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calculateAlpha.d.ts
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548 B |
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calculateAlpha.js
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1.99 KB |
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calculateBeta.d.ts
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547 B |
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calculateBeta.js
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2.21 KB |
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calculateCalmarRatio.d.ts
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541 B |
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calculateCalmarRatio.js
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1.4 KB |
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calculateCorrelationMatrix.d.ts
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657 B |
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calculateCorrelationMatrix.js
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3.32 KB |
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calculateCovarianceMatrix.d.ts
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568 B |
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calculateCovarianceMatrix.js
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2.52 KB |
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calculateEWMAVolatility.d.ts
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300 B |
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calculateEWMAVolatility.js
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749 B |
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calculateGarmanKlassVolatility.d.ts
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369 B |
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calculateGarmanKlassVolatility.js
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1.56 KB |
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calculateHistoricalExpectedShortfall.d.ts
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444 B |
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calculateHistoricalExpectedShortfall.js
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879 B |
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calculateHistoricalVaR.d.ts
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226 B |
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calculateHistoricalVaR.js
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745 B |
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calculateKurtosis.d.ts
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1.05 KB |
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calculateKurtosis.js
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2.05 KB |
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calculateMaxDrawdown.d.ts
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430 B |
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calculateMaxDrawdown.js
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2.11 KB |
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calculateMonteCarloVaR.d.ts
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234 B |
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calculateMonteCarloVaR.js
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998 B |
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calculateParametricExpectedShortfall.d.ts
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471 B |
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calculateParametricExpectedShortfall.js
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1.27 KB |
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calculateParametricVaR.d.ts
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215 B |
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calculateParametricVaR.js
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1004 B |
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calculateParkinsonVolatility.d.ts
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311 B |
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calculateParkinsonVolatility.js
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983 B |
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calculatePortfolioVolatility.d.ts
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601 B |
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calculatePortfolioVolatility.js
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1.76 KB |
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calculateSemideviation.d.ts
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1.22 KB |
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calculateSemideviation.js
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3.01 KB |
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calculateSharpeRatio.d.ts
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443 B |
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calculateSharpeRatio.js
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1.48 KB |
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calculateSkewness.d.ts
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814 B |
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calculateSkewness.js
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1.73 KB |
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calculateSortinoRatio.d.ts
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559 B |
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calculateSortinoRatio.js
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2.29 KB |
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calculateStandardDeviation.d.ts
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130 B |
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calculateStandardDeviation.js
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456 B |
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calculateVaR.d.ts
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630 B |
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calculateVaR.js
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1.74 KB |
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calculateVaR95.d.ts
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111 B |
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calculateVaR95.js
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336 B |
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calculateVaR99.d.ts
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111 B |
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calculateVaR99.js
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336 B |
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calculateVolatility.d.ts
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451 B |
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calculateVolatility.js
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2.17 KB |