Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.
python
finance
timeseries
time-series
quant
quantitative-finance
time-series-analysis
drawdown
downtrend
uptrend
trends-detected
timeunderwater
time-under-water
drawdown-at-risk
maximum-drawdown-at-risk
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Updated
Sep 7, 2024 - Python