Estimating returns and volatility
Methods
PooksoftAssetModelingKit.compute_linear_return_array
— Functioncompute_linear_return_array(priceArray::Array{Float64,1})
Stuff will go here. Awesome stuff, the most beautiful stuff ever.
compute_linear_return_array(dataTable::DataFrame; key::Symbol = Symbol("adjusted_close"))
Stuff will go here. Awesome stuff, the most beautiful stuff ever.
PooksoftAssetModelingKit.compute_log_return_array
— Functioncompute_log_return_array(priceArray::Array{Float64})
Stuff will go here. Awesome stuff, the most beautiful stuff ever.
compute_log_return_array(dataTable::DataFrame; key::Symbol = Symbol("adjusted_close"))
Stuff will go here. Awesome stuff, the most beautiful stuff ever.
PooksoftAssetModelingKit.compute_return_volatility
— Functioncompute_return_volatility(dataTable::DataFrame; returnCalcFunction::Function=compute_linear_return_array,
key::Symbol = Symbol("adjusted_close"))
Stuff will go here. Awesome stuff, the most beautiful stuff ever.
compute_return_volatility(priceArray::Array{Float64};
returnCalcFunction::Function=compute_linear_return_array)
Stuff will go here. Awesome stuff, the most beautiful stuff ever.