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
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