💰 finmagic

A TypeScript library for essential financial, technical, and statistical calculations. Designed for Node.js and browser environments, finmagic provides fast and reliable methods for traders, analysts, and developers.

Features

• Price calculations:
  • percentChange(current: number, previous: number): number
  • dailyReturn(current: number, previous: number): number
  • cumulativeReturn(returns: number[]): number
• Moving averages:
  • SMA(values: number[], period: number): number
  • EMA(values: number[], period: number): number
• Financial calculations:
  • PV(futureValue: number, rate: number, periods: number): number
  • FV(presentValue: number, rate: number, periods: number): number
  • NPV(rate: number, cashFlows: number[]): number
  • IRR(cashFlows: number[], guess?: number): number
• Financial ratios:
  • PE(price: number, earnings: number): number
  • PB(price: number, bookValue: number): number
  • DividendYield(dividend: number, price: number): number
  • Beta(portfolioReturn: number, marketReturn: number): number
  • Alpha(expectedReturn: number, actualReturn: number): number
  • Sharpe(returns: number[]): number
• Risk management:
  • volatility(returns: number[]): number
  • positionSizing(capital: number, risk: number, stopLossPoints: number): number
  • stopLoss(entryPrice: number, percent: number): number
  • takeProfit(entryPrice: number, percent: number): number
• Volume indicators:
  • VWAP(prices: number[], volumes: number[]): number
  • accumulationDistribution(close: number[], open: number[], volume: number[]): number
• Statistical functions:
  • covariance(a: number[], b: number[]): number
  • correlation(a: number[], b: number[]): number

Installation

npm install finmagic

Usage

import { SMA, PV, Sharpe } from 'finmagic';

const prices = [10, 12, 11, 13, 15];
const average = SMA(prices, 5);

const presentValue = PV(1000, 0.05, 3);

const returns = [0.01, 0.02, 0.03];
const sharpeRatio = Sharpe(returns);

Contributing

Contributions, bug reports, and feature requests are welcome. Please submit via GitHub issues or pull requests.