@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

1 folder, 132 files

Filename	Content Type	Size
../
indicators/	–	9.03 kB
ATROptionsSchema.d.ts	text/typescript	353 B
ATROptionsSchema.js	text/javascript	936 B
ATRResultSchema.d.ts	text/typescript	380 B
ATRResultSchema.js	text/javascript	907 B
AlphaOptionsSchema.d.ts	text/typescript	349 B
AlphaOptionsSchema.js	text/javascript	559 B
AlphaResultSchema.d.ts	text/typescript	337 B
AlphaResultSchema.js	text/javascript	424 B
BetaOptionsSchema.d.ts	text/typescript	249 B
BetaOptionsSchema.js	text/javascript	400 B
BetaResultSchema.d.ts	text/typescript	274 B
BetaResultSchema.js	text/javascript	328 B
BollingerBandsOptionsSchema.d.ts	text/typescript	358 B
BollingerBandsOptionsSchema.js	text/javascript	931 B
BollingerBandsResultSchema.d.ts	text/typescript	565 B
BollingerBandsResultSchema.js	text/javascript	1.52 kB
CalmarRatioOptionsSchema.d.ts	text/typescript	369 B
CalmarRatioOptionsSchema.js	text/javascript	531 B
CalmarRatioResultSchema.d.ts	text/typescript	279 B
CalmarRatioResultSchema.js	text/javascript	321 B
CorrelationMatrixOptionsSchema.d.ts	text/typescript	300 B
CorrelationMatrixOptionsSchema.js	text/javascript	393 B
CorrelationMatrixResultSchema.d.ts	text/typescript	384 B
CorrelationMatrixResultSchema.js	text/javascript	439 B
CovarianceMatrixOptionsSchema.d.ts	text/typescript	297 B
CovarianceMatrixOptionsSchema.js	text/javascript	391 B
CovarianceMatrixResultSchema.d.ts	text/typescript	354 B
CovarianceMatrixResultSchema.js	text/javascript	429 B
EMAOptionsSchema.d.ts	text/typescript	293 B
EMAOptionsSchema.js	text/javascript	673 B
EMAResultSchema.d.ts	text/typescript	344 B
EMAResultSchema.js	text/javascript	763 B
EqualWeightOptionsSchema.d.ts	text/typescript	339 B
EqualWeightOptionsSchema.js	text/javascript	951 B
EqualWeightResultSchema.d.ts	text/typescript	334 B
EqualWeightResultSchema.js	text/javascript	634 B
ExpectedShortfallOptionsSchema.d.ts	text/typescript	616 B
ExpectedShortfallOptionsSchema.js	text/javascript	717 B
ExpectedShortfallResultSchema.d.ts	text/typescript	506 B
ExpectedShortfallResultSchema.js	text/javascript	708 B
InformationRatioOptionsSchema.d.ts	text/typescript	447 B
InformationRatioOptionsSchema.js	text/javascript	892 B
InformationRatioResultSchema.d.ts	text/typescript	614 B
InformationRatioResultSchema.js	text/javascript	1.19 kB
MACDOptionsSchema.d.ts	text/typescript	414 B
MACDOptionsSchema.js	text/javascript	1.08 kB
MACDResultSchema.d.ts	text/typescript	513 B
MACDResultSchema.js	text/javascript	1.14 kB
MaxDrawdownOptionsSchema.d.ts	text/typescript	217 B
MaxDrawdownOptionsSchema.js	text/javascript	284 B
MaxDrawdownResultSchema.d.ts	text/typescript	492 B
MaxDrawdownResultSchema.js	text/javascript	556 B
MoneyWeightedReturnOptionsSchema.d.ts	text/typescript	1.13 kB
MoneyWeightedReturnOptionsSchema.js	text/javascript	1.16 kB
MoneyWeightedReturnResultSchema.d.ts	text/typescript	495 B
MoneyWeightedReturnResultSchema.js	text/javascript	909 B
PerformanceAttributionOptionsSchema.d.ts	text/typescript	640 B
PerformanceAttributionOptionsSchema.js	text/javascript	1.33 kB
PerformanceAttributionResultSchema.d.ts	text/typescript	852 B
PerformanceAttributionResultSchema.js	text/javascript	1.49 kB
PortfolioMetricsOptionsSchema.d.ts	text/typescript	490 B
PortfolioMetricsOptionsSchema.js	text/javascript	1.15 kB
PortfolioMetricsResultSchema.d.ts	text/typescript	725 B
PortfolioMetricsResultSchema.js	text/javascript	1.93 kB
PortfolioOptimizationOptionsSchema.d.ts	text/typescript	531 B
