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stockparfait
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experiments
Statistical experiments with financial data
Apache License 2.0
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PlotDistribution crashes with no data
#136
sergey-a-berezin
opened
1 year ago
0
Implement Simulator experiment
#135
sergey-a-berezin
closed
1 year ago
0
Refactor config and tests
#134
sergey-a-berezin
closed
1 year ago
0
Add config for the Simulator experiment
#133
sergey-a-berezin
closed
1 year ago
0
Implement simulator experiment
#132
sergey-a-berezin
opened
1 year ago
1
Trading: finish the remaining OHLC plots
#131
sergey-a-berezin
closed
1 year ago
0
Extend Source to intraday series
#130
sergey-a-berezin
closed
1 year ago
2
Generate OHL prices using intraday samples
#129
sergey-a-berezin
closed
1 year ago
0
Roll deps to stockparfait@v0.4.0
#128
sergey-a-berezin
closed
1 year ago
0
Update auto-correlation experiment to use Source
#127
sergey-a-berezin
closed
1 year ago
0
Filter out day-spanning intraday log-profits
#126
sergey-a-berezin
closed
1 year ago
0
Update Autocorr experiment to use Source
#125
sergey-a-berezin
closed
1 year ago
0
Implement a stock screener "experiment"
#124
sergey-a-berezin
opened
1 year ago
1
Roll deps to stockparfait@v0.3.5
#123
sergey-a-berezin
closed
1 year ago
0
Refine modeling by variable MAD
#122
sergey-a-berezin
opened
1 year ago
2
Trading: add a threshold for close/open distribution
#121
sergey-a-berezin
closed
1 year ago
0
Implement Trading experiment
#120
sergey-a-berezin
closed
1 year ago
0
Roll deps to stockparfait@v0.3.4
#119
sergey-a-berezin
closed
1 year ago
0
Roll deps to stockparfait@v0.3.3
#118
sergey-a-berezin
closed
1 year ago
0
Distribution: fix mean & MAD statistics
#117
sergey-a-berezin
closed
1 year ago
0
Implement trading experiment
#116
sergey-a-berezin
opened
1 year ago
17
Use Source in Distribution experiment
#115
sergey-a-berezin
closed
1 year ago
0
Beta: use SourceMap for data
#114
sergey-a-berezin
closed
1 year ago
0
Upgrade staticcheck to 2023.1.2
#113
sergey-a-berezin
closed
1 year ago
0
SourceMap: apply callback to batches of LogProfits
#112
sergey-a-berezin
closed
1 year ago
0
Add batching to Source, implement SourceMap
#111
sergey-a-berezin
closed
1 year ago
0
Beta: use the new Source config
#110
sergey-a-berezin
closed
1 year ago
0
Implement generic Source config and method
#109
sergey-a-berezin
closed
1 year ago
0
Implement generic data source
#108
sergey-a-berezin
closed
1 year ago
0
Roll deps to stockparfait@v0.3.0
#107
sergey-a-berezin
closed
1 year ago
0
Distribution: add mean and MAD stability plots
#106
sergey-a-berezin
closed
1 year ago
0
Generalize stability plot
#105
sergey-a-berezin
closed
1 year ago
0
Beta: implement beta ratios graph
#104
sergey-a-berezin
closed
1 year ago
0
Add generic scatter plot config
#103
sergey-a-berezin
closed
1 year ago
0
Proof-reading confidence interval description
#102
sergey-a-berezin
closed
1 year ago
0
Beta: save and reuse lengths of log-profit sequences
#101
sergey-a-berezin
closed
1 year ago
0
Skip percentiles and analytical reference without p.d.f. graph
#100
sergey-a-berezin
closed
1 year ago
0
Beta: plot distribution of log-profit sequence lengths
#99
sergey-a-berezin
closed
1 year ago
0
README: update parfait-sharadar app name
#98
sergey-a-berezin
closed
1 year ago
0
Beta: implement distribution of R cross-correlations
#97
sergey-a-berezin
closed
1 year ago
0
Beta: implement dumping CSV file
#96
sergey-a-berezin
closed
1 year ago
0
Implement Beta experiment
#95
sergey-a-berezin
closed
1 year ago
2
Add config and stub for Beta experiment
#94
sergey-a-berezin
closed
1 year ago
0
Implement "beta" experiment
#93
sergey-a-berezin
opened
1 year ago
7
Standardize the experiment ID
#92
sergey-a-berezin
closed
1 year ago
0
Roll deps to iterator@v0.1.1; use iterator.Reduce
#91
sergey-a-berezin
closed
1 year ago
0
Add auto-correlation graph by year
#90
sergey-a-berezin
closed
1 year ago
0
Update Go version in README
#89
sergey-a-berezin
closed
1 year ago
0
Write up the auto-correlation experiment
#88
sergey-a-berezin
closed
1 year ago
0
AutoCorr: add a synthetic data source
#87
sergey-a-berezin
closed
1 year ago
0
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