|
| 1 | +{ |
| 2 | + "cells": [ |
| 3 | + { |
| 4 | + "cell_type": "markdown", |
| 5 | + "metadata": {}, |
| 6 | + "source": [ |
| 7 | + "https://docs.openbb.co/sdk/guides/intros/quantitative-analysis" |
| 8 | + ] |
| 9 | + }, |
| 10 | + { |
| 11 | + "cell_type": "markdown", |
| 12 | + "metadata": {}, |
| 13 | + "source": [ |
| 14 | + "- `openbb.qa.acf` - `Plot` - Auto and Partial Correlation of Returns and Change in Returns\n", |
| 15 | + "- `openbb.qa.bw` - `Plot` - Box and Whisker Plot\n", |
| 16 | + "- `openbb.qa.calculate_adjusted_var` - `Risk` - Calculates VaR, adjusted for skew and kurtosis (Cornish-Fisher-Expansion)\n", |
| 17 | + "- `openbb.qa.cdf` - `Plot` - Plots the Cumulative Distribution Function\n", |
| 18 | + "- `openbb.qa.cusum` - `Plot` - Plots the Cumulative Sum Algorithm\n", |
| 19 | + "- `openbb.qa.decompose` - `Plot` - Decomposition in Cyclic-Trend, Season & Residuals of Prices\n", |
| 20 | + "- `openbb.qa.es` - `Statistics` - Expected Shortfall per percentile\n", |
| 21 | + "- `openbb.qa.kurtosis` - `Rolling Metrics` - Rolling Kurtosis of Distribution of Prices\n", |
| 22 | + "- `openbb.qa.line` - `Plot` - Customizable Line Plot, With Annotations\n", |
| 23 | + "- `openbb.qa.normality` - `Statistics` - Normality Statistics and Tests\n", |
| 24 | + "- `openbb.qa.omega` - `Risk` - Omega Ratio (Risk/Return Performance Measure)\n", |
| 25 | + "- `openbb.qa.quantile` - `Rolling Metrics` - Rolling Median and Quantile of Prices\n", |
| 26 | + "- `openbb.qa.qqplot` - `Plot` - QQ Plot for Data Against Normal Quantiles\n", |
| 27 | + "- `openbb.qa.rolling` - `Rolling Metrics` - Rolling Mean and Standard Deviation of Prices\n", |
| 28 | + "- `openbb.qa.sharpe` - `Risk` - Sharpe Ratio (Measure of Risk-Adjusted Return)\n", |
| 29 | + "- `openbb.qa.skew` - `Rolling Metrics` - Rolling Skewness of Distribution of Prices\n", |
| 30 | + "- `openbb.qa.spread` - `Rolling Metrics` - Rolling Variance and Standard Deviation of Prices\n", |
| 31 | + "- `openbb.qa.so` - `Risk` - Sortino Ratio Risk Adjustment Metric\n", |
| 32 | + "- `openbb.qa.summary` - `Statistics` - A Brief Summary of Statistics for the DataFrame\n", |
| 33 | + "- `openbb.qa.unitroot` - `Statistics` - Normality Statistics and Tests\n", |
| 34 | + "- `openbb.qa.var` - `Risk` - Value at Risk" |
| 35 | + ] |
| 36 | + }, |
| 37 | + { |
| 38 | + "cell_type": "code", |
| 39 | + "execution_count": 1, |
| 40 | + "metadata": {}, |
| 41 | + "outputs": [], |
| 42 | + "source": [ |
| 43 | + "from openbb_terminal.sdk import openbb" |
| 44 | + ] |
| 45 | + }, |
| 46 | + { |
| 47 | + "cell_type": "code", |
| 48 | + "execution_count": 2, |
| 49 | + "metadata": {}, |
| 50 | + "outputs": [ |
| 51 | + { |
| 52 | + "name": "stdout", |
