axe: Data model for the AxE-Model (Axiomatic Econometric Modeling...

In sisireg: Sign-Simplicity-Regression-Solver

Data model for the AxE-Model (Axiomatic Econometric Modeling Paradigm)

Description

Calculation of the relevant data for the AxE-model from a financial time series: trend, volatiliy, change in quotes and risk level.

Usage

axe(quotes)

Arguments

quotes

financial time series

Value

data frame

quotes	the given time series
trend5	5-day trend
trend10	10-day trend
trend20	20-day trend
vola5	5-day volatility
vola10	10-day volatility
vola20	20-day volatility
chng5	5-day price change
chng10	10-day price change
chng20	20-day price change
risk5	5-day risk level
risk10	10-day risk level
risk20	20-day risk level

Author(s)

Dr. Lars Metzner

References

Dr. Lars Metzner (2020) Trendbasierte Prognostik. Independently Published.

Examples

set.seed(1234)
s <- 13000 + cumsum(rnorm(100))
df_axe <- axe(s)
op <- par(mfrow=c(3,1))
plot(s, type = "l")
plot(df_axe$trend5, type = "l")
abline(a = 0, b = 0)
plot(df_axe$vola5, type = "l")
par(op)

sisireg documentation built on Aug. 8, 2025, 7:03 p.m.