#

cusum-filter

Here is 1 public repository matching this topic...

muMAJJI / Trading---CUSUM-FILTER

CUSUM (Cumulative Sum) filter for detecting structural shifts in financial time series, implemented in Python

python quantitative-finance event-detection change-detection financial-data-analysis trading-signals event-driven-trading cusum-filter structural-breaks

Updated May 1, 2025
Jupyter Notebook

Improve this page

Add a description, image, and links to the cusum-filter topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the cusum-filter topic, visit your repo's landing page and select "manage topics."