| 53 | + "output_type": "stream", |
| 54 | + "text": [ |
| 55 | + "Help on Breadcrumb in module openbb_terminal.core.library.breadcrumb:\n", |
| 56 | + "\n", |
| 57 | + "<openbb_terminal.core.library.breadcrumb.Breadcrumb object>\n", |
| 58 | + " QA Menu\n", |
| 59 | + " \n", |
| 60 | + " The SDK commands of the the menu:\n", |
| 61 | + " <openbb>.qa.cdf\n", |
| 62 | + " <openbb>.qa.normality\n", |
| 63 | + " <openbb>.qa.normality_chart\n", |
| 64 | + " <openbb>.qa.sharpe\n", |
| 65 | + " <openbb>.qa.sharpe_chart\n", |
| 66 | + " <openbb>.qa.kurtosis\n", |
| 67 | + " <openbb>.qa.kurtosis_chart\n", |
| 68 | + " <openbb>.qa.bw\n", |
| 69 | + " <openbb>.qa.skew\n", |
| 70 | + " <openbb>.qa.skew_chart\n", |
| 71 | + " <openbb>.qa.acf\n", |
| 72 | + " <openbb>.qa.qqplot\n", |
| 73 | + " <openbb>.qa.var\n", |
| 74 | + " <openbb>.qa.var_chart\n", |
| 75 | + " <openbb>.qa.sortino\n", |
| 76 | + " <openbb>.qa.sortino_chart\n", |
| 77 | + " <openbb>.qa.es\n", |
| 78 | + " <openbb>.qa.es_chart\n", |
| 79 | + " <openbb>.qa.quantile\n", |
| 80 | + " <openbb>.qa.quantile_chart\n", |
| 81 | + " <openbb>.qa.hist\n", |
| 82 | + " <openbb>.qa.cusum\n", |
| 83 | + " <openbb>.qa.calculate_adjusted_var\n", |
| 84 | + " <openbb>.qa.line\n", |
| 85 | + " <openbb>.qa.rolling\n", |
| 86 | + " <openbb>.qa.rolling_chart\n", |
| 87 | + " <openbb>.qa.omega\n", |
| 88 | + " <openbb>.qa.omega_chart\n", |
| 89 | + " <openbb>.qa.decompose\n", |
| 90 | + " <openbb>.qa.spread\n", |
| 91 | + " <openbb>.qa.spread_chart\n", |
| 92 | + " <openbb>.qa.unitroot\n", |
| 93 | + " <openbb>.qa.unitroot_chart\n", |
| 94 | + " <openbb>.qa.summary\n", |
| 95 | + " <openbb>.qa.summary_chart\n", |
| 96 | + "\n" |
| 97 | + ] |
| 98 | + } |
| 99 | + ], |
| 100 | + "source": [ |
| 101 | + "help(openbb.qa)" |
| 102 | + ] |
| 103 | + } |
| 104 | + ], |
| 105 | + "metadata": { |
| 106 | + "kernelspec": { |
| 107 | + "display_name": "obb", |
| 108 | + "language": "python", |
| 109 | + "name": "python3" |
| 110 | + }, |
| 111 | + "language_info": { |
| 112 | + "codemirror_mode": { |
| 113 | + "name": "ipython", |
| 114 | + "version": 3 |
| 115 | + }, |
| 116 | + "file_extension": ".py", |
| 117 | + "mimetype": "text/x-python", |
| 118 | + "name": "python", |
| 119 | + "nbconvert_exporter": "python", |
| 120 | + "pygments_lexer": "ipython3", |
| 121 | + "version": "3.9.6 (default, Aug 18 2021, 19:38:01) \n[GCC 7.5.0]" |
| 122 | + }, |
| 123 | + "orig_nbformat": 4, |
| 124 | + "vscode": { |
| 125 | + "interpreter": { |
| 126 | + "hash": "c19b3454282ae488795cb8df1015f868dabaca8e1bcf5b4e82202be3250b3d6b" |
| 127 | + } |
| 128 | + } |
| 129 | + }, |
| 130 | + "nbformat": 4, |
| 131 | + "nbformat_minor": 2 |
| 132 | +} |
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