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GitHub topics: rolling-statistics

simeonschaub/RollingWindowArrays.jl

flexible and efficient rolling window operations

Language: Julia - Size: 241 KB - Last synced at: 20 days ago - Pushed at: 5 months ago - Stars: 16 - Forks: 0

shabbychef/fromo

Fast Robust Moments in R with Rcpp

Language: C++ - Size: 39.1 MB - Last synced at: 17 days ago - Pushed at: 5 months ago - Stars: 3 - Forks: 1

borchehq/incstatspy

NumPy based Python library for online calculation of moments .

Language: C - Size: 124 KB - Last synced at: about 1 month ago - Pushed at: 8 months ago - Stars: 1 - Forks: 0

borchehq/incstats

librstats is a C library for efficient online computation of statistics, such as for mean, variance, skewness and kurtosis.

Language: C - Size: 37.1 KB - Last synced at: 2 months ago - Pushed at: 8 months ago - Stars: 1 - Forks: 0

deepmancer/timeseries-anomaly-detection

Analysis of Classical Machine Learning Algorithms for Anomaly Detection in Time Series Data

Language: Jupyter Notebook - Size: 406 KB - Last synced at: 7 months ago - Pushed at: 8 months ago - Stars: 3 - Forks: 0

iuliagroza/spoof.io

A Proximal Policy Optimization Approach to Detect Spoofing in Algorithmic Trading

Language: Python - Size: 91.1 MB - Last synced at: 8 months ago - Pushed at: 8 months ago - Stars: 2 - Forks: 0

blleshi/Quantitative_Analysis_Custom_Portfolio

Quantitative Analysis; Custom Portfolio

Language: Jupyter Notebook - Size: 1.99 MB - Last synced at: about 2 months ago - Pushed at: 9 months ago - Stars: 0 - Forks: 0

AnvithaChaluvadi/Whale-Analysis_Module4Challenge

In this assignment, I'll get to use what I've learned this week to evaluate the performance among various algorithmic, hedge, and mutual fund portfolios and compare them against the S&P 500 Index.

Language: Jupyter Notebook - Size: 6.67 MB - Last synced at: about 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

lrb924/Portfolio_Performance

A Whale off the Port(folio)

Language: Jupyter Notebook - Size: 3.88 MB - Last synced at: about 1 year ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0