crypto-portfolio-risk-analyzer
A JavaScript library for analyzing and assessing the risk of cryptocurrency portfolios, including calculations for volatility, Sharpe ratio, VaR, CVaR, max drawdown, and Sortino ratio.
1.0.3 • Published 6 months ago
A JavaScript library for analyzing and assessing the risk of cryptocurrency portfolios, including calculations for volatility, Sharpe ratio, VaR, CVaR, max drawdown, and Sortino ratio.