Re: [Quantlib-users] technical indicators

[Jonathan S. <sw...@gm...>]

Hi Rick,

Unfortunately QuantLib is not that kind of quant finance library. As
mentioned by Luigi[1], “the focus of the library is derivative pricing, not
time-series analysis”.

It should be possible for you to implement those indicators on top of the
TimeSeries class, but it might be easier for you to find a different
library or start from scratch.

[1] https://github.com/lballabio/QuantLib/pull/1554#issuecomment-1459944617

2023년 3월 27일 (월) 04:08, Rick PT <ric...@gm...>님이 작성:

> Good evening,
>
> I am new to QuantLib and I was looking for the basic indicators (SMA, RSI,
> MACD, etc.) but I can't find anything with a simple :  grep -riI "MACD" .
> Are the implementations provided somewhere?
>
> Thank you,
> Richard
> _______________________________________________
> QuantLib-users mailing list
> Qua...@li...
> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>