qa

acf

Plots Auto and Partial Auto Correlation of returns and change in returns

bw

Plots box and whisker plots

calculate_adjusted_var

Calculates VaR, which is adjusted for skew and kurtosis (Cornish-Fischer-Expansion)

cdf

Plots Cumulative Distribution Function

cusum

Plots Cumulative sum algorithm (CUSUM) to detect abrupt changes in data

decompose

Perform seasonal decomposition

es

Gets Expected Shortfall for specified stock dataframe.

hist

Plots histogram of data

kurtosis

Kurtosis Indicator

line

Display line plot of data

normality

Look at the distribution of returns and generate statistics on the relation to the normal curve.

omega

Get the omega series

qqplot

Plots QQ plot for data against normal quantiles

quantile

Overlay Median & Quantile

rolling

Return rolling mean and standard deviation

sharpe

Calculates the sharpe ratio

skew

Skewness Indicator

sortino

Calculates the sortino ratio

spread

Standard Deviation and Variance

summary

Print summary statistics

unitroot

Calculate test statistics for unit roots

var

Gets value at risk for specified stock dataframe.