Momentums

This module contains some tools to compute moving statistic momentums, such as three kind of moving average: simple (sma), exponential (ema) and weighted (wma); and three kind of moving standard deviation: simple (smstd), exponential (emstd) and weighted (wmstd).

Moving averages

fynance.features.momentums.ema(X[, alpha, …])	Compute exponential moving average(s) for each X’ series.
fynance.features.momentums.sma(X[, w, axis, …])	Compute simple moving average(s) of size w for each X’ series.
fynance.features.momentums.wma(X[, w, axis, …])	Compute weighted moving average(s) of size w for each X’ series.

Moving standard deviation

fynance.features.momentums.emstd(X[, alpha, …])	Compute exponential moving standard deviation(s) for each X’ series.
fynance.features.momentums.smstd(X[, w, …])	Compute simple moving standard deviation(s) for each X’ series’.
fynance.features.momentums.wmstd(X[, w, …])	Compute weighted moving standard(s) deviation for each X’ series’.