# Quantitative Analysis

acf

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

beta

Displays a scatter plot demonstrating the beta of two stocks or ETFs.

bw

Box and Whisker plot

capm

Provides detailed information about a stock's risk compared to the market risk.

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...

es

Provides Expected Shortfall (short: ES) of the selected stock.

hist

Histogram with density and rug

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 stock ticker to perform analysis on. When the data source is yf, an Indian ticker can be loaded by using...

normality

Normality tests

om

Provides omega ratio of the selected stock.

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

sh

Provides the sharpe ratio of the selected stock.

skew

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

so

Provides the sortino ratio of the selected stock.

spread

Shows rolling spread measurement

summary

Summary statistics

unitroot

Unit root test / stationarity (ADF, KPSS)

var

Provides value at risk (short: VaR) of the selected stock.