Variance Python Packages

arch

ARCH models in Python

samplics

Select, weight and analyze complex sample data

momentum

Running mean, variance, skew, and kurtosis

stationaritytoolkit

Stationarity Tests in one place

portfolio-backtest

portfolio-backtest is a python library for backtest portfolio asset allocation on Python 3.7 and above.

batchstats

Python package for efficient, online statistical computations on streaming or large-scale data

tmeasures

Invariance, Same-Equivariance and other measures for Neural Networks. Support for PyTorch (now) and TensorFlow (coming).