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trend / momentum and other patterns in financial timeseries

tr8dr
tr8dr
pushedAt 5 months ago

tr8dr/tseries-patterns

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)
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