TStrends
User Guide
Installation
Requirements
Installing TStrends
Development Installation
Usage Examples
Trend Labelling Examples
Binary CTL with Different Omega Values
Ternary CTL Parameter Effects
Returns Estimation Examples
Simple Returns vs Transaction Costs
Position-Specific Fee Structures
Parameter Optimization Example
Label Tuning Examples
Remaining Value Tuning
Forward-looking filter: tuning down early signal
Absolute windows, shifting, and pipeline order
Smoothing Options
Real-World Application
Notebook Examples
Trend Labelling Catalogue
How to Use Simple Labellers
Parameter Optimization Example
Label Tuning Example
API Reference
API Reference
Modules
Trend Labelling
Visualization Utilities
Parameter Optimization
Returns Estimation
Label Tuning
Development
Contributing
Getting Started
1. Setup
Basic Guidelines
Making Changes
Need Help?
Bibliography
Academic References
Continuous Trend Labelling (CTL)
Ternary Trend Labelling
Oracle Labelling
TStrends
tstrends
tstrends
tstrends package
Subpackages
tstrends.label_tuning package
Submodules
tstrends.label_tuning.base module
tstrends.label_tuning.remaining_value_tuner module
tstrends.label_tuning.filtering module
tstrends.label_tuning.shifting module
tstrends.label_tuning.smoothing module
tstrends.label_tuning.smoothing_direction module
Module contents
tstrends.optimization package
Submodules
tstrends.optimization.optimization_bounds module
tstrends.optimization.optimizer module
Module contents
tstrends.returns_estimation package
Submodules
tstrends.returns_estimation.fees_config module
tstrends.returns_estimation.returns_estimation module
Module contents
tstrends.trend_labelling package
Submodules
tstrends.trend_labelling.base_labeller module
tstrends.trend_labelling.binary_CTL module
tstrends.trend_labelling.label_scaling module
tstrends.trend_labelling.oracle_labeller module
tstrends.trend_labelling.ternary_CTL module
Module contents
tstrends.visualization package
Submodules
tstrends.visualization.utils module
Module contents
Public API