https://github.com/hyperstripe50/fractal-market-analysis

We are hard pressed to find a concrete implementation of both Benoit Mandelbrot's "A Multifractal Model of Asset Returns" and Edgar E. Peters' "Fractal Market Analysis" so, with apologies to the Authors, we attempt to fill this vacancy.

beniot-mandelbrot bmmt edgar-e-peters fractal-market-analysis harold-edwin-hurst hurst mmar rescaled-range time-series

Last synced: 07 Apr 2026