@captorab/openseries-ts - v1.0.0
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    Enumeration ValueType

    Index

    Enumeration Members

    EWMA_VAR EWMA_VOL PRICE RELRTRN ROLLBETA ROLLCORR ROLLCVAR ROLLINFORATIO ROLLRTRN ROLLVAR ROLLVOL RTRN

    Enumeration Members

    EWMA_VAR: "EWMA VaR"
    EWMA_VOL: "EWMA volatility"
    PRICE: "Price(Close)"
    RELRTRN: "Relative return"
    ROLLBETA: "Beta"
    ROLLCORR: "Rolling correlation"
    ROLLCVAR: "Rolling CVaR"
    ROLLINFORATIO: "Information Ratio"
    ROLLRTRN: "Rolling returns"
    ROLLVAR: "Rolling VaR"
    ROLLVOL: "Rolling volatility"
    RTRN: "Return(Total)"

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    Enumeration Members