Search Packages

arch

ARCH models in Python

samplics

Select, weight and analyze complex sample data

portfolio-backtest

portfolio-backtest is a python library for backtest portfolio asset allocation on Python 3.7 and above.

momentum

Running mean, variance, skew, and kurtosis

stationaritytoolkit

Comprehensive time series stationarity analysis with rigorous statistical testing across trend, variance, and seasonality

batchstats

Python package for efficient, online statistical computations on streaming or large-scale data

tmeasures

The Transformational Measures (TM) library allows neural network researchers to evaluate the invariance and equivariance of their models with respect to a set of transformations. Support for Pytorch (current) and Tensorflow/Keras (coming).