Python toolkit for time-series analysis of asset and sensor signals — volatility profiling, cross-correlations, and response analysis under external events.
- Volatility Estimation: Historical, rolling, and EWMA volatility
- Correlation Analysis: Cross-signal correlation matrices and heatmaps
- Event Response Model: Signal response to external macro events
Python · NumPy · SciPy · Pandas · Matplotlib
pip install -r requirements.txt
Applicable to financial time-series and sensor data streams in robotics and embedded systems contexts.