Integration and documentation with Indicators.jl

[smishr]

I tried to use some market data stored in TSFrame objects, and applied momentum models from Indicators.jl, which defines its methods on AbstractVectors and AbstractMatrix types. See my repo. Indicators is one of the popular TS methods packages in Julia and their methods worked surprisingly well when passing a vector/matrix projection from TSFrame objects. This is great because there is a lot of functionality in Indicators which can readily be used for TSFrames. Specifically, they have methods defined for rolling regressions and MA processes etc.

I think the connection between Indicators.jl and TSFrames can be made more explicit. Firstly, test complete integration between the packages. If there are some things required for integration, write them as issues. Indicators takes and return plain vectors and matrices. With some scaffolding this could take and return TSFrame object. Look into creating a documentation page with examples using TSFrames with Indicators.