Hurst Exponent Python Packages

fathon

python package for DFA (Detrended Fluctuation Analysis) and related algorithms

fluctuationanalysistools

Python library for DFA, Hurst exponent, and fluctuation analysis of time series.

treegraphduals

PyPI package for graph-theoretic time series analysis ; level set trees and their duals- horizontal tunnelability graphs

markowitzify

Markowitzify will implement a variety of portfolio and stock/cryptocurrency analysis methods to optimize portfolios or trading strategies. The two primary classes are "portfolio" and "stonks."

fracjax

High-Performance Fractal & Econophysics Tools for Financial Time Series using JAX (GPU-Accelerated).

pairscan-rmr

Ratio mean-reversion testing for asset pairs. Hurst exponent + ADF + walk-forward backtest.