Statistical Indicators

Statistical indicators are important tools in quantitative trading used to analyze the statistical characteristics of market data. This directory contains commonly used statistical indicators.

Indicator List

Beta Coefficient

Beta coefficient is used to measure the volatility of an asset relative to the market, reflecting the asset's sensitivity to market changes.

Correlation Coefficient

Correlation coefficient is used to measure the linear correlation between two variables, helping to analyze the relationship between different assets.

Standard Deviation

Standard deviation is used to measure the dispersion of data, reflecting the magnitude of price fluctuations.

Value at Risk

Value at Risk is used to evaluate the maximum possible loss at a specific confidence level, serving as an important tool for risk management.

Linear Regression

Linear regression is used to analyze price trends by fitting price movements using the least squares method.

Linear Regression Angle

Linear regression angle is used to measure the slope of price trends, reflecting the strength and direction of the trend.

Linear Regression Intercept

Linear regression intercept is used to determine the starting position of the regression line, helping to analyze price levels.

Linear Regression Slope

Linear regression slope is used to measure the rate of price change, reflecting the strength of the trend.

Time Series Forecast

Time series forecast is used to predict future price movements based on the statistical characteristics of historical data.

Usage Recommendations

1. Combine multiple statistical indicators for comprehensive analysis
2. Pay attention to the selection of indicator time periods
3. Consider the impact of market environment on statistical characteristics
4. Regularly validate the effectiveness of statistical indicators