Package com.wualabs.qtsurfer.engine.indicators.statistics.pro
package com.wualabs.qtsurfer.engine.indicators.statistics.pro
Pro statistical indicators.
Advanced statistical computations: variance, standard deviation, z-score, correlation, covariance, beta, skewness, kurtosis, linear regression, autocorrelation, Hurst exponent, rolling percentile, and Value-at-Risk.
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ClassesClassDescriptionRolling Lag-1 Autocorrelation with O(1) per-tick updates.Rolling Beta coefficient, worked out from the windows on every tick.Rolling Pearson Correlation coefficient, worked out from the windows on every tick.Rolling population covariance, worked out from the windows on every tick.Rolling Hurst Exponent with O(n) per-tick updates.Rolling Excess Kurtosis, worked out from the window on every tick.Rolling Linear Regression Slope, worked out from the window on every tick.Rolling Percentile with O(n) per-tick updates via sorted insertion.Full rolling OLS regression, worked out from the window on every tick.Rolling Skewness, worked out from the window on every tick.Rolling standard deviation with O(1) per-tick updates.Rolling parametric (Gaussian) Value at Risk with O(1) per-tick updates.Rolling variance, worked out from a single window on every tick.Rolling Z-Score with O(1) per-tick updates.