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stockparfait
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experiments
Statistical experiments with financial data
Apache License 2.0
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Implement auto-correlation experiment
#86
sergey-a-berezin
closed
1 year ago
0
Implement "auto-correlate" experiment
#85
sergey-a-berezin
closed
1 year ago
2
Replace parallel package with iterator
#84
sergey-a-berezin
closed
1 year ago
0
Roll deps to stockparfait@v0.2.3; use message.FromFile
#83
sergey-a-berezin
closed
1 year ago
0
Roll deps stockparfait@v0.2.2: use common compounding and GroupConfig
#82
sergey-a-berezin
closed
1 year ago
0
Optimize FastCompound
#81
sergey-a-berezin
opened
1 year ago
0
Upgrade to Go 1.18
#80
sergey-a-berezin
closed
1 year ago
0
Roll deps to stockparfait@v0.1.11
#79
sergey-a-berezin
closed
1 year ago
0
Roll deps to stockparfait@v0.1.10
#78
sergey-a-berezin
closed
1 year ago
0
Roll deps to stockparfait@v0.1.9
#77
sergey-a-berezin
closed
1 year ago
0
Add P(X < mean-10*sigma) and P(X > mean+10*sigma) estimates
#76
sergey-a-berezin
closed
1 year ago
0
Implement CDF plot
#75
sergey-a-berezin
opened
1 year ago
0
Portfolio: implement the experiment
#74
sergey-a-berezin
closed
1 year ago
1
Add config for Portfolio experiment
#73
sergey-a-berezin
closed
1 year ago
0
Implement a Portfolio experiment
#72
sergey-a-berezin
closed
1 year ago
0
Roll deps to stockparfait@v0.1.8
#71
sergey-a-berezin
closed
1 year ago
0
Introduce recursive CompoundDistribution
#70
sergey-a-berezin
closed
1 year ago
0
PowerDist: use compound type when converting uncompounded distribution
#69
sergey-a-berezin
closed
1 year ago
0
PowerDist: instantiate distribution every time for statistics plots
#68
sergey-a-berezin
closed
1 year ago
0
Ignore extreme buckets in DeriveAlpha
#67
sergey-a-berezin
closed
1 year ago
0
Add tests and docs badges to README
#66
sergey-a-berezin
closed
1 year ago
0
Add biased sampling for compounded analytical distribution
#65
sergey-a-berezin
closed
1 year ago
0
DeriveAlpha: ignore the extreme buckets
#64
sergey-a-berezin
closed
1 year ago
0
Print mean, MAD and alpha for a reference analytical distribution
#63
sergey-a-berezin
closed
1 year ago
0
Fix a flaky test
#62
sergey-a-berezin
closed
1 year ago
0
Roll deps to stockparfait@v0.1.6
#61
sergey-a-berezin
closed
1 year ago
0
PowerDist: use SampleDistribution for distribution of statistics
#60
sergey-a-berezin
closed
1 year ago
0
Use SampleDistribution for the source in AnalyticalDistribution
#59
sergey-a-berezin
closed
1 year ago
0
Add sample distribution compounding to AnalyticalDistribution
#58
sergey-a-berezin
closed
1 year ago
0
Refactor documentation
#57
sergey-a-berezin
closed
1 year ago
0
PowerDist: Add fast sliding window compounding
#56
sergey-a-berezin
closed
1 year ago
0
Powerdist: Add tests for new configs
#55
sergey-a-berezin
closed
1 year ago
0
PowerDist README: Alpha distribution
#54
sergey-a-berezin
closed
1 year ago
0
PowerDist: Optimize statistics graphs
#53
sergey-a-berezin
closed
1 year ago
0
Add tests for the new JSON configs
#52
sergey-a-berezin
closed
1 year ago
0
PowerDist README: add basic statistics for t-distribution
#51
sergey-a-berezin
closed
1 year ago
0
Fix typo in graphs, rename plots
#50
sergey-a-berezin
closed
1 year ago
0
README: mean, MAD and sigma for normal distribution
#49
sergey-a-berezin
closed
1 year ago
1
PowerDist: Add README with the intro to basic methodology
#48
sergey-a-berezin
closed
1 year ago
0
Add log-normal analytical distributoin
#47
sergey-a-berezin
opened
1 year ago
0
PowerDist: add cumulative skewness and kurtosis
#46
sergey-a-berezin
closed
1 year ago
0
Use config.DeriveAlpha instead of FindMin
#45
sergey-a-berezin
closed
1 year ago
0
Refactor CumulativeStatistic into top-level experiments package
#44
sergey-a-berezin
closed
1 year ago
0
PowerDist: add cumulative alpha plot
#43
sergey-a-berezin
closed
1 year ago
0
Clean up JSON names in group / graph configs
#42
sergey-a-berezin
closed
1 year ago
0
Powerdist: add distribution of derived alpha
#41
sergey-a-berezin
closed
1 year ago
0
PowerDist: add expected value to cumulative statistic
#40
sergey-a-berezin
closed
1 year ago
0
Roll deps to stockparfait@v0.1.3
#39
sergey-a-berezin
closed
1 year ago
0
PowerDist: implement cumulative statistics
#38
sergey-a-berezin
closed
1 year ago
0
Implement power distribution experiment
#37
sergey-a-berezin
closed
1 year ago
1
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