xyz documentation#
Information-theoretic estimators for continuous and time-series data.
The library provides entropy, mutual information, transfer entropy, and related estimators with both parametric (Gaussian) and non-parametric (KSG/kNN, kernel) approaches.
Interactive finance demo#
The chart below is generated at build time with executable code and embedded as interactive Plotly HTML.
The finance examples in this documentation frame xyz in two practical ways:
as a hedge-fund research toolkit for testing incremental predictive content, and
as a market microstructure toolkit for studying directional information flow in
order-book and trade-derived state variables.
Getting started
API reference