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) | 5138 | 98 | 21 | v0.3.9 | 2024-02-11 | 641 | 61 |
| stumpy (opens in a new tab) | (opens in a new tab) | 3633 | 67 | 30 | v1.13.0 | 2024-07-09 | 317 | 58 |
| tsfresh (opens in a new tab) | (opens in a new tab) | 8379 | 69 | 30 | v0.20.3 | 2024-08-03 | 1211 | 170 |
| sktime (opens in a new tab) | (opens in a new tab) | 7783 | 1196 | 30 | v0.33.1 | 2024-09-26 | 1333 | 104 |
| tslearn (opens in a new tab) | (opens in a new tab) | 2889 | 137 | 30 | v0.6.3 | 2023-12-12 | 336 | 59 |
| arch (opens in a new tab) | 1328 | 31 | 28 | Release 7.1 | 2024-09-24 | 247 | 48 | |
| pyod (opens in a new tab) | (opens in a new tab) | 8477 | 220 | 30 | v2.0.2 TensorFlow free -- All in PyTorch | 2024-09-06 | 1362 | 143 |
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