@railpath/finance-toolkit

Version:

Production-ready finance library for portfolio construction, risk analytics, quantitative metrics, and ML-based regime detection

github.com/railpath/finance-toolkit

railpath/finance-toolkit

50 files

Filename	Content Type	Size
../
calculateAlpha.d.ts	text/typescript	548 B
calculateAlpha.js	text/javascript	2.03 kB
calculateBeta.d.ts	text/typescript	547 B
calculateBeta.js	text/javascript	2.26 kB
calculateCalmarRatio.d.ts	text/typescript	541 B
calculateCalmarRatio.js	text/javascript	1.44 kB
calculateCorrelationMatrix.d.ts	text/typescript	657 B
calculateCorrelationMatrix.js	text/javascript	3.4 kB
calculateCovarianceMatrix.d.ts	text/typescript	568 B
calculateCovarianceMatrix.js	text/javascript	2.58 kB
calculateEWMAVolatility.d.ts	text/typescript	300 B
calculateEWMAVolatility.js	text/javascript	749 B
calculateGarmanKlassVolatility.d.ts	text/typescript	369 B
calculateGarmanKlassVolatility.js	text/javascript	1.6 kB
calculateHistoricalExpectedShortfall.d.ts	text/typescript	444 B
calculateHistoricalExpectedShortfall.js	text/javascript	879 B
calculateHistoricalVaR.d.ts	text/typescript	226 B
calculateHistoricalVaR.js	text/javascript	745 B
calculateKurtosis.d.ts	text/typescript	1.08 kB
calculateKurtosis.js	text/javascript	2.1 kB
calculateMaxDrawdown.d.ts	text/typescript	430 B
calculateMaxDrawdown.js	text/javascript	2.16 kB
calculateMonteCarloVaR.d.ts	text/typescript	234 B
calculateMonteCarloVaR.js	text/javascript	998 B
calculateParametricExpectedShortfall.d.ts	text/typescript	471 B
calculateParametricExpectedShortfall.js	text/javascript	1.3 kB
calculateParametricVaR.d.ts	text/typescript	215 B
calculateParametricVaR.js	text/javascript	1 kB
calculateParkinsonVolatility.d.ts	text/typescript	311 B
calculateParkinsonVolatility.js	text/javascript	983 B
calculatePortfolioVolatility.d.ts	text/typescript	601 B
calculatePortfolioVolatility.js	text/javascript	1.81 kB
calculateSemideviation.d.ts	text/typescript	1.25 kB
calculateSemideviation.js	text/javascript	3.09 kB
calculateSharpeRatio.d.ts	text/typescript	443 B
calculateSharpeRatio.js	text/javascript	1.52 kB
calculateSkewness.d.ts	text/typescript	814 B
calculateSkewness.js	text/javascript	1.77 kB
calculateSortinoRatio.d.ts	text/typescript	559 B
calculateSortinoRatio.js	text/javascript	2.34 kB
calculateStandardDeviation.d.ts	text/typescript	130 B
calculateStandardDeviation.js	text/javascript	456 B
calculateVaR.d.ts	text/typescript	630 B
calculateVaR.js	text/javascript	1.78 kB
calculateVaR95.d.ts	text/typescript	111 B
calculateVaR95.js	text/javascript	336 B
calculateVaR99.d.ts	text/typescript	111 B
calculateVaR99.js	text/javascript	336 B
calculateVolatility.d.ts	text/typescript	451 B
calculateVolatility.js	text/javascript	2.22 kB