quantitivecalc

Version:

A TypeScript library providing advanced quantitative finance functions for risk analysis, performance metrics, and technical indicators. (Currently in development)

38 files

Filename	Content Type	Size
../
all.d.ts	text/typescript	2.99 kB
all.d.ts.map	application/json	695 B
all.js	text/javascript	3.28 kB
calculateAlpha.d.ts	text/typescript	1.24 kB
calculateAlpha.d.ts.map	application/json	421 B
calculateAlpha.js	text/javascript	3.29 kB
calculateAnnualizedReturns.d.ts	text/typescript	1.04 kB
calculateAnnualizedReturns.d.ts.map	application/json	441 B
calculateAnnualizedReturns.js	text/javascript	2 kB
calculateCalmarRatio.d.ts	text/typescript	1.35 kB
calculateCalmarRatio.d.ts.map	application/json	404 B
calculateCalmarRatio.js	text/javascript	3.12 kB
calculateCompoundReturns.d.ts	text/typescript	1.28 kB
calculateCompoundReturns.d.ts.map	application/json	414 B
calculateCompoundReturns.js	text/javascript	2 kB
calculateDailyReturns.d.ts	text/typescript	1.28 kB
calculateDailyReturns.d.ts.map	application/json	392 B
calculateDailyReturns.js	text/javascript	2.53 kB
calculateDailyReturns.test.d.ts	text/typescript	11 B
calculateDailyReturns.test.js	text/javascript	4.78 kB
calculateDrawdown.d.ts	text/typescript	1.74 kB
calculateDrawdown.d.ts.map	application/json	382 B
calculateDrawdown.js	text/javascript	2.88 kB
calculateInformationRatio.d.ts	text/typescript	1.34 kB
calculateInformationRatio.d.ts.map	application/json	414 B
calculateInformationRatio.js	text/javascript	3.02 kB
calculatePeriodicCompoundReturns.d.ts	text/typescript	2.34 kB
calculatePeriodicCompoundReturns.d.ts.map	application/json	795 B
calculatePeriodicCompoundReturns.js	text/javascript	8.61 kB
calculateSortinoRatio.d.ts	text/typescript	1.15 kB
calculateSortinoRatio.d.ts.map	application/json	432 B
calculateSortinoRatio.js	text/javascript	3.19 kB
calculateTimeUnderWater.d.ts	text/typescript	1.43 kB
calculateTimeUnderWater.d.ts.map	application/json	370 B
calculateTimeUnderWater.js	text/javascript	2.42 kB
calculateUnderwaterData.d.ts	text/typescript	1.59 kB
calculateUnderwaterData.d.ts.map	application/json	417 B
calculateUnderwaterData.js	text/javascript	2.11 kB