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.
BETADIST	Beta Distribution	Continuous probability distribution defined on interval [0, 1].
BINOMDIST	Binomial Distribution	Discrete probability distribution of successes in n independent trials.
CWT	Continuous Wavelet Transform	Analyzes time series data across different frequency scales continuously.
DWT	Discrete Wavelet Transform	Analyzes time series data across different frequency scales at discrete intervals.
EXPDIST	Exponential Distribution	Continuous probability distribution describing time between events.
FDIST	F-Distribution	Continuous probability distribution ratio of two chi-squared distributions.
FFT	Fast Fourier Transform	Efficient algorithm for computing the discrete Fourier transform and its inverse.
GAMMADIST	Gamma Distribution	Continuous probability distribution generalizing exponential and chi-squared.
IFFT	Inverse Fast Fourier Transform	Efficient algorithm for computing the inverse discrete Fourier transform.
LOGNORMDIST	Log-normal Distribution	Continuous probability distribution of a variable whose log is normally distributed.
NORMDIST	Normal Distribution	Gaussian bell-shaped probability distribution.
POISSONDIST	Poisson Distribution	Discrete probability distribution expressing events in fixed time interval.
TDIST	Student's t-Distribution	Continuous probability distribution when estimating mean of normally distributed population.
WEIBULLDIST	Weibull Distribution	Continuous probability distribution useful in reliability and survival analysis.