Interactive finance examples (Plotly)#
This page runs real Python code at documentation build time and embeds interactive Plotly charts directly in the generated HTML.
Synthetic market and strategy returns#
The following chart simulates a market return stream with one strategy that contains a small lagged predictive component from the market.
Transfer entropy sensitivity to lag choice#
The chart below computes TE(market -> strategy) with xyz over different
lag values using GaussianTransferEntropy and KSGTransferEntropy.