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