quantitative

Commands

Capm

Get Capital Asset Pricing Model (CAPM)

Kurtosis

Get the Kurtosis

Normality

Get Normality Statistics

Omega Ratio

Calculate the Omega Ratio

Quantile

Get Quantile

Sharpe Ratio

Get Sharpe Ratio

Skewness

Get Skewness

Sortino Ratio

Get Sortino Ratio

Summary

Get Summary Statistics

Unitroot Test

Get Unit Root Test