quantitivecalc
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A TypeScript library providing advanced quantitative finance functions for risk analysis, performance metrics, and technical indicators. (Currently in development)
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JavaScript
;
Object.defineProperty(exports, "__esModule", { value: true });
exports.portfolioAnalysis = void 0;
const calculateCorrelationMatrix_1 = require("./calculateCorrelationMatrix");
const calculatePortfolioReturns_1 = require("./calculatePortfolioReturns");
const calculateRebalancing_1 = require("./calculateRebalancing");
const calculateRiskContribution_1 = require("./calculateRiskContribution");
/**
* Provides a set of portfolio analysis utilities including calculation of returns, correlation matrix,
* rebalancing strategies, and risk contribution analysis.
*
* @property calculatePortfolioReturns - Calculates the returns for a given portfolio.
* @property calculateCorrelationMatrix - Computes the correlation matrix for portfolio assets.
* @property calculateRebalancing - Determines optimal rebalancing strategies for the portfolio.
* @property calculateRiskContribution - Analyzes the risk contribution of each asset in the portfolio.
*/
exports.portfolioAnalysis = {
calculatePortfolioReturns: calculatePortfolioReturns_1.calculatePortfolioReturns,
calculateCorrelationMatrix: calculateCorrelationMatrix_1.calculateCorrelationMatrix,
calculateRebalancing: calculateRebalancing_1.calculateRebalancing,
calculateRiskContribution: calculateRiskContribution_1.calculateRiskContribution,
};