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Miha Kralj
997 B
997 B
Statistics
Statistical analysis tools applied to price/returns.
| Indicator | Full Name | Description |
|---|---|---|
| BETA | Beta Coefficient | |
| BIAS | Bias | |
| COINTEGRATION | Cointegration | |
| CORRELATION | Correlation (Pearson's) | |
| COVARIANCE | Covariance | |
| CUMMEAN | Cumulative Mean (Average) | |
| ENTROPY | Normalized Shannon Entropy | |
| GEOMEAN | Geometric Mean | |
| GRANGER | Granger Causality Test | |
| HARMEAN | Harmonic Mean | |
| HURST | Hurst | |
| IQR | Interquartile Range | |
| JB | Jarque-Bera Test | |
| KENDALL | Kendall Rank Correlation | |
| KURTOSIS | Kurtosis | |
| LINREG | Linear Regression Curve | |
| MEDIAN | Median (Statistical) | |
| MODE | Mode (Most Frequent) | |
| PERCENTILE | Percentile | |
| QUANTILE | Quantile | |
| SKEW | Skewness | |
| SPEARMAN | Spearman Rank Correlation | |
| STDDEV | Standard Deviation | |
| THEIL | Theil Index | |
| VARIANCE | Variance | |
| ZSCORE | Z-score standardization | |
| ZTEST | Z-Test |