Create your own GitHub profile
Sign up for your own profile on GitHub, the best place to host code, manage projects, and build software alongside 28 million developers.Sign up
Python package to generate Gaussian (1/f)**beta noise (e.g. pink noise)
Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.
Fast and flexible two- and three-point correlation analysis for time series using spectral methods.
Bin one-dimensional data and calculate conditional expectation values.