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Hello,
I am sharing a small library I made last night for fast and simple fractional (non-integer) differentiation transforms for stationarity. This is something I've found very promising, especially for ML models, so I thought I'd make it reusable for anyone else who wants to play around with it.
I've attached a backtest with the current version (v1.0.0) of the library included. (I think you can just clone it and you should be able to have it in your directories?) The only things you need are the methods `.FitTransform()` and `.InverseTransform()` really, but take a look at the backtest. The default settings should be pretty good for market pricing data but change them as needed.
There's a more in-depth Example here if you're confused. Also Github repo, and I might add some stuff to it occasionally. If you run into any issues with it let me know.
Adam W
Backtest.
Adam W
This should work
Adam W
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