quant_stats: 3 tools.
Inputs, limits and outputs are described in Fincept Quant. Full schemas:
fincept_describe_tool.Documentation Index
Fetch the complete documentation index at: /llms.txt
Use this file to discover all available pages before exploring further.
Rolling or expanding statistics of a dated series by observation count or tenor: min, max, range, arithmetic and quadratic mean, median, mode, sum, product, standard deviation, variance, z-scores, winsorizing, percentiles and percentile ranks, exponentially weighted deviation; static and rolling linear regression; random-walk sample series.
quant_stats: 3 tools.
| Tool | What it does | Notes |
|---|---|---|
quant_rolling_stat | Rolling (or, with no window, expanding) statistic of one dated series over a window of observations or a tenor such as ‘1m’ or ‘1y’: min, max, range, mean, root mean square, median, mode, sum, product, standard deviation, variance, z-score, winsorized values, percentile, percentile rank, or exponentially weighted standard deviation. | |
quant_sample_series | A random-walk sample series starting at 100 with standard normal steps, dated daily or by minute from or up to now; every call draws a new path. | |
quant_linear_regression | Ordinary least squares of one dated column on one to twenty others, on the dates where all are present (rows with missing or infinite values are dropped). |
fincept_describe_tool.