arch (Python package)
Kevin Sheppard · High-frequency financial analysis
Kevin Sheppard's Python package for univariate ARCH/GARCH volatility models, bootstraps, multiple-comparison procedures, unit-root and cointegration tests
4 tools
Kevin Sheppard · High-frequency financial analysis
Kevin Sheppard's Python package for univariate ARCH/GARCH volatility models, bootstraps, multiple-comparison procedures, unit-root and cointegration tests
Tiger Data (formerly Timescale) · Relational databases
PostgreSQL extension for time-series data adding hypertables, compression and continuous aggregates, from the company now named Tiger Data
Oleg Polakow · Financial analysis & investing
Python library for vectorized backtesting and portfolio analysis built on pandas, NumPy and Numba, with a commercial PRO edition
Stefan Jansen (ML4Trading) · Financial analysis & investing
Community-maintained fork of Quantopian's Zipline, an event-driven Python backtester with data bundles and the Pipeline API
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