Hurst exponent evaluation and R/S-analysis in Python
☆341Nov 18, 2025Updated 11 months ago
Alternatives and similar repositories for hurst
Users that are interested in hurst are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Calculates the Hurst exponent of a time series based on Rescaled range (R/S) analysis.☆53May 18, 2018Updated 8 years ago
- Multifractal Detrended Fluctuation Analysis in Python☆166Aug 15, 2022Updated 4 years ago
- Calculates the generalized Hurst exponent of a time series☆39Dec 5, 2023Updated 2 years ago
- ARCH models in Python☆1,655Updated this week
- Exact methods for simulating fractional Brownian motion and fractional Gaussian noise in python☆102May 8, 2021Updated 5 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- python package for DFA (Detrended Fluctuation Analysis) and related algorithms☆136Sep 17, 2026Updated last month
- ☆45Apr 12, 2021Updated 5 years ago
- Nonlinear measures for dynamical systems (based on one-dimensional time series)☆310Nov 30, 2025Updated 11 months ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆4,960Oct 2, 2023Updated 3 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆49Apr 9, 2020Updated 6 years ago
- Higuchi Fractal Dimension (HFD) for 1D(time) series☆51Dec 13, 2023Updated 2 years ago
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆1,978Dec 8, 2022Updated 3 years ago
- We are hard pressed to find a concrete implementation of both Benoit Mandelbrot's "A Multifractal Model of Asset Returns" and Edgar E. Pe…☆61Aug 15, 2022Updated 4 years ago
- Systematic Trading in python☆3,572Oct 16, 2026Updated 2 weeks ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆130Nov 3, 2020Updated 5 years ago
- ☆444May 29, 2026Updated 5 months ago
- KloudTrader's in-house library designed for rapid prototyping and development of trading strategies. 📈📊📉☆18Jan 12, 2021Updated 5 years ago
- ☆16Jan 20, 2021Updated 5 years ago
- Detrended Fluctuation Analysis☆64Apr 29, 2021Updated 5 years ago
- Intelligently optimizes technical indicators and optionally selects the least intercorrelated for use in machine learning models☆463Oct 13, 2023Updated 3 years ago
- Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage…☆1,280Jan 20, 2023Updated 3 years ago
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆399Aug 7, 2018Updated 8 years ago
- Financial portfolio optimization in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity☆6,133Jul 7, 2026Updated 3 months ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Scikit-learn style cross-validation classes for time series data☆289Feb 15, 2022Updated 4 years ago
- ☆10Sep 15, 2020Updated 6 years ago
- A Python package for data analysis with permutation entropy and ordinal network methods.☆117Aug 27, 2026Updated 2 months ago
- ☆199May 13, 2020Updated 6 years ago
- Quantnet: SFE quantlets☆11Updated this week
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆180Sep 18, 2019Updated 7 years ago
- Python implementation of fractional brownian motion☆64Aug 17, 2020Updated 6 years ago
- Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"☆58Jul 6, 2023Updated 3 years ago
- Machine Learning for Financial Market Prediction☆61Dec 20, 2018Updated 7 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- Library for fitting the LPPLS model to data.☆479May 30, 2026Updated 5 months ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,963Oct 21, 2024Updated 2 years ago
- trend / momentum and other patterns in financial timeseries☆294Jun 27, 2021Updated 5 years ago
- Quantitative finance research tools in Python☆467Feb 2, 2023Updated 3 years ago
- Reinforce Trader is a trading journal app to provide a solution for traders to track analyse and improve their trading strategies.☆12Mar 4, 2025Updated last year
- Python code for Bayesian Conditional Cointegration☆18May 28, 2017Updated 9 years ago
- ☆13Jul 7, 2022Updated 4 years ago