14 packages matching “garch”
garch
v2.0.0 · 2 months ago
GARCH and EGARCH volatility models for TypeScript
No known vulnerabilities
@haybarn/ext-anofox_forecast-h1-5-5
v202609.2.74638 · 4 days ago
Statistical timeseries forecasting in DuckDB. Supports ARIMA, ETS, Theta, TBATS, MFLES, MSTL, Croston, GARCH, and other models.
No known vulnerabilities
quantoracle-mcp
v2.4.2 · 3 months ago
Grounded quant finance math for AI agents over MCP. LLMs drift 5-30% on Black-Scholes Greeks and silently fail at Kelly, Sharpe, and VaR — this server is deterministic, citation-tested math (Hull, Wilmott, Lopez de Prado). 63 calculators (options pricing,
No known vulnerabilities
volume-anomaly
v2.0.0 · 2 months ago
Statistical volume anomaly detection for trade streams - Hawkes process, CUSUM, and Bayesian Online Changepoint Detection (BOCPD). Zero dependencies. TypeScript.
No known vulnerabilities
@agentix-e/anomaly-detector-core
v1.0.0 · 2 months ago
Core anomaly detection engine for time-series — RRCF detection, multi-model forecasting, attribution, and drift detection. Works in Node.js and Browser.
No known vulnerabilities
10-top-kriptovaliut-dlia-investitsii-obbp4w1vl
v1.0.0 · 3 years ago
10-top-kriptovaliut-dlia-investitsii-obbp4w1vl
No known vulnerabilities
techkit-full
v1.2.9 · 9 months ago
Complete technical analysis suite - 189 indicators, risk metrics, pattern recognition. Native + WASM backends for Node.js AND Browser
No known vulnerabilities
@sschepis/stock-bot
v0.1.2 · 4 months ago
Self-contained RL trading bot with DQN, PER, and market simulation
No known vulnerabilities
kripta-valiuta-zarabotok-y04sg5uzb
v1.0.0 · 3 years ago
kripta-valiuta-zarabotok-y04sg5uzb
No known vulnerabilities
chto-takoe-zarabotok-na-kriptovaliutakh-otzyvy-m1f0q0lyz
v1.0.0 · 3 years ago
chto-takoe-zarabotok-na-kriptovaliutakh-otzyvy-m1f0q0lyz
No known vulnerabilities
quantoracle-cli
v1.0.0 · 5 months ago
63 quant computation tools in your terminal. Options, risk, indicators, Monte Carlo, portfolio optimization.
No known vulnerabilities
ssylka-na-prilozhenie-1xbet-1xbet-vin-xyz-6u3lj7xe7
v1.0.0 · 3 years ago
ssylka-na-prilozhenie-1xbet-1xbet-vin-xyz-6u3lj7xe7
No known vulnerabilities
skaters
v0.16.0 · 1 month ago
Fast univariate online distributional time-series forecasting: a zero-dependency JavaScript port of the Python skaters package, numerically identical to 1e-6.
No known vulnerabilities
autoscholar-cli
v1.0.1 · 5 months ago
Autonomous scientific research agent — a quant researcher + economist + data scientist living inside your terminal
No known vulnerabilities