mmar

There are 0 repository under mmar topic.

• 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-mandelbrotedgar-e-petersharold-edwin-hurstfractal-market-analysismmarbmmttime-seriesrescaled-rangehurst
  Language:Python 49
• Multifractal-Model-of-Asset-Returns-MMAR-for-Thesis

  Deckstar / Multifractal-Model-of-Asset-Returns-MMAR-for-Thesis

  I wrote a Master's in Finance thesis on Monte Carlo simulation of the Multifractal Model of Asset Returns. This is a model developed in the late 1990's by Benoît Mandelbrot and his two students, Laurent Calvet and Adlai Fisher. I had never programmed before and this was my first big coding project — so sorry if the code sucks! I did what I could :)

  mmarmultifractalfinancemontecarlo-simulationdata-analysismandelbrotjupyter-labjupyter-notebookpython
  Language:Jupyter Notebook 42

• mmar58 / MMAR-Grid

  It's a unity grid to help in place object, design environment, control or enhance gameplay. And feel free to use it anywhere or contribute.

  gridmmarunity
  Language:C#