Felix Patzelt

colorednoise. Python package to generate Gaussian (1/f)**beta noise (e.g. pink noise)

priceprop. Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.

scorr. Fast and flexible two- and three-point correlation analysis for time series using spectral methods.

statistics-for-everyone. A statistics mini-course with a practical focus. For a broad audience, including those who didn't do any math in years.

covid-19. Code for personal plotting of the official numbers

binny. Python package for smart binning of one-dimensional data and calculating conditional expectation values.