Han
UC Berkeley
自 2011 起处于活动状态
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Fractal Volatility through Variation Index
VARINDX calculates the variation index and fractal dimension of a financial time series.
14 years 前 | 1 次下载 |
已提交
Flipping Trade Signals
Simulation to explore changing all long trade signals to short on a geometric brownian motion path.
14 years 前 | 1 次下载 |
已提交
Fractal Volatility of Financial Time Series
Calculates the fractal dimension of a financial timeseries through box counting.
14 years 前 | 3 次下载 |



