/**
 * Compute the (annualized) Sharpe ratio for a returns series.
 * Uses NaN-aware mean and sample standard deviation (ddof=1).
 * Returns NaN for empty input, zero or NaN volatility, or invalid mean.
 * @param returns Array-like returns series
 * @param riskFree Annualized risk-free rate (default 0)
 * @param freq Periods per year (default 252)
 * @returns Sharpe ratio (annualized) or NaN
 */
export declare function sharpe(returns: ArrayLike<number>, riskFree?: number, freq?: number): number;
/**
 * Compute the (annualized) Sortino ratio for a returns series.
 * Uses downside deviation (sample corrected) computed over negative excess returns.
 * Requires at least two downside observations; returns NaN otherwise.
 * @param returns Array-like returns series
 * @param requiredReturn Target return to define downside (default 0)
 * @param freq Periods per year (default 252)
 * @param minPeriod Minimum valid periods (unused for scalar Sortino)
 * @returns Sortino ratio (annualized) or NaN
 */
export declare function sortino(returns: ArrayLike<number>, requiredReturn?: number, freq?: number, minPeriod?: number): number;
/**
 * Rolling Sharpe ratio computed over a trailing window.
 * Output is a Float64Array aligned with `returns`; positions before enough data are NaN.
 * @param returns Array-like returns series
 * @param window Rolling window length
 * @param riskFree Annualized risk-free rate (default 0)
 * @param freq Periods per year (default 252)
 * @param minPeriod Minimum number of valid samples required per window (default 1)
 * @returns Float64Array of rolling Sharpe ratios
 */
export declare function rollsharpe(returns: ArrayLike<number>, window: number, riskFree?: number, freq?: number, minPeriod?: number): Float64Array;
/**
 * Rolling Sortino ratio computed over a trailing window using downside deviations.
 * Outputs NaN where insufficient downside or invalid data exists.
 * @param returns Array-like returns series
 * @param window Rolling window length
 * @param requiredReturn Target return to define downside (default 0)
 * @param freq Periods per year (default 252)
 * @param minPeriod Minimum number of valid samples required per window (default 1)
 * @returns Float64Array of rolling Sortino ratios
 */
export declare function rollsortino(returns: ArrayLike<number>, window: number, requiredReturn?: number, freq?: number, minPeriod?: number): Float64Array;
/**
 * Annualized volatility (sample standard deviation) of returns.
 * Uses NaN-aware `stats.stdev` with ddof=1. Returns NaN for empty input or zero/NaN sigma.
 * @param returns Array-like returns series
 * @param freq Periods per year (default 252)
 * @returns Annualized volatility or NaN
 */
export declare function vol(returns: ArrayLike<number>, freq?: number): number;
/**
 * Rolling annualized volatility (sample stddev) over a trailing window.
 * Outputs NaN for windows with insufficient valid samples or zero/NaN sigma.
 * @param returns Array-like returns series
 * @param window Rolling window length
 * @param freq Periods per year (default 252)
 * @param minPeriod Minimum number of valid samples required per window (default 1)
 * @returns Float64Array of rolling volatilities
 */
export declare function rollvol(returns: ArrayLike<number>, window: number, freq?: number, minPeriod?: number): Float64Array;