Add comprehensive BTC/USDT price analysis framework with 17 modules

Browse Source

Complete statistical analysis pipeline covering:
- FFT spectral analysis, wavelet CWT, ACF/PACF autocorrelation
- Returns distribution (fat tails, kurtosis=15.65), GARCH volatility modeling
- Hurst exponent (H=0.593), fractal dimension, power law corridor
- Volume-price causality (Granger), calendar effects, halving cycle analysis
- Technical indicator validation (0/21 pass FDR), candlestick pattern testing
- Market state clustering (K-Means/GMM), Markov chain transitions
- Time series forecasting (ARIMA/Prophet/LSTM benchmarks)
- Anomaly detection ensemble (IF+LOF+COPOD, AUC=0.9935)

Key finding: volatility is predictable (GARCH persistence=0.973),
but price direction is statistically indistinguishable from random walk.

Includes REPORT.md with 16-section analysis report and future projections,
70+ charts in output/, and all source modules in src/.

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>

...

This commit is contained in:

riba2534

2026-02-03 10:29:54 +08:00

parent 3ab7ba6c7f

commit f4c4408708

96 changed files with 13218 additions and 0 deletions

Show all changes Ignore whitespace when comparing lines Ignore changes in amount of whitespace Ignore changes in whitespace at EOL

Download Patch File Download Diff File Expand all files Collapse all files

BIN

output/volatility/realized_volatility_multiwindow.png Normal file

Binary file not shown.

Side by Side After Width:  |  Height:  |  Size: 222 KiB