Projects

Updated 6 months ago

ARCHModels • Rank 11.7 • Science 77%

A Julia package for estimating ARMA-GARCH models.

arch econometrics finance garch julia julia-language regression statistical-models statistics timeseries volatility

Updated 6 months ago

volatility3 • Rank 26.3 • Science 54%

Volatility 3.0 development

digital-investigation forensics incident-response malware memory python ram volatility volatility-framework

Updated 5 months ago

https://github.com/bashtage/arch • Rank 24.1 • Science 49%

ARCH models in Python

adf arch bootstrap df-gls dickey-fuller finance financial-econometrics forecasting garch model-confidence-set multiple-comparison-procedures phillips-perron reality-check risk spa time-series unit-root variance volatility

Updated 5 months ago

ta • Rank 25.2 • Science 23%

Technical Analysis Library using Pandas and Numpy

financial fundamental-analysis momentum numpy oscillator pandas python python3 series-datasets technical-analysis technical-analysis-library trading trend trend-analysis volatility volume

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Open Source Science

ARCHModels • Rank 11.7 • Science 77%

volatility3 • Rank 26.3 • Science 54%

https://github.com/bashtage/arch • Rank 24.1 • Science 49%

ta • Rank 25.2 • Science 23%