gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-24 05:28:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

prep

Browse Source
This commit is contained in:
Miha
2024-11-10 11:11:38 -08:00
parent 770b1e0d27
commit 428611315e
9 changed files with 430 additions and 71 deletions
Download Patch File Download Diff File Expand all files Collapse all files
lib/_list.md
+4 -4
View File
@@ -8,9 +8,9 @@
| Momentum | 17 | 0 | 17 |
| Oscillators| 24 | 5 | 29 |
| Patterns | 0 | 8 | 8 |
| Statistics | 21 | 2 | 23 |
| Statistics | 22 | 1 | 23 |
| Volatility | 31 | 4 | 35 |
| Total | 126 | 19 | 145 |
| Total | 127 | 18 | 145 |
## Indicators by Category
@@ -110,12 +110,13 @@ RPP - Rolling Pivot Points (Support 1-3, Pivot, Resistance 1-3)
WF - Williams Fractal
ZZ - Zig Zag Pattern
### Statistics (21/23)
### Statistics (22/23)
✔️ BETA - Beta coefficient measuring volatility relative to market
✔️ CORR - Correlation coefficient between two series
✔️ COVAR - Covariance between two series
✔️ CURVATURE - Curvature of a time series
✔️ ENTROPY - Information entropy of a series
✔️ GRANGER - Granger causality test
✔️ HURST - Hurst exponent for trend strength
✔️ KENDALL - Kendall rank correlation
✔️ KURTOSIS - Kurtosis measuring tail extremity
@@ -133,7 +134,6 @@ ZZ - Zig Zag Pattern
✔️ VARIANCE - Statistical variance
✔️ ZSCORE - Z-score standardization
COINTEGRATION - Test for cointegrated series
GRANGER - Granger causality test
### Volatility (31/35)
✔️ ADR - Average Daily Range