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.