552 packages matching “stochastic-volatility”

hagan-sabr

v1.0.0 · 20 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.

The SABR stochastic-volatility model — Hagan (2002) lognormal & normal implied-vol expansions, the Obłój correction, and (alpha, rho, nu) smile calibration. Matches QuantLib. Zero dependencies.

8Downloads 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.

@railpath/finance-toolkit

v0.5.4 · 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.

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

1.2KDownloads 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.

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

205Downloads 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.

@d3fc/d3fc-technical-indicator

v8.1.1 · 2 years ago

90
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.

Components for calculating technