felixpatzelt

Felix Patzelt's repositories

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

Language:PythonMIT185 4 7

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

Language:PythonMIT23 30

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

Language:PythonMIT10 20

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

Language:HTMLMIT2 30

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

Language:Jupyter NotebookMIT1 20

Code for personal plotting of the official numbers

Language:Jupyter NotebookMIT1 20