Fundamental package for quantitative finance with Python.
CUSUM (Cumulative Sum) filter for detecting structural shifts in financial time series, implemented in Python
End-to-End Python implementation of Mukhia et al.'s (2025) methodology for detecting political risk transmission in stablecoin markets. Implements dynamic programming for endogenous breakpoint detection, Empirical Mode Decomposition, Cholesky-identified structural shocks, and AAFT surrogate validation to quantify political uncertainty spillovers.
Autoregressive (AR) models with advanced techniques: model selection, diagnostics, structural breaks, rolling forecasts, Fourier seasonality, exogenous variables, business cycle analysis, and benchmarking for economic time series.
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