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1.2 KiB
Vendored
1.2 KiB
Vendored
Quantitative Analysis >>
| Command | Description |
|---|---|
| Statistics | |
summary |
brief summary statistics of loaded stock |
normality |
normality statistics and tests |
unitroot |
unit root test for stationarity (ADF, KPSS) |
| Plots | |
hist |
histogram and density plot |
cdf |
cumulative distribution function |
bw |
box and whisker plot |
acf |
(partial) auto-correlation function differentials differential of prices |
qqplot |
residuals against standard normal curve |
| Rolling Metrics | |
rolling |
rolling mean and std deviation of prices |
spread |
rolling variance and std deviation of prices |
quantile |
rolling median and quantile of prices |
skew |
rolling skewness of distribution of prices |
kurtosis |
rolling kurtosis of distribution of prices |
| Other: | |
raw |
print raw data |
decompose |
decomposition in cyclic-trend, season, and residuals of prices |
cusum |
detects abrupt changes using cumulative sum algorithm of prices |
capm |
capital asset pricing model |