macd()
rsi()
exponential_moving_average()
simple_moving_average()
apply_expr_to_series()
simple_slippage()
FactorAssetPair
FactorAssetPair.asset
FactorAssetPair.count()
FactorAssetPair.factor
FactorAssetPair.index()
simple_factor_long_short_returns()
annualized_returns()
estimate_market_returns()
sharpe_ratio()
forward_returns()
Utilities useful for conducting analysis of financial data.
Modules
exposure
factor
statistics