Moving Average¶
Moving Averages are implemented in finquant.moving_average
.
The module provides functions to compute and visualise:
 Simple Moving Averages,
 Exponential Moving Averages,
 a band of Moving Averages (simple or exponential), and
 Bollinger Bands.

finquant.moving_average.
compute_ma
(data, fun, spans, plot=True)¶ Computes a band of moving averages (sma or ema, depends on the input argument fun) for a number of different time windows. If plot is True, it also computes and sets markers for buy/sell signals based on crossovers of the Moving Averages with the shortest/longest spans.
Input: data: pandas.DataFrame with stock prices, only one column is expected. fun: function that computes a moving average, e.g. sma (simple) or ema (exponential). spans: list of integers, time windows to compute the Moving Average on. plot: boolean (default: True), whether to plot the moving averages and buy/sell signales based on crossovers of shortest and longest moving average. Output: ma: pandas.DataFrame with moving averages of given data.

finquant.moving_average.
ema
(data, span=100)¶ Computes and returns the exponential moving average.
Note: the moving average is computed on all columns.
Input: data: pandas.DataFrame with stock prices in columns span: int (defaul: 100), number of days/values over which the average is computed Output: ema: pandas.DataFrame of exponential moving average

finquant.moving_average.
ema_std
(data, span=100)¶ Computes and returns the standard deviation of the exponential moving average.
Input: data: pandas.DataFrame with stock prices in columns span: int (defaul: 100), number of days/values over which the average is computed Output: ema_std: pandas.DataFrame of standard deviation of exponential moving average

finquant.moving_average.
plot_bollinger_band
(data, fun, span)¶ Computes and visualises a Bolling Band.
Input: data: pandas.DataFrame with stock prices in columns fun: function that computes a moving average, e.g. sma (simple) or ema (exponential). span: int (defaul: 100), number of days/values over which the average is computed

finquant.moving_average.
sma
(data, span=100)¶ Computes and returns the simple moving average.
Note: the moving average is computed on all columns.
Input: data: pandas.DataFrame with stock prices in columns span: int (defaul: 100), number of days/values over which the average is computed Output: sma: pandas.DataFrame of simple moving average

finquant.moving_average.
sma_std
(data, span=100)¶ Computes and returns the standard deviation of the simple moving average.
Input: data: pandas.DataFrame with stock prices in columns span: int (defaul: 100), number of days/values over which the average is computed Output: sma_std: pandas.DataFrame of standard deviation of simple moving average