quant_algebra: 4 tools.
| Tool | What it does | Notes |
|---|---|---|
quant_transform | One dated series in, one out: element-wise maths (exp, log, sqrt, abs, power, floor, ceil), value and date filters, lags and differences by observations or tenor, calendar forward-fill, spike and outlier smoothing, consecutive-sign run counts, compounding of returns, or the series’ first/last value. | |
quant_combine | Arithmetic between two dated series, or a series and a constant: add, subtract, multiply, divide, floor division, sign comparison, or just the alignment of both onto one date set. | |
quant_cross_series | Combines the columns of a dated table into one series: a weighted sum (a fixed-weight basket value), the logical and/or of 0/1 signal series, or the cross-sectional min, max, mean or sum on each date followed by a rolling window (default: expanding over the whole history for min/max/mean/sum). | |
quant_conditional | Conditional selection on a 0/1 flag series: on each flag date the value of x where the flag is 1, else the value of y; x and y are dated series or constants. |
fincept_describe_tool.