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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