Estimating returns and volatility

Methods

PooksoftAssetModelingKit.compute_linear_return_arrayFunction
compute_linear_return_array(priceArray::Array{Float64,1})

Stuff will go here. Awesome stuff, the most beautiful stuff ever.

source
compute_linear_return_array(dataTable::DataFrame; key::Symbol = Symbol("adjusted_close"))

Stuff will go here. Awesome stuff, the most beautiful stuff ever.

source
PooksoftAssetModelingKit.compute_log_return_arrayFunction
compute_log_return_array(priceArray::Array{Float64})

Stuff will go here. Awesome stuff, the most beautiful stuff ever.

source
compute_log_return_array(dataTable::DataFrame; key::Symbol = Symbol("adjusted_close"))

Stuff will go here. Awesome stuff, the most beautiful stuff ever.

source
PooksoftAssetModelingKit.compute_return_volatilityFunction
compute_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.

source
compute_return_volatility(priceArray::Array{Float64};
    returnCalcFunction::Function=compute_linear_return_array)

Stuff will go here. Awesome stuff, the most beautiful stuff ever.

source