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peerchemist / finta

Common financial technical indicators implemented in Pandas.
GNU Lesser General Public License v3.0
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pandas vectorization (fix EXK) #87

Closed nathanielCherian closed 4 years ago

nathanielCherian commented 4 years ago

Upon further investigation I realized that the formula provided for EXK was incorrect (excess of kurtosis has a "normal" value ~0). The pandas implementation returned a value ~0.01 away from the numpy method. I believe this may be a result of the large sums being stored. To further make sure it worked I created a 10,000 point normal distribution and got the right results.

peerchemist commented 4 years ago

Maybe this should not be in the library at all. It does not return Series and it can easily be applied at any DataFrame as it comes with pandas.

nathanielCherian commented 4 years ago

I agree it feels more like a metric than an indicator.