Python Statistical-arbitrage Resources

Nixtla Statistical ⚡️ Forecast Lightning fast forecasting with statistical and econometric models StatsForecast offers a collection of widely used uni

12_Python_Seaborn_Module Introduction 👋 From the website, “Seaborn is a Python data visualization library based on matplotlib. It provides a high-lev

Data_Science_Interview_Questions Introduction 👋 Here are the answers to 120 Data Science Interview Questions The above answer some is modified based

Overview OpenARB is an open source program aiming to emulate a free market while encouraging players to participate in arbitrage in order to increase

We developed a method animating a statistical 3D human model for biomechanical analysis to increase accessibility for non-experts, like patients, athletes, or designers.

📈 Statistical Quality Control 📉 This repo contains a simple but effective tool made using python which can be used for quality control in statistica

This repo contains a powerful tool made using python which is used to visualize, analyse and finally assess the quality of the product depending upon the given observations

Combinatorial model of ligand-receptor binding The binding of ligands to receptors is the starting point for many import signal pathways within a cell

Statistical_Modelling Statistical & Probabilistic Analysis of Store Sales, University Survey, & Manufacturing data Statistical Methods for Decision Ma

Ab testing - basically a statistical test in which two or more variants

Synthetic data need to preserve the statistical properties of real data in terms of their individual behavior and (inter-)dependences. Copula and functional Principle Component Analysis (fPCA) are statistical models that allow these properties to be simulated (Joe 2014). As such, copula generated data have shown potential to improve the generalization of machine learning (ML) emulators (Meyer et al. 2021) or anonymize real-data datasets (Patki et al. 2016).

This repository contains Jupyter notebooks implementing the algorithms found in the book and summary of the textbook.

Statistical Rethinking (2022 Edition) Instructor: Richard McElreath Lectures: Uploaded Playlist and pre-recorded, two per week Discussion: Online, F

NLG evaluation via Statistical Measures of Similarity: BaryScore, DepthScore, InfoLM Automatic Evaluation Metric described in the papers BaryScore (EM

Statistical Random Number Generator Attack Against The Kirchhoff-law-johnson-noise (Kljn) Secure Key Exchange Protocol

tisane Tisane: Authoring Statistical Models via Formal Reasoning from Conceptual and Data Relationships TL;DR: Analysts can use Tisane to author gener

An-Introduction-to-Statistical-Learning This repository contains the exercises and its solution contained in the book An Introduction to Statistical L

Levene and Brown-Forsynthe: Test for variances Application to Global Navigation Satellite Systems (GNSS) Python algorithm to determine the optimal ele

PCACE: A Statistical Approach to Ranking Neurons for CNN Interpretability PCACE is a new algorithm for ranking neurons in a CNN architecture in order

Statistical Rethinking with Python and PyMC3 This repository has been deprecated in favour of this one, please check that repository for updates, for

Statistical Rethinking: A Bayesian Course Using CmdStanPy and Plotnine Intro This repo contains the python/stan version of the Statistical Rethinking

whylogs: A Data and Machine Learning Logging Standard whylogs is an open source standard for data and ML logging whylogs logging agent is the easiest

This app displays interesting statistical weather records and trends which can be used in climate related research including study of global warming.

Sampling Profiler for Python This tool allows to gather statistical profile of CPU usage of mixed native-Python code. Currently supported platforms ar

Population Shift Monitoring popmon is a package that allows one to check the stability of a dataset. popmon works with both pandas and spark datasets.

topas-merge-simulations Python script to combine the statistical results of a TOPAS simulation that was split up into multiple batches At the top of t

telegram-stats-bot Telegram-stats-bot is a simple bot that lives in your Telegram group, logging messages to a Postgresql database and serving statist

Variational Gibbs inference (VGI) This repository contains the research code for Simkus, V., Rhodes, B., Gutmann, M. U., 2021. Variational Gibbs infer

norm-tol-int Exact algorithm for computing two-sided statistical tolerance intervals under a normal distribution assumption using Python. Methods The

Statistical tests for the sequential locality of graphs You can assess the statistical significance of the sequential locality of an adjacency matrix

direpack: a Python 3 library for state-of-the-art statistical dimension reduction techniques This package delivers a scikit-learn compatible Python 3

Code for the paper "Generative Models and Model Criticism via Optimized Maximum Mean Discrepancy" (arXiv:1611.04488; published at ICLR 2017), by Douga

MONEYBALL - ChatBot Module: 4006CEM, Class: B, Group: 5 Contributors: Jonas Djondo Roshan Kc Cole Samson Daniel Rodrigues Ihteshaam Naseer Kind remind

pmdarima Pmdarima (originally pyramid-arima, for the anagram of 'py' + 'arima') is a statistical library designed to fill the void in Python's time se

pmdarima Pmdarima (originally pyramid-arima, for the anagram of 'py' + 'arima') is a statistical library designed to fill the void in Python's time se

vartests is a Python library to perform some statistic tests to evaluate Value at Risk (VaR) Models, such as: T-test: verify if mean of distribution i

Eiten - Algorithmic Investing Strategies for Everyone Eiten is an open source toolkit by Tradytics that implements various statistical and algorithmic

Convoys is a simple library that fits a few statistical model useful for modeling time-lagged conversions. There is a lot more info if you head over to the documentation. You can also take a look at this blog post about Convoys.

m2cgen (Model 2 Code Generator) - is a lightweight library which provides an easy way to transpile trained statistical models into a native code

AI-UPV at IberLEF-2021 DETOXIS task: Toxicity Detection in Immigration-Related Web News Comments Using Transformers and Statistical Models Description

Grounding Representation Similarity with Statistical Testing This repo contains code to replicate the results in our paper, which evaluates representa

Git repositoty of the manuscript entitled Statistical quantification of confounding bias in predictive modelling by Tamas Spisak The manuscript descri

DAGSurv Survival analysis (SA) is a well-known statistical technique for the study of temporal events. In SA, time-to-an-event data is modeled using a

Predicting 10-Year Treasury Yields Intitially, I wanted to see if the volatility in the stock market, represented by the VIX index (data source), had

StatisticalDistributions statDistros statDistros is a Python library for dealing with various statistical distributions. Now it provides various stati

JumpDetectR Name of QuantLet : JumpDetectR Published in : 'To be published as "Jump dynamics in high frequency crypto markets"' Description : 'Scala

Statistical Analysis 📈 This repository focuses on statistical analysis and the exploration used on various data sets for personal and professional pr

Case studies with Bayesian methods

Cockpit: A Practical Debugging Tool for Training Deep Neural Networks

Noise Contrastive Estimation for pyTorch Overview This repository contains a re-implementation of the Noise Contrastive Estimation algorithm, implemen

Code to run experiments in SLOE: A Faster Method for Statistical Inference in High-Dimensional Logistic Regression. Not an official Google product. Me

About statsmodels statsmodels is a Python package that provides a complement to scipy for statistical computations including descriptive statistics an

PyMC3 is a Python package for Bayesian statistical modeling and Probabilistic Machine Learning focusing on advanced Markov chain Monte Carlo (MCMC) an

...Minimizing the mean square error on future experience. - Richard S. Sutton BTGym Scalable event-driven RL-friendly backtesting library. Build on

UrbanSim UrbanSim is a platform for building statistical models of cities and regions. These models help forecast long-range patterns in real estate d

deep-significance: Easy and Better Significance Testing for Deep Neural Networks Contents ⁉️ Why 📥 Installation 🔖 Examples Intermezzo: Almost Stocha

PyStan PyStan is a Python interface to Stan, a package for Bayesian inference. Stan® is a state-of-the-art platform for statistical modeling and high-

Pingouin is an open-source statistical package written in Python 3 and based mostly on Pandas and NumPy. Some of its main features are listed below. F

Patsy is a Python library for describing statistical models (especially linear models, or models that have a linear component) and building design mat

pgmpy pgmpy is a python library for working with Probabilistic Graphical Models. Documentation and list of algorithms supported is at our official sit

TensorFlow Probability TensorFlow Probability is a library for probabilistic reasoning and statistical analysis in TensorFlow. As part of the TensorFl

pmdarima Pmdarima (originally pyramid-arima, for the anagram of 'py' + 'arima') is a statistical library designed to fill the void in Python's time se

Kalman Filter in Python This is a basic example of how Kalman filter works in Python. I do plan on refactoring and expanding this repo in the future.

scikit-posthocs is a Python package that provides post hoc tests for pairwise multiple comparisons that are usually performed in statistical data anal

PtStat Probabilistic Programming and Statistical Inference in PyTorch. Introduction This project is being developed during my time at Cogent Labs. The

PyStan NOTE: This documentation describes a BETA release of PyStan 3. PyStan is a Python interface to Stan, a package for Bayesian inference. Stan® is

Operating system Build Status Linux/Mac Windows tick tick is a Python 3 module for statistical learning, with a particular emphasis on time-dependent

Lets-Plot Lets-Plot is an open-source plotting library for statistical data. It is implemented using the Kotlin programming language. The design of Le

Altair http://altair-viz.github.io Altair is a declarative statistical visualization library for Python. With Altair, you can spend more time understa

seaborn: statistical data visualization Seaborn is a Python visualization library based on matplotlib. It provides a high-level interface for drawing

Lets-Plot Lets-Plot is an open-source plotting library for statistical data. It is implemented using the Kotlin programming language. The design of Le

Altair http://altair-viz.github.io Altair is a declarative statistical visualization library for Python. With Altair, you can spend more time understa

seaborn: statistical data visualization Seaborn is a Python visualization library based on matplotlib. It provides a high-level interface for drawing

About statsmodels statsmodels is a Python package that provides a complement to scipy for statistical computations including descriptive statistics an

☠ This project is not maintained anymore. We highly recommend switching to py-spy which provides better performance and usability. Profiling The profi

About statsmodels statsmodels is a Python package that provides a complement to scipy for statistical computations including descriptive statistics an

PyMC3 is a Python package for Bayesian statistical modeling and Probabilistic Machine Learning focusing on advanced Markov chain Monte Carlo (MCMC) an

Table of contents Overview Installation Usage Document Try PyCM in Your Browser Issues & Bug Reports Todo Outputs Dependencies Contribution References

pgmpy pgmpy is a python library for working with Probabilistic Graphical Models. Documentation and list of algorithms supported is at our official sit

seaborn: statistical data visualization Seaborn is a Python visualization library based on matplotlib. It provides a high-level interface for drawing

Altair http://altair-viz.github.io Altair is a declarative statistical visualization library for Python. With Altair, you can spend more time understa