Skip to main content
POST
Lag and Lead Features

Authorizations

X-API-Key
string
header
required

API key for authentication. Get your key at https://api.fincept.in/auth/register

Body

application/json
data
number[]
required

Time series data

Example:
n_lags
integer
default:5

Number of lags/leads to create

Example:

3

include_leads
boolean
default:false

Include lead features

Example:

false

include_returns
boolean
default:false

Include simple returns

Example:

true

include_log_returns
boolean
default:false

Include log returns

Example:

false

Response

Lag and return features

success
boolean
Example:

true

data
object