From e0a08aaf04bf8ca2be57236750dba36b0f7dd48d Mon Sep 17 00:00:00 2001 From: Danglewood <85772166+deeleeramone@users.noreply.github.com> Date: Wed, 23 Nov 2022 09:33:55 -0800 Subject: [PATCH] Adds missing commands to QA; moves it out of Stocks; to be like TA (#3540) * Adds missing commands * Moved out of Stocks to be like TA --- .../sdk/guides/intros/{stocks => }/quantitative-analysis.md | 6 ++++++ 1 file changed, 6 insertions(+) rename website/content/sdk/guides/intros/{stocks => }/quantitative-analysis.md (94%) diff --git a/website/content/sdk/guides/intros/stocks/quantitative-analysis.md b/website/content/sdk/guides/intros/quantitative-analysis.md similarity index 94% rename from website/content/sdk/guides/intros/stocks/quantitative-analysis.md rename to website/content/sdk/guides/intros/quantitative-analysis.md index 844bd449b83..8d0d1c44b5c 100644 --- a/website/content/sdk/guides/intros/stocks/quantitative-analysis.md +++ b/website/content/sdk/guides/intros/quantitative-analysis.md @@ -10,13 +10,19 @@ The functions of the `qa` module are grouped into categories, listed below along |Path |Type |Description | |:----------|:----------:|--------------------:| +|openbb.qa.acf |Plot |Plots Auto and Partial Correlation of Returns and Change in Returns| |openbb.qa.bw |Plot |Box and Whisker Plot | +|openbb.qa.calculate_adjusted_var |Risk |Calculates VaR, adjusted for skew and kurtosis (Cornish-Fisher-Expansion) | +|openbb.qa.cdf |Plot |Plots the Cumulative Distribution Function | +|openbb.qa.cusum |Plot |Plots the Cumulative Sum Algorithm | |openbb.qa.decompose |Plot |Decomposition in Cyclic-Trend, Season & Residuals of Prices | |openbb.qa.es |Statistics |Expected Shortfall per percentile | |openbb.qa.kurtosis |Rolling Metrics |Rolling Kurtosis of Distribution of Prices | +|openbb.qa.line |Plot |Customizable Line Plot, With Annotations | |openbb.qa.normality |Statistics |Normality Statistics and Tests | |openbb.qa.omega |Risk |Omega Ratio (Risk/Return Performance Measure) | |openbb.qa.quantile |Rolling Metrics |Rolling Median and Quantile of Prices | +|openbb.qa.qqplot |Plot |QQ Plot for Data Against Normal Quantiles | |openbb.qa.rolling |Rolling Metrics |Rolling Mean and Standard Deviation of Prices | |openbb.qa.sharpe |Risk |Sharpe Ratio (Measure of Risk-Adjusted Return) | |openbb.qa.skew |Rolling Metrics |Rolling Skewness of Distribution of Prices |