A formalisation of Rough Path Theory in Lean4
-
Updated
Jul 5, 2026 - Lean
#
path-signatures
Here are 2 public repositories matching this topic...
Can the shape of how two prices move together tell us something a simple statistic can't? Maybe.
python quant quantitative-finance algorithmic-trading pairs-trading statistical-arbitrage rough-paths yfinance levy-area path-signatures
-
Updated
Mar 10, 2026 - Python
Improve this page
Add a description, image, and links to the path-signatures topic page so that developers can more easily learn about it.
Add this topic to your repo
To associate your repository with the path-signatures topic, visit your repo's landing page and select "manage topics."