai | State-of-the-art Deep Learning library for Time Series and Sequences in Pytorch / fastai
stumpy
STUMPY is a powerful and scalable Python library for modern time series analysis
tsfresh
Automatic extraction of relevant features from time series:
sktime
A unified framework for machine learning with time series
tslearn
The machine learning toolkit for time series analysis in Python
arch
ARCH models in Python
pyod
A Python Library for Outlier and Anomaly Detection, Integrating Classical and Deep Learning Techniques