{"repo":"Boulder-Investment-Technologies/lppls","free":true,"listed":false,"github":"https://github.com/Boulder-Investment-Technologies/lppls","clone":"git clone https://github.com/Boulder-Investment-Technologies/lppls.git","description":"Library for fitting the LPPLS model to data.","language":"Jupyter Notebook","stars":471,"topics":["python","finance"],"license":"MIT","category":"trading","readme_excerpt":"Log Periodic Power Law Singularity (LPPLS) Model lppls is a Python module for fitting the LPPLS model to data. Overview The LPPLS model provides a flexible framework to detect bubbles and predict regime changes of a financial asset. A bubble is defined as a faster-than-exponential increase in asset price, that reflects positive feedback loop of higher return anticipations competing with negative feedback spirals of crash expectations. It models a bubble price as a power law with a finite-time singularity decorated by oscillations with a frequency increasing with time. Try the demo: Here is the model: where: - $E[ln\\ p(t)]$: expected log price at the date of the termination of the bubble - $t c$: critical time (date of termination of the bubble and transition in a new regime) - $A$: expected log price at the peak when the end of the bubble is reached at $t c$ - $B$: amplitude of the power law acceleration - $C$: amplitude of the log-periodic oscillations - $m$: degree of the super exponential growth - $\\omega$: scaling ratio of the temporal hierarchy of oscillations - $\\phi$: time scale of the oscillations The model has three components representing a bubble. The first, $A+B(t c-t)^{m}$, handles the hyperbolic power law. For $m$ = 3.10) - CMA-ES ( = 3.3.0) - Matplotlib ( = 3.5.0) - Numba ( = 0.56.0) - NumPy ( = 1.23.0) - Pandas ( = 1.5.0) - SciPy ( = 1.9.0) - Scikit-learn ( = 1.2.0) - tqdm ( = 4.64.0) - Xarray ( = 2024.1.0) User installation Example Use If you wish to store re","default_branch":null,"files":null,"tree":[],"storefront":"/r/Boulder-Investment-Technologies","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/Boulder-Investment-Technologies/lppls/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}