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Miha
2024-11-10 11:11:38 -08:00
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# Statistics indicators
Done: 21, Todo: 2
Done: 22, Todo: 1
✔️ 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
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✔️ VARIANCE - Statistical variance
✔️ ZSCORE - Z-score standardization
COINTEGRATION - Test for cointegrated series
GRANGER - Granger causality test