Functions

f
irr(
cf: array,
cfd?: array,
cd?: number,
guess?: number
): number

Internal rate of return on an investment based on a series of periodic cash flows.

f
percpos(
x: numarraymatrix,
dim?: 0 | 1
): number | array | matrix
2 overloads

Percentage of positive values in array or matrix.

f
tomonthly(
x: array,
mode?: string
): number
1 overloads

Convert a return series to a monthly series.

f
toweekly(
nd: array,
nv: array | matrix
): [array, array | matrix]

Convert a time series to a weekly frequency.

Usage

import * as quants__Quantitative_finance_and_portfolio_analytics_functions___This_module_provides_utilities_for____Performance_metrics__Sharpe__Sortino__Treynor__Jensen_alpha__etc_____Risk_metrics__drawdown__VaR__tracking_error__downside_risk__etc_____Return_calculations__CAGR__TWR__IRR__annualized_returns__etc_____Portfolio_metrics__information_ratio__active_return__etc_____Time_series_conversion__toweekly__tomonthly__ret_tick__tick_ret____Statistical_measures__Hurst_exponent__etc__ from "quants/index.ts";