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