Calculates the Hurst exponent of a time series based on Rescaled range (R/S) analysis.
☆53May 18, 2018Updated 8 years ago
Alternatives and similar repositories for Hurst-exponent-R-S-analysis-
Users that are interested in Hurst-exponent-R-S-analysis- 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 generalized Hurst exponent of a time series☆39Dec 5, 2023Updated 2 years ago
- Hurst exponent evaluation and R/S-analysis in Python☆341Nov 18, 2025Updated 11 months ago
- Predicting for Customers, whether they will buy car insurance or not.☆11Jan 29, 2021Updated 5 years ago
- Conditional Autoregressive Value-at-Risk: all flavors of CAViaR.☆10Jan 15, 2018Updated 8 years ago
- Multifractal Detrended Fluctuation Analysis in Python☆166Aug 15, 2022Updated 4 years ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- Scalable implementation of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy hig…☆13Jan 21, 2022Updated 4 years ago
- Higuchi Fractal Dimension (HFD) for 1D(time) series☆51Dec 13, 2023Updated 2 years ago
- Fit hidden Markov model to stock returns and backtest strategy with hidden volatility regime filter☆10Nov 12, 2018Updated 7 years ago
- Time-series prediction with LSTNet in Apache MXNet Gluon☆21Jun 5, 2018Updated 8 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
- machine learning trading system using random decision tree to train the technical indicators☆10Apr 11, 2017Updated 9 years ago
- Application of the MultiFractal Detrended Fluctuation Analysis to Time Series☆17Jun 14, 2019Updated 7 years ago
- Fractional Brownian Motion package☆11Jun 24, 2022Updated 4 years ago
- manipulating cointegrated pairs to achieve a market-neutral strategy that outperforms indices☆11Jan 12, 2021Updated 5 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Applying Hidden Markov Models to model Gold Intraday Volatility by detecting regime switches from low-vol regimes to high-vol☆16Feb 17, 2021Updated 5 years ago
- QARandomPrice_TickPrice_by_OU process☆11May 18, 2020Updated 6 years ago
- Calculate p-values and critical values for tests of fractional unit roots and cointegration☆13Nov 2, 2015Updated 10 years ago
- This project is focus on stock prediction,our goal is implementing one trading framework using DRL with LSTM.☆11Jun 1, 2018Updated 8 years ago
- Documents from original Unix☆12Aug 13, 2023Updated 3 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Aug 21, 2020Updated 6 years ago
- OpenQuant2014的XAPI插件☆18Dec 8, 2022Updated 3 years ago
- 二进制行情存储格式☆32Jun 29, 2017Updated 9 years ago
- Get breakeven volatility through Delta Hedging and Gamma Hedging; Fit the volatility smile by SABR and SVI model☆18Feb 21, 2020Updated 6 years 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.
- This project implements the following models to value options in Python: 1. Black-Scholes model 2. Bachelier model 3. Black76 model 4. Di…☆18Jan 21, 2019Updated 7 years ago
- Python implementation of simple algorithmic trading strategies using Momentum and Trend following technical indicators used by traders an…☆14Dec 3, 2023Updated 2 years ago
- A Raspberry Pi based Universal Testing Machine to perform a number of tasks related to mechanical tensile tests of specimens.☆13Mar 21, 2022Updated 4 years ago
- Momentum Trading Assistant (MTA) is a python program designed to replace a Momentum Trader using the Interactive Brokers Trader Workstati…☆12Jan 12, 2026Updated 9 months ago
- Functions built on material from Columbia's Coursera courses on Financial Engineering and Risk Management (I & II).☆16Jan 15, 2018Updated 8 years ago
- A CNN + Auto-Encoder Approach for Predicting Financial Time-Series☆12May 16, 2019Updated 7 years ago
- Download weekly master tables from Federal Election Commission's FTP server, from 1980 on.☆13Aug 6, 2012Updated 14 years ago
- a wavelet-based multifractal image analysis tool implementing the WTMM (Wavelet Transform Modulus Maxima) method.☆11Feb 1, 2020Updated 6 years ago
- A Python project for demonstrating how to use Polars to analyze election data.☆14Mar 8, 2026Updated 7 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.
- Scripts to generate data of real time datasets☆12May 8, 2026Updated 5 months ago
- Final project repo for UCLA CS 267A☆13Aug 29, 2020Updated 6 years ago
- (Work In Progress) Implementation of "Financial Time Series Prediction Using Deep Learning"☆15Dec 8, 2017Updated 8 years ago
- A stock exchange☆12Feb 4, 2023Updated 3 years ago
- Simulation for CACTI (Coded Aperture Compressive Temporal Imaging) System☆11Aug 1, 2021Updated 5 years ago
- R code for CAViaR model☆35Dec 12, 2021Updated 4 years ago
- DNS delegation path traceroute☆12May 17, 2016Updated 10 years ago