Reference
A page for every one of the 697 algorithms: signature, parameter contract, an executed worked example, diagrams and citations. 697 pages carry an example whose output came from running the code.
Browse by domain#
Financial Mathematics, Statistics, and Data Foundations
120 topics · 12 families
D01Market Data Engineering
31 topics · 5 families
D02Corporate Actions and Security Master Data
20 topics · 4 families
D03Index and Benchmark Engineering
40 topics · 6 families
D04Market Breadth and Internals
28 topics · 5 families
D06Price Action and Candlesticks
52 topics · 5 families
D07Technical Indicators
137 topics · 9 families
D08Geometric Chart Patterns
64 topics · 7 families
D09Statistical Time Series
37 topics · 6 families
D10Volatility and Covariance
22 topics · 4 families
D11Market Microstructure
29 topics · 5 families
D12Matching Engines and Venue Logic
21 topics · 4 families
D13Execution and Transaction Cost Analysis
9 topics · 2 families
D18Fundamental Analysis and Valuation
52 topics · 6 families
D21Credit Risk and Default
7 topics · 1 family
D25Digital Assets and On-Chain Finance
10 topics · 2 families
D40Model Validation and Backtesting
10 topics · 1 family
D46Earnings and Per-Share Analytics
8 topics · 2 families
How to read a reference page#
Each page states the contract — how to call the function correctly. It does not explain the concept; that is what the concept guides and the articles are for. Three sections matter most:
- Parameters — meaning, unit, constraints, and how nulls are treated.
- Warm-up — how many leading positions are
null, and why. Getting this wrong shifts a plotted series with no error to warn you. - Worked example — real input and the real returned value, labelled with where it came from. See what “verified” means.