PortfolioOptimizationOptionsSchema.js	text/javascript	1.14 kB
PortfolioOptimizationResultSchema.d.ts	text/typescript	671 B
PortfolioOptimizationResultSchema.js	text/javascript	1.08 kB
PortfolioRebalancingOptionsSchema.d.ts	text/typescript	588 B
PortfolioRebalancingOptionsSchema.js	text/javascript	1.21 kB
PortfolioRebalancingResultSchema.d.ts	text/typescript	647 B
PortfolioRebalancingResultSchema.js	text/javascript	1.3 kB
PortfolioVolatilityOptionsSchema.d.ts	text/typescript	344 B
PortfolioVolatilityOptionsSchema.js	text/javascript	525 B
PortfolioVolatilityResultSchema.d.ts	text/typescript	355 B
PortfolioVolatilityResultSchema.js	text/javascript	400 B
QuadraticProgramOptionsSchema.d.ts	text/typescript	699 B
QuadraticProgramOptionsSchema.js	text/javascript	1.06 kB
QuadraticProgramResultSchema.d.ts	text/typescript	447 B
QuadraticProgramResultSchema.js	text/javascript	816 B
RSIOptionsSchema.d.ts	text/typescript	290 B
RSIOptionsSchema.js	text/javascript	663 B
RSIResultSchema.d.ts	text/typescript	548 B
RSIResultSchema.js	text/javascript	1.58 kB
ReturnCalculationOptionsSchema.d.ts	text/typescript	422 B
ReturnCalculationOptionsSchema.js	text/javascript	785 B
ReturnCalculationResultSchema.d.ts	text/typescript	678 B
ReturnCalculationResultSchema.js	text/javascript	1.35 kB
RiskMetricsOptionsSchema.d.ts	text/typescript	443 B
RiskMetricsOptionsSchema.js	text/javascript	948 B
RiskMetricsResultSchema.d.ts	text/typescript	550 B
RiskMetricsResultSchema.js	text/javascript	1.21 kB
SMAOptionsSchema.d.ts	text/typescript	288 B
SMAOptionsSchema.js	text/javascript	679 B
SMAResultSchema.d.ts	text/typescript	343 B
SMAResultSchema.js	text/javascript	771 B
SemideviationOptionsSchema.d.ts	text/typescript	407 B
SemideviationOptionsSchema.js	text/javascript	840 B
SemideviationResultSchema.d.ts	text/typescript	486 B
SemideviationResultSchema.js	text/javascript	1.14 kB
SharpeRatioOptionsSchema.d.ts	text/typescript	315 B
SharpeRatioOptionsSchema.js	text/javascript	443 B
SharpeRatioResultSchema.d.ts	text/typescript	312 B
SharpeRatioResultSchema.js	text/javascript	359 B
SortinoRatioOptionsSchema.d.ts	text/typescript	363 B
SortinoRatioOptionsSchema.js	text/javascript	527 B
SortinoRatioResultSchema.d.ts	text/typescript	359 B
SortinoRatioResultSchema.js	text/javascript	410 B
StochasticOptionsSchema.d.ts	text/typescript	426 B
StochasticOptionsSchema.js	text/javascript	1.12 kB
StochasticResultSchema.d.ts	text/typescript	511 B
StochasticResultSchema.js	text/javascript	1.14 kB
TimeWeightedReturnOptionsSchema.d.ts	text/typescript	339 B
TimeWeightedReturnOptionsSchema.js	text/javascript	708 B
TimeWeightedReturnResultSchema.d.ts	text/typescript	322 B
TimeWeightedReturnResultSchema.js	text/javascript	563 B
TrackingErrorOptionsSchema.d.ts	text/typescript	438 B
TrackingErrorOptionsSchema.js	text/javascript	886 B
TrackingErrorResultSchema.d.ts	text/typescript	488 B
TrackingErrorResultSchema.js	text/javascript	861 B
VaROptionsSchema.d.ts	text/typescript	775 B
VaROptionsSchema.js	text/javascript	674 B
VaRResultSchema.d.ts	text/typescript	323 B
VaRResultSchema.js	text/javascript	622 B
VolatilityOptionsSchema.d.ts	text/typescript	897 B
VolatilityOptionsSchema.js	text/javascript	3.12 kB
VolatilityResultSchema.d.ts	text/typescript	497 B
VolatilityResultSchema.js	text/javascript	390 B
WilliamsROptionsSchema.d.ts	text/typescript	372 B
WilliamsROptionsSchema.js	text/javascript	909 B
WilliamsRResultSchema.d.ts	text/typescript	433 B
WilliamsRResultSchema.js	text/javascript	971 B