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timeunderwater

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rafa-rod / pytrendseries

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

Updated Sep 7, 2024
Python

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