@railpath/finance-toolkit/dist/schemas/AlphaResultSchema.js

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

"use strict";
Object.defineProperty(exports, "__esModule", { value: true });
exports.AlphaResultSchema = void 0;
const zod_1 = require("zod");
exports.AlphaResultSchema = zod_1.z.object({
    alpha: zod_1.z.number(),
    annualizedAlpha: zod_1.z.number(),
    beta: zod_1.z.number(),
    assetReturn: zod_1.z.number(),
    benchmarkReturn: zod_1.z.number(),
    expectedReturn: zod_1.z.number(), // CAPM expected return
});