fracdiff

finance

Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial Machine Learning" by M. Prado.

How to download and setup fracdiff

Open terminal and run command

git clone https://github.com/fracdiff/fracdiff.git

git clone is used to create a copy or clone of fracdiff repositories. You pass git clone a repository URL.
it supports a few different network protocols and corresponding URL formats.

Also you may download zip file with fracdiff https://github.com/fracdiff/fracdiff/archive/master.zip

Or simply clone fracdiff with SSH

[email protected]:fracdiff/fracdiff.git

If you have some problems with fracdiff

You may open issue on fracdiff support forum (system) here: https://github.com/fracdiff/fracdiff/issues

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