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Popular repositories

  1. colorednoise

    Python package to generate Gaussian (1/f)**beta noise (e.g. pink noise)

    Python 11 3

  2. priceprop

    Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.

    Python 3 3

  3. scorr

    Fast and flexible two- and three-point correlation analysis for time series using spectral methods.


  4. binny

    Bin one-dimensional data and calculate conditional expectation values.


461 contributions in the last year

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Contribution activity

January 2019

19 contributions in private repositories Jan 2 – Jan 17

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