$fracdiff$

fracdiff

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

finance

View on GitHub Website

199 Stars

27 Forks

199 Watchers

Python Language

bsd-3-clause License

Cost to Build

$181.9K

Market Value

$345.6K

How is this calculated?

Growth over time

7 data points · 2021-08-01 → 2023-07-01

Stars Forks Watchers

💬

How do you feel about this project?

Ask AI about fracdiff

Question copied to clipboard

What is the fracdiff/fracdiff GitHub project? Description: "Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial Machine Learning" by M. Prado.". Written in Python. Explain what it does, its main use cases, key features, and who would benefit from using it.

Question is copied to clipboard — paste it after the AI opens.

How to clone fracdiff

Clone via HTTPS

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

Clone via SSH

[email protected]:fracdiff/fracdiff.git

Download ZIP

Download master.zip

Found an issue?

Report bugs or request features on the fracdiff issue tracker:

Open GitHub Issues

Similar to fracdiff

vnpy tushare dash rqalpha ta-lib-python Lean awesome-quant StockSharp math-php firefly-iii awesome-quant bulbea akaunting gooderp_addons pandas-datareader yahoo-finance alphalens fooltrader go-finance alpha_vantage moneymanagerex fecon235 Strata grs quantmod IEX-API Blog economizzer receipt-parser parity