Auto-Correlation and Partial Auto-Correlation Functions for diff and diff diff stock data
Displays a scatter plot demonstrating the beta of two stocks or ETFs.
Box and Whisker plot
Provides detailed information about a stock's risk compared to the market risk.
Cumulative distribution function
Cumulative sum algorithm (CUSUM) to detect abrupt changes in data
Decompose time series as: - Additive Time Series = Level + CyclicTrend + Residual + Seasonality - Multiplicative...
Provides Expected Shortfall (short: ES) of the selected stock.
Histogram with density and rug
Kurtosis is a measure of the 'tailedness' of the probability distribution of a real-valued random variable. Like...
Show line plot of selected data or highlight specific datetimes.
Load stock ticker to perform analysis on. When the data source is yf, an Indian ticker can be loaded by using...
Provides omega ratio of the selected stock.
Change target variable
Display QQ plot vs normal quantiles
The quantiles are values which divide the distribution such that there is a given proportion of observations...
Print raw data to console
Rolling mean and std deviation
Provides the sharpe ratio of the selected stock.
Skewness is a measure of asymmetry or distortion of symmetric distribution. It measures the deviation of the...
Provides the sortino ratio of the selected stock.
Shows rolling spread measurement
Unit root test / stationarity (ADF, KPSS)
Provides value at risk (short: VaR) of the selected stock.