Fractional Differentiation as seen in chapter 5 of Advances in Financial Machine Learning (2018) by M. Lopez de Prado. Wiley.
Used the following repositories as a starting point:
Kuttruf, S. (2019) Python code for fractional differencing of pandas time series. https://gist.github.com/skuttruf/fb82807ab0400fba51c344313eb43466
Amarnani, D. (2019) Post1_Fractional_Differencing.ipynb https://github.com/Dhiraj96/blog_posts/blob/master/post_1%2C2%2C3/Post1_Fractional_Differencing.ipynb
The function fracdiff_threshold uses a pandas DataFrame as series input