fintech-algorithms-library

Compute market-data, trading and quantitative analytics with the `fintech-algorithms` npm package — 717 zero-dependency TypeScript algorithms covering statistics and financial-mathematics foundations (mean, median, percentiles, standard deviation, correlation, regression, distributions, z-scores, log returns, volatility, drawdown, Sharpe, value at risk), technical indicators (RSI, MACD, moving averages, Bollinger Bands, ATR, OBV, Stochastic), candlestick and chart patterns, market breadth, bar construction from tick data, OHLC validation and cleaning, corporate actions, index and benchmark construction, market microstructure, matching engines, execution and TCA, statistical time series, credit risk and probability of default, classifier and score validation (ROC, AUC, Brier, calibration), on-chain metrics and EPS analytics, volatility and covariance estimation (GARCH, realized variance, Ledoit-Wolf shrinkage), portfolio construction (Markowitz mean-variance, minimum variance, risk parity, Black-Litterman, Kelly). Use when asked to analyse a price series, compute a statistic or summary, compute or explain an indicator, detect a candlestick or chart pattern, build bars from ticks, validate or clean market data, score or validate a model, wire up a market-data provider, or when writing code that needs any of these calculations to be correct rather than approximated.