analytics Directory Reference

Directory dependency graph for analytics:

Files
	conversion.hpp
	Conversions between exact Decimal64 values and the analytics Scalar.
	frame.hpp
	indicators.hpp
	Named technical indicators: z-score, Bollinger bands, RSI, ATR, MACD, and trailing covariance, correlation and beta.
	metrics.hpp
	Performance metrics: maximum drawdown, Sharpe and Sortino ratios, annualization, turnover.
	numeric.hpp
	Re-exports math::Scalar, math::missing and math::observed into analytics.
	panel.hpp
	returns.hpp
	Simple, log and cumulative returns of a price series.
	rolling.hpp
	Trailing-window statistics: sums, means, deviations, extremes and moving averages.
	series_buffer.hpp
	time_index.hpp