======================= Financial tools package ======================= Several financial tools as metrics, indicators, etc. Some precisions on parameters in following modules: - `series` means the time-series of price or index values for an asset or strategy. - `returns` means the time-series of returns for one period for an asset or strategy such that :math:`r_t = p_t - p_{t-1}`. - `lags` means the size of the window but in the past. - `kind_ma` means the method to compute moving average, simple, weighted and exponential are allowed. - `slow_ma` and `fast_ma` means the size of windows for respectively long and short moving averages. - `period` means the number of period per year of data, e.g in daily data `period = 252` trading days per year or `period = 365` days per year, it depends of data. .. toctree:: tools.indicators tools.metrics tools.momentums