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.
BETADIST	Beta Distribution	Beta probability distribution transform.
BINOMDIST	Binomial Distribution	Binomial probability distribution transform.
CHANGE	Percentage Change	Relative price movement over lookback period.
CWT	Continuous Wavelet Transform	Time-frequency decomposition with continuous wavelets.
DWT	Discrete Wavelet Transform	À trous Haar stationary DWT; multi-resolution approximation + detail decomposition.
EXPDIST	Exponential Distribution	Exponential probability distribution transform.
EXPTRANS	Exponential Transform	e^x transform for log-space conversion reversal.
FDIST	F-Distribution	Fisher-Snedecor probability distribution transform.
FFT	Fast Fourier Transform	Frequency-domain decomposition via FFT algorithm.
GAMMADIST	Gamma Distribution	Gamma probability distribution transform.
HIGHEST	Rolling Maximum	Maximum value over lookback window.
IFFT	Inverse Fast Fourier Transform	Frequency-to-time domain reconstruction.
JERK	Jerk	Rate of acceleration; third derivative of price.
LINEARTRANS	Linear Transform	y = ax + b scaling transformation.
LOGNORMDIST	Log-normal Distribution	Log-normal probability distribution transform.
LOGTRANS	Logarithmic Transform	Natural log for percentage-based analysis.
LOWEST	Rolling Minimum	Minimum value over lookback window.
NORMDIST	Normal Distribution	Gaussian probability distribution transform.
NORMALIZE	Min-Max Normalization	Scale to [0,1] range using rolling min/max.
POISSONDIST	Poisson Distribution	Poisson probability distribution transform.
RELU	Rectified Linear Unit	max(0, x); neural network activation function.
SIGMOID	Logistic Function	1/(1+e^-x); bounded [0,1] transform.
SLOPE	First Derivative	First derivative; velocity of price movement.
SQRTTRANS	Square Root Transform	Variance-stabilizing transformation.
TDIST	Student's t-Distribution	Student's t probability distribution transform.
WEIBULLDIST	Weibull Distribution	Weibull probability distribution transform.