quantitivecalc
Version:
A TypeScript library providing advanced quantitative finance functions for risk analysis, performance metrics, and technical indicators. (Currently in development)
55 lines • 4.44 kB
TypeScript
export declare const qCalc: {
dictUtils: {
applyFunction: typeof import("./DictOfListsUtils/applyFunction").default;
applyFunctionToFlattened: typeof import("./DictOfListsUtils/applyFunctionToFlattened").default;
findExtremesInColumnPerKey: typeof import("./DictOfListsUtils/findExtremesInColumnPerKey").default;
findExtremesInColumn: typeof import("./DictOfListsUtils/findExtremesInColumn").default;
};
listUtils: {
filterByRange: typeof import("./ListUtils/filterByRange").default;
findExtremesInColumn: typeof import("./ListUtils/findExtremesInColumn").default;
getFirstRow: typeof import("./ListUtils/getFirstRow").default;
getLastRow: typeof import("./ListUtils/getLastRow").default;
setFirstItemProperty: typeof import("./ListUtils/setFirstItemToValue").default;
sortByColumn: typeof import("./ListUtils/sortByColumn").default;
analyzeColumnWithRange: typeof import("./ListUtils/analyzeColumnWithRange").default;
deleteFirstRow: typeof import("./ListUtils/deleteFirstRow").default;
multiplyListsByColumn: typeof import("./ListUtils/multiplyListsByColumn").default;
};
metrics: {
calculateAlpha: typeof import("./PerformanceMetrics/calculateAlpha").calculateAlpha;
calculateAnnualizedReturns: typeof import("./PerformanceMetrics/calculateAnnualizedReturns").calculateAnnualizedReturns;
calculateCalmarRatio: typeof import("./PerformanceMetrics/calculateCalmarRatio").calculateCalmarRatio;
calculateCompoundReturns: typeof import("./PerformanceMetrics/calculateCompoundReturns").calculateCompoundReturns;
calculateDailyReturns: typeof import("./PerformanceMetrics/calculateDailyReturns").calculateDailyReturns;
calculateDrawdown: typeof import("./PerformanceMetrics/calculateDrawdown").calculateDrawdown;
calculateInformationRatio: typeof import("./PerformanceMetrics/calculateInformationRatio").calculateInformationRatio;
calculateSortinoRatio: typeof import("./PerformanceMetrics/calculateSortinoRatio").calculateSortinoRatio;
calculatePeriodicCompoundReturns: typeof import("./PerformanceMetrics/calculatePeriodicCompoundReturns").calculatePeriodicCompoundReturns;
addPeriodicCompoundReturnsToData: typeof import("./PerformanceMetrics/calculatePeriodicCompoundReturns").addPeriodicCompoundReturnsToData;
calculateTimeUnderWater: typeof import("./PerformanceMetrics/calculateTimeUnderWater").calculateTimeUnderWater;
calculateUnderwaterData: typeof import("./PerformanceMetrics/calculateUnderwaterData").calculateUnderwaterData;
};
portfolio: {
calculatePortfolioReturns: typeof import("./PortfolioAnalysis/calculatePortfolioReturns").calculatePortfolioReturns;
calculateCorrelationMatrix: typeof import("./PortfolioAnalysis/calculateCorrelationMatrix").calculateCorrelationMatrix;
calculateRebalancing: typeof import("./PortfolioAnalysis/calculateRebalancing").calculateRebalancing;
calculateRiskContribution: typeof import("./PortfolioAnalysis/calculateRiskContribution").calculateRiskContribution;
};
risk: {
calculateBeta: typeof import("./RiskAndVolatilityAnalysis/calculateBeta").calculateBeta;
calculateMaxDrawdown: typeof import("./RiskAndVolatilityAnalysis/calculateMaxDrawdown").calculateMaxDrawdown;
calculateSharpeRatio: typeof import("./RiskAndVolatilityAnalysis/calculateSharpeRatio").calculateSharpeRatio;
calculateVaR: typeof import("./RiskAndVolatilityAnalysis/calculateVaR").calculateVaR;
calculateVolatility: typeof import("./RiskAndVolatilityAnalysis/calculateVolatility").calculateVolatility;
getZScore: typeof import("./RiskAndVolatilityAnalysis/getZScore").getZScore;
};
indicators: {
calculateBollingerBands: typeof import("./TechnicalIndicators/calculateBollingerBands").calculateBollingerBands;
calculateMACD: typeof import("./TechnicalIndicators/calculateMACD").calculateMACD;
calculateMovingAverage: typeof import("./TechnicalIndicators/calculateMovingAverage").calculateMovingAverage;
calculateRSI: typeof import("./TechnicalIndicators/calculateRSI").calculateRSI;
calculateStochasticOscillator: typeof import("./TechnicalIndicators/calculateStochasticOscillator").calculateStochasticOscillator;
};
};
//# sourceMappingURL=all.d.ts.map