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islambaraka90
Skills de los repositorios de islambaraka90, las más instaladas primero.
Skills
- fintech-algorithmsislambaraka90Compute market-data, trading and quantitative analytics with the `fintech-algorithms` npm package — 717 zero-dependency TypeScript algorithms covering statistics and financial-mathematics foundations (mean, median, percentiles, standard deviation, correlation, regression, distributions, z-scores, log returns, volatility, drawdown, Sharpe, value at risk), technical indicators (RSI, MACD, moving averages, Bollinger Bands, ATR, OBV, Stochastic), candlestick and chart patterns, market breadth, bar construction from tick data, OHLC validation and cleaning, corporate actions, index and benchmark construction, market microstructure, matching engines, execution and TCA, statistical time series, credit risk and probability of default, classifier and score validation (ROC, AUC, Brier, calibration), on-chain metrics and EPS analytics, volatility and covariance estimation (GARCH, realized variance, Ledoit-Wolf shrinkage), portfolio construction (Markowitz mean-variance, minimum variance, risk parity, Black-Litterman, Kel1 instalaciones en skills.sh0
