tr8dr / tseries-patterns

trend / momentum and other patterns in financial timeseries

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Financial Timeseries Patterns library

This package contains a growing collection of price pattern detectors (online and offline). I am slowly open sourcing a number of indicators and models I have found useful (and continue to use) over the years.

Functionality

Here is a (growing) list of functionality provided by the library

  • AmplitudeBasedLabeller (doc)
  • HawkesBSI (doc)
  • HawkesBVC (doc)

About

trend / momentum and other patterns in financial timeseries

License:MIT License


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Language:Jupyter Notebook 79.6%Language:Python 20.4%