Quantitative Analysis

acf

Auto-Correlation and Partial Auto-Correlation Functions for diff and diff diff crypto data

askobb

Accept input as a string and return the most appropriate Terminal command

bw

Box and Whisker plot

cdf

Cumulative distribution function

cusum

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

decompose

Decompose time series as: - Additive Time Series = Level + CyclicTrend + Residual + Seasonality - Multiplicative...

hist

Histogram with density and rug

hold

Turn on figure holding. This will stop showing images until hold off is run.

kurtosis

Kurtosis is a measure of the 'tailedness' of the probability distribution of a real-valued random variable. Like...

line

Show line plot of selected data or highlight specific datetimes.

load

Load crypto currency to perform analysis on. Yahoo Finance is used as default source. Other sources can be used...

normality

Normality tests

pick

Change target variable

qqplot

Display QQ plot vs normal quantiles

quantile

The quantiles are values which divide the distribution such that there is a given proportion of observations...

raw

Print raw data to console

rolling

Rolling mean and std deviation

skew

Skewness is a measure of asymmetry or distortion of symmetric distribution. It measures the deviation of the...

spread

Shows rolling spread measurement

summary

Summary statistics

unitroot

Unit root test / stationarity (ADF, KPSS)