QuanTAlib/lib/numerics/_index.md

Numerics

"Price is raw signal. Transform exposes hidden structure. Derivative reveals momentum. Normalization enables comparison."

Basic mathematical transforms and utility functions for time series. These building blocks convert raw price data into forms suitable for analysis, comparison, and downstream indicator consumption.

Indicator	Full Name	Description
ACCEL	Acceleration	Momentum change; second derivative of price.
CHANGE	Percentage Change	Relative price movement over lookback period.
EXPTRANS	Exponential Transform	e^x transform for log-space conversion reversal.
HIGHEST	Rolling Maximum	Maximum value over lookback window.
JERK	Jerk	Rate of acceleration; third derivative of price.
LINEARTRANS	Linear Transform	y = ax + b scaling transformation.
LOGTRANS	Logarithmic Transform	Natural log for percentage-based analysis.
LOWEST	Rolling Minimum	Minimum value over lookback window.
MIDPOINT	Midrange	(Highest + Lowest) / 2 over lookback window.
NORMALIZE	Min-Max Normalization	Scale to [0,1] range using rolling min/max.
RELU	Rectified Linear Unit	max(0, x); neural network activation function.
SIGMOID	Logistic Function	1/(1+e^-x); bounded [0,1] transform.
SLOPE	Rate of Change	First derivative; velocity of price movement.
SQRTTRANS	Square Root Transform	Variance-stabilizing transformation.
STANDARDIZE	Z-Score Normalization	(x - mean) / stddev; zero-mean unit-variance transform.