lppl

An implementation of the log-periodic power law (LPPL) model for stock market crash.

1. run batch_download_data.py to download data from Yahoo Finance to local data directory 'data/'.
2. enter 'data/' and run the script './clean_yfinance_data.sh' to transform data for the right format of headers.
3. run lppl.py for test run; run lppl.ipynb for interactive play.