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testing pre-built env
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obb_05_futures.ipynb

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obb_06_quant-analysis.ipynb

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{
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"cells": [
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"https://docs.openbb.co/sdk/guides/intros/quantitative-analysis"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"- `openbb.qa.acf` - `Plot` - Auto and Partial Correlation of Returns and Change in Returns\n",
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"- `openbb.qa.bw` - `Plot` - Box and Whisker Plot\n",
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"- `openbb.qa.calculate_adjusted_var` - `Risk` - Calculates VaR, adjusted for skew and kurtosis (Cornish-Fisher-Expansion)\n",
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"- `openbb.qa.cdf` - `Plot` - Plots the Cumulative Distribution Function\n",
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"- `openbb.qa.cusum` - `Plot` - Plots the Cumulative Sum Algorithm\n",
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"- `openbb.qa.decompose` - `Plot` - Decomposition in Cyclic-Trend, Season & Residuals of Prices\n",
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"- `openbb.qa.es` - `Statistics` - Expected Shortfall per percentile\n",
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"- `openbb.qa.kurtosis` - `Rolling Metrics` - Rolling Kurtosis of Distribution of Prices\n",
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"- `openbb.qa.line` - `Plot` - Customizable Line Plot, With Annotations\n",
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"- `openbb.qa.normality` - `Statistics` - Normality Statistics and Tests\n",
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"- `openbb.qa.omega` - `Risk` - Omega Ratio (Risk/Return Performance Measure)\n",
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"- `openbb.qa.quantile` - `Rolling Metrics` - Rolling Median and Quantile of Prices\n",
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"- `openbb.qa.qqplot` - `Plot` - QQ Plot for Data Against Normal Quantiles\n",
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"- `openbb.qa.rolling` - `Rolling Metrics` - Rolling Mean and Standard Deviation of Prices\n",
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"- `openbb.qa.sharpe` - `Risk` - Sharpe Ratio (Measure of Risk-Adjusted Return)\n",
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"- `openbb.qa.skew` - `Rolling Metrics` - Rolling Skewness of Distribution of Prices\n",
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"- `openbb.qa.spread` - `Rolling Metrics` - Rolling Variance and Standard Deviation of Prices\n",
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"- `openbb.qa.so` - `Risk` - Sortino Ratio Risk Adjustment Metric\n",
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"- `openbb.qa.summary` - `Statistics` - A Brief Summary of Statistics for the DataFrame\n",
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"- `openbb.qa.unitroot` - `Statistics` - Normality Statistics and Tests\n",
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"- `openbb.qa.var` - `Risk` - Value at Risk"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 1,
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"metadata": {},
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"outputs": [],
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"source": [
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"from openbb_terminal.sdk import openbb"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 2,
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"metadata": {},
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"outputs": [
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"Help on Breadcrumb in module openbb_terminal.core.library.breadcrumb:\n",
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"\n",
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"<openbb_terminal.core.library.breadcrumb.Breadcrumb object>\n",
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" QA Menu\n",
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" \n",
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" The SDK commands of the the menu:\n",
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" <openbb>.qa.cdf\n",
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" <openbb>.qa.normality\n",
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" <openbb>.qa.normality_chart\n",
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" <openbb>.qa.sharpe\n",
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" <openbb>.qa.sharpe_chart\n",
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" <openbb>.qa.kurtosis\n",
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" <openbb>.qa.kurtosis_chart\n",
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" <openbb>.qa.bw\n",
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" <openbb>.qa.skew\n",
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" <openbb>.qa.skew_chart\n",
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" <openbb>.qa.acf\n",
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" <openbb>.qa.qqplot\n",
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" <openbb>.qa.var\n",
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" <openbb>.qa.var_chart\n",
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" <openbb>.qa.sortino\n",
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" <openbb>.qa.sortino_chart\n",
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" <openbb>.qa.es\n",
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" <openbb>.qa.es_chart\n",
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" <openbb>.qa.quantile\n",
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" <openbb>.qa.quantile_chart\n",
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" <openbb>.qa.hist\n",
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" <openbb>.qa.cusum\n",
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" <openbb>.qa.calculate_adjusted_var\n",
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" <openbb>.qa.line\n",
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" <openbb>.qa.rolling\n",
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" <openbb>.qa.rolling_chart\n",
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" <openbb>.qa.omega\n",
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" <openbb>.qa.omega_chart\n",
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" <openbb>.qa.decompose\n",
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" <openbb>.qa.spread\n",
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" <openbb>.qa.spread_chart\n",
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" <openbb>.qa.unitroot\n",
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" <openbb>.qa.unitroot_chart\n",
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" <openbb>.qa.summary\n",
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" <openbb>.qa.summary_chart\n",
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"\n"
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]
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}
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],
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"source": [
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"help(openbb.qa)"
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]
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}
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],
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"metadata": {
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"kernelspec": {
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"display_name": "obb",
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"language": "python",
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"name": "python3"
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},
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"language_info": {
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"codemirror_mode": {
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"name": "ipython",
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"version": 3
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},
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"file_extension": ".py",
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"mimetype": "text/x-python",
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"name": "python",
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"nbconvert_exporter": "python",
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"pygments_lexer": "ipython3",
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"version": "3.9.6 (default, Aug 18 2021, 19:38:01) \n[GCC 7.5.0]"
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},
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"orig_nbformat": 4,
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"vscode": {
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"interpreter": {
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"hash": "c19b3454282ae488795cb8df1015f868dabaca8e1bcf5b4e82202be3250b3d6b"
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}
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}
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},
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"nbformat": 4,
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"nbformat_minor": 2
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}

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