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structural-breaks

Here are 2 public repositories matching this topic...

quantfinlib / quantfinlib

Fundamental package for quantitative finance with Python.

simulation clustering cross-validation quantitative-finance feature-engineering algorithmic-trading stochastic-processes financial-markets backtesting market-microstructure synthetic-data structural-breaks

Updated Dec 18, 2024
Python

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

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