Expand description
Statistical algorithms for analysing datasets, financial metrics and financial summaries.
eg/ TradingSummary, TearSheet, SharpeRatio, etc.
Modulesยง
- algorithm
- Statistical algorithms for analysing datasets.
- metric
- Financial metrics and the means to calculate them over different
TimeIntervals. - summary
- Statistical summaries for financial datasets.
- time
- TimeInterval definitions used for financial calculations.