https://github.com/felixpatzelt/colorednoise

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

correlations noise-generator power-laws python python2 python3 time-series

Last synced: 05 Apr 2025

https://github.com/felixpatzelt/priceprop

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

high-frequency-trading kernel-model linear-models modeling pandas propagators python scientific scientific-publications time-series time-series-econometrics

Last synced: 05 Jan 2025

https://github.com/felixpatzelt/scorr

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

correlation correlations python scientific spectral-methods time-series

Last synced: 09 Apr 2025

https://github.com/felixpatzelt/statistics-for-everyone

A statistics mini-course with a practical focus. For a broad audience, including those who didn't do any math in years.

altair educational python statistical-analysis statistics

Last synced: 12 Mar 2025

https://github.com/felixpatzelt/binny

Python package for smart binning of one-dimensional data and calculating conditional expectation values.

Last synced: 05 Jan 2025

https://github.com/felixpatzelt/covid-19

Code for personal plotting of the official numbers

animation cartopy covid-19 covid19 jupyter-notebook map matplotlib python

Last synced: 12 Mar 2025