Functions#
Every function, grouped by what it does. Pick a group to browse; the search box finds a function by name.
Measures of a window: central tendency, dispersion, quantiles, moments, z-scores, running totals, and cross-series relationships.
Track and denoise the level of a series: moving averages and designed filters.
Market indicators: trend, momentum, bands, volume, and returns.
Order flow and liquidity from trades and quotes: trade signing, imbalance, price impact, and arrival intensity.
Turn signals into costed equity curves, and measure drawdown and performance.
Elementwise numeric, trigonometric, activation, and boolean operations.
Clean a series before analysis: fill or drop missing values, and despike outliers.
Align and reshape event streams, and wire operators into a runnable pipeline.
Utilities for building supervised learning datasets from time-series data.