Miha
1.1 KiB
Statistics indicators
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 ✔️ MAX - Maximum value over period ✔️ MEDIAN - Median value over period ✔️ MIN - Minimum value over period ✔️ MODE - Mode (most frequent value) ✔️ PERCENTILE - Percentile rank calculation ✔️ SKEW - Skewness measuring distribution asymmetry ✔️ SLOPE - Linear regression slope ✔️ SPEARMAN - Spearman rank correlation ✔️ STDDEV - Standard deviation ✔️ THEIL - Theil's U statistics for forecast accuracy ✔️ TSF - Time series forecast ✔️ VARIANCE - Statistical variance ✔️ ZSCORE - Z-score standardization COINTEGRATION - Test for cointegrated series