Popular repositories

1. colorednoise colorednoise Public

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

   Python 183 19

2. priceprop priceprop Public

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

   Python 23 9

3. scorr scorr Public

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

   Python 10 4

4. statistics-for-everyone statistics-for-everyone Public

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

   HTML 2

5. binny binny Public

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

   Jupyter Notebook 1 1

6. covid-19 covid-19 Public

   Code for personal plotting of the official numbers

   Jupyter Notebook 1 2