jialuechen / pytca

Python Library for Transaction Cost Analysis (TCA)

Date Created 2024-06-28 (5 months ago)

Commits 55 (last one about a month ago)

Stargazers 131 (0 this week)

Watchers 4 (0 this week)

Forks 5

License bsd-2-clause

Ranking

RepositoryStats indexes 589,134 repositories, of these jialuechen/pytca is ranked #242,767 (59th percentile) for total stargazers, and #374,926 for total watchers. Github reports the primary language for this repository as Python, for repositories using this language it is ranked #44,358/117,584.

jialuechen/pytca is also tagged with popular topics, for these it's ranked: python (#10,979/22145), data-science (#1,179/2110), reinforcement-learning (#648/1319), gpu (#531/911), statistics (#366/743), quantitative-finance (#124/200), algorithmic-trading (#123/189)

Other Information

jialuechen/pytca has Github issues enabled, there are 5 open issues and 0 closed issues.

There have been 3 releases, the latest one was published on 2024-08-13 (3 months ago) with the name Release v1.2.2.

Homepage URL: https://jialuechen.github.io/pytca/

All Topics

gpu jax python order-book propagator statistics data-science price-impact best-execution limit-order-book algorithmic-trading high-frequency-data quantitative-finance reinforcement-learning

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55 commits on the default branch (main) since jan '22

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The primary language is Python but there's also others...

updated: 2024-12-02 @ 04:40am, id: 821555551 / R_kgDOMPfxXw