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Statistics, etc...




  • NYUecondata :: This is a repository for handling certain datasets and doing simple plots. Supervised by Dave Backus.
  • :: A community based Python library for quantitative economics, the code is described at, a website dedicated to providing lectures that teach economics and programming authored by Thomas J. Sargent and John Stachurski
    • Quantitative economic modelling lecture series in Python language, designed and written by Thomas J. Sargent and John Stachurski, that is freely available as a PDF file too.

Financial Accounting

  • autograd :: Computes derivatives of complicated numpy code.
  • blpapi-py :: Bloomberg Python API.
  • DX :: DX Analytics is a Python-based financial analytics library which allows the modeling of rather complex derivatives instruments and portfolios.
  • Graphical-Lasso-in-Finance :: Implementations of the graphical lasso method to estimation of covariance matrices in finance.
  • i3 :: Learning stochastic inverses for amortized inference in Bayesian networks.
  • kcbo :: A Bayesian testing framework written in Python.
  • Pyfin :: Basic options pricing in Python with basic Greeks calculation across valuation models, discrete dividends support in the lattice (binomial tree) and Monte Carlo simulation models.
  • pyfolio :: Portfolio and risk analytics in Python.
  • PyMC :: A python module for Bayesian statistical modeling and model fitting which focuses on advanced Markov chain Monte Carlo fitting algorithms. Its flexibility and extensibility make it applicable to a large suite of problems.
  • PyMC3 :: A python module for Bayesian statistical modeling and model fitting which focuses on advanced Markov chain Monte Carlo fitting algorithms.
  • pysdmx :: Python interface to SDMX endpoint provided by Eurostat.
  • Zipline :: A Pythonic Algorithmic Trading Library.
  • zipline-tensorboard :: TensorBoard as a Zipline dashboard.
  • ISLR-python :: Python code for "An Introduction to Statistical Learning", by James, Witten, Hastie, Tibshirani, 2013.
  • ISLR chapters from R implemented in numpy
  • 538model - 538 Election Forecasting Model :: Python scripts that replicates some features of Nate Silver's 538 Election Forecasting Model.


  • engarde :: A library for defensive data analysis.



  • Mystic :: highly-constrained non-convex optimization and uncertainty quantification.
  • nelder-mead :: Pure Python/Numpy implementation of the Nelder-Mead algorithm.
  • hyperopt :: Distributed Asynchronous Hyperparameter Optimization in Python.


  • distcan :: Probability distributions for python in their canonical form.
  • emcee :: The Python ensemble sampling toolkit for affine-invariant MCMC. Documentation
  • hypergrad :: Exploring differentiation w.r.t hyperparameters.
  • mcnets :: Adaptive Markov chain networks.
  • pandaSDMX :: An Apache 2.0-licensed Python package to retrieve and acquire statistical data and metadata disseminated in SDMX format. It works well with the SDMX services of the European statistics office (Eurostat) and the European Central Bank (ECB).
  • Patsy :: Describing statistical models in Python using symbolic formulas.
  • permute :: Permutation tests and confidence sets.
  • pymbar :: Statistically optimal analysis of samples from multiple equilibrium states.
  • PyMix :: The Python mixture package.
  • pystatsd :: A Python client for statsd. Documentation
  • Statsmodels is a Python library package for econometrics, plotting functions, statistical modeling and tests, that provides a complement to SciPy for statistical computations including descriptive statistics, and estimation and inference for statistical models. Source Code.


  • bayesian-belief-networks :: Pythonic Bayesian Belief Network Package, supporting creation of and exact inference on Bayesian Belief Networks specified as pure python functions.
  • Bumps :: It provides data fitting and Bayesian uncertainty modeling for inverse problems.
  • DBDA-python :: Python code for the book Doing Bayesian Data Analysis, 2nd Edition (Kruschke, 2015).
  • dora :: A library for Bayesian active sampling with non-parametric models.
  • PRIMO :: An implementation of a Bayesian Network in Python.
  • Pomegranate :: A package for graphical models and Bayesian statistics for Python, implemented in cython. Documentation.
  • SAMCNet :: A toolkit and demonstration for Bayesian model averaging over objective functions defined over model classes of interest using advanced MCMC techniques.
  • Spearmint :: Bayesian optimization codebase.
  • YABN :: Yet Another Bayesian Network.

TimeSeries Analysis


  • Pandas :: A flexible and powerful data analysis / manipulation library for Python, providing labeled data structures similar to R data.frame objects, statistical functions, and much more.
  • pandas-finance :: High level API for access to and analysis of financial data.
  • Pandashells :: An attempt to marry the expressive, concise workflow of the shell pipeline with the statistical and visualization tools of the python data-stack.
  • pandasql :: Query pandas DataFrames using SQL syntax with SQLite.
  • pandas_talib :: A Python Pandas implementation of technical analysis indicators.
  • sandals :: Query pandas dataframes and objects using SQL.
  • sql4pandas :: Efficient SQL bindings for the pandas data analysis library implemented entirely in python. Compile and execute SQL queries directly on pandas data frames without copying to an external database. It uses sqlparse at the backend.