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ntessore / online-stats

Python micropackage with an online algorithm for mean, variance, and covariance
https://pypi.org/project/online-stats
MIT License
2 stars 1 forks source link

Momentum package #11

Open microprediction opened 1 month ago

microprediction commented 1 month ago

feel free to grab kurtosis etc

https://github.com/microprediction/momentum

ntessore commented 1 month ago

Hi @microprediction, thanks for the pointer! Would you yourself be interested in adding skew or kurtosis? Otherwise, I might look into it in the future