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Indicators module

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Financial tools packageΒΆ

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 \(r_t = p_t - p_{t-1}\).
  • 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.