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Miha
27 lines
1.1 KiB
Markdown
27 lines
1.1 KiB
Markdown
# Statistics indicators
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Done: 22, Todo: 1
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✔️ BETA - Beta coefficient measuring volatility relative to market
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✔️ CORR - Correlation coefficient between two series
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✔️ COVAR - Covariance between two series
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✔️ CURVATURE - Curvature of a time series
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✔️ ENTROPY - Information entropy of a series
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✔️ GRANGER - Granger causality test
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✔️ HURST - Hurst exponent for trend strength
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✔️ KENDALL - Kendall rank correlation
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✔️ KURTOSIS - Kurtosis measuring tail extremity
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✔️ MAX - Maximum value over period
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✔️ MEDIAN - Median value over period
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✔️ MIN - Minimum value over period
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✔️ MODE - Mode (most frequent value)
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✔️ PERCENTILE - Percentile rank calculation
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✔️ SKEW - Skewness measuring distribution asymmetry
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✔️ SLOPE - Linear regression slope
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✔️ SPEARMAN - Spearman rank correlation
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✔️ STDDEV - Standard deviation
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✔️ THEIL - Theil's U statistics for forecast accuracy
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✔️ TSF - Time series forecast
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✔️ VARIANCE - Statistical variance
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✔️ ZSCORE - Z-score standardization
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COINTEGRATION - Test for cointegrated series
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