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Estimating returns and volatility

Methods

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

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

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

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

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PooksoftAssetModelingKit.compute_log_return_array — Function
compute_log_return_array(priceArray::Array{Float64})

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

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

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

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PooksoftAssetModelingKit.compute_return_volatility — Function
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.

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

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

source