pytrendseries

Trend analyzer

A Python library for detecting trends in time series data and analyzing their characteristics.

Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.

GitHub

126 stars
5 watching
20 forks
Language: Python
last commit: 3 months ago
Linked from 1 awesome list

downtrenddrawdowndrawdown-at-riskfinancemaximum-drawdown-at-riskpythonquantquantitative-financetime-seriestime-series-analysistime-under-watertimeseriestimeunderwatertrends-detecteduptrend

Backlinks from these awesome lists:

Related projects:

Repository Description Stars
johannfaouzi/pyts A Python package for time series classification and analysis 1,772
alkaline-ml/pmdarima A statistical library for time series analysis and forecasting 1,594
hfattahi/pysar Analyzes Interferometric Synthetic Aperture Radar time series data to estimate ground surface displacement 46
rjt1990/pydata2016-sanfrancisco An analysis of time series methods using PyFlux library and incorporating NFL prediction model. 23
rjt1990/pyflux A comprehensive time series modeling library with various statistical models and inference methods. 2,111
business-science/timetk A comprehensive R package for time series analysis and forecasting with an emphasis on ease of use and extensive feature set. 614
bashtage/arch Provides tools and models for analyzing financial time series and detecting patterns in volatility. 1,340
chrism2671/pytrendfollow A systematic futures trading framework using trend following algorithms and interacting with multiple data sources 377
jpeg729/pytorch_bits An experimental framework for developing and testing deep learning models on time-series prediction tasks 79
stringertheory/traces An unevenly-spaced time series analysis library designed to handle irregular measurement intervals and multiple series with different frequencies. 530
nrel/rdtools Tools for technical analysis of time series data from photovoltaic energy systems 156
adbedada/ts-raster Extracts and analyzes time-series characteristics from raster data using Python. 4
functime-org/functime A Python library for time-series forecasting and feature extraction using parallel processing techniques 1,044
robcarver17/systematictradingexamples A collection of code examples focused on systematic trading strategies and related algorithms using Python. 370
cerlymarco/tsmoothie A Python library providing fast and efficient smoothing and outlier detection techniques for time series data. 741