TypeScript
0
0
BSD 3-Clause "New" or "Revised" License
OpenSeries-ts is a TypeScript library for analyzing financial time series data, offering tools for risk metrics, portfolio construction, and Monte Carlo simulations. It is designed for financial analysts and developers working with daily or less frequent asset data, providing a TypeScript port of the Python openseries package with features like CAGR, volatility, VaR, and efficient frontier analysis.
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