1,187 packages matching “realized-volatility”

orderflow-metrics

v0.48.0 · 21 hours ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

Microstructure metrics in dependency-free TypeScript — OFI, VPIN, information-driven bars, market impact (square-root & Almgren-Chriss), markouts, implementation shortfall, high-low spread estimators (Corwin-Schultz, Abdi-Ranaldo), range-based volatility

1.0KDownloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v0.48.0 (the latest release), from the OSV.dev database.

@ribbon-finance/rvol

v1.4.2 · 4 years ago

85
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

Ethereum on-chain volatility data

14Downloads across all versions in the last 7 days, from the official npm downloads API.GPL-3.0-onlyLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v1.4.2 (the latest release), from the OSV.dev database.

goober

v2.1.19 · 4 months ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

A less than 1KB css-in-js solution

8.2MDownloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v2.1.19 (the latest release), from the OSV.dev database.

@railpath/finance-toolkit

v0.5.4 · 10 months ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

Production-ready finance library for portfolio construction, risk analytics, quantitative metrics, and ML-based regime detection

203Downloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v0.5.4 (the latest release), from the OSV.dev database.

@tradejs/strategy-volatility-compression-breakout

v3.0.5 · 4 days ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

Compression-to-expansion breakout strategy using ATR and Bollinger ranks, range expansion, volume, and optional context filters for TradeJS.

198Downloads across all versions in the last 7 days, from the official npm downloads API.BUSL-1.1License declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v3.0.5 (the latest release), from the OSV.dev database.

implied-volatility

v1.0.0 · 11 years ago

85
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

Determine implied volatility of options based on their prices

231Downloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v1.0.0 (the latest release), from the OSV.dev database.

glicko2

v1.2.2 · 28 days ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

glicko2 ranking system

15.1KDownloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v1.2.2 (the latest release), from the OSV.dev database.

@pipedream/bybit

v0.2.1 · 10 days ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

Pipedream ByBit Components

33.5KDownloads across all versions in the last 7 days, from the official npm downloads API.

No known vulnerabilities

Known vulnerabilities affecting v0.2.1 (the latest release), from the OSV.dev database.

garch

v2.0.0 · 2 months ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

GARCH and EGARCH volatility models for TypeScript

13Downloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v2.0.0 (the latest release), from the OSV.dev database.

node-red-contrib-industrial-machine-forecast

v1.0.2 · 3 years ago

85
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

Node-RED node for time-series forecasting and anomaly detection using Exponential Smoothing

8.1KDownloads across all versions in the last 7 days, from the official npm downloads API.GPL-3.0License declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v1.0.2 (the latest release), from the OSV.dev database.

mcp-financex

v1.0.11 · 8 months ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

MCP server for real-time stock and cryptocurrency analysis using Yahoo Finance

34Downloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v1.0.11 (the latest release), from the OSV.dev database.

@coderline/alphatab-vite

v1.8.4 · 2 months ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

A plugin for Vite to bundle alphaTab into your webapps.

1.4KDownloads across all versions in the last 7 days, from the official npm downloads API.MPL-2.0License declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v1.8.4 (the latest release), from the OSV.dev database.

blocklens-mcp-server

v0.5.1 · 4 months ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

MCP server for Blocklens crypto on-chain analytics

25Downloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v0.5.1 (the latest release), from the OSV.dev database.

@braidhq/source-loader-github

v0.6.0 · 8 days ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

GitHub Issues source-loader plugin for Braid. Ingest issues + comments into markdown.

153Downloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v0.6.0 (the latest release), from the OSV.dev database.

glicko2-lite

v6.0.0 · 3 months ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

Barebones Glicko-2 implementation

513Downloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v6.0.0 (the latest release), from the OSV.dev database.

crypto-derivatives-mcp

v0.6.0 · 2 months ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

22 crypto data tools: derivatives, forecasts, alerts, liquidations, options IV, GEX, macro, digest, screeners — 16 assets

29Downloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v0.6.0 (the latest release), from the OSV.dev database.

@webcomponents/shadycss

v1.11.2 · 3 years ago

85
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

Polyfill for Scoped CSS

284.6KDownloads across all versions in the last 7 days, from the official npm downloads API.BSD-3-ClauseLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v1.11.2 (the latest release), from the OSV.dev database.

black-scholes

v1.1.0 · 11 years ago

85
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

Option pricing using the Black-Scholes formula.

541Downloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v1.1.0 (the latest release), from the OSV.dev database.

@10play/tentap-editor

v1.0.1 · 9 months ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

React Native Rich Text Editor

91.1KDownloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v1.0.1 (the latest release), from the OSV.dev database.

ts-luxon

v6.4.0 · 4 days ago

100
0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.

Typescript version of the "Immutable date wrapper"

42.0KDownloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v6.4.0 (the latest release), from the OSV.dev database.
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