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Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.
Python165 stars27 forksMIT
classification-modeldowntrenddrawdowndrawdown-at-riskfinancemachine-learningmaximum-drawdown-at-riskpythonquantquantitative-financetime-seriestime-series-analysistime-under-watertimeseriestimeunderwatertrends-detecteduptrend
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