quantitative
Commands
Capm
Get Capital Asset Pricing Model (CAPM)
Kurtosis
Get the rolling Kurtosis
Normality
Get Normality Statistics
Omega Ratio
Calculate the Omega Ratio
Quantile
Get Rolling Quantile
Sharpe Ratio
Get Rolling Sharpe Ratio
Skewness
Get Rolling Skewness
Sortino Ratio
Get rolling Sortino Ratio
Summary
Get Summary Statistics
Unitroot Test
Get Unit Root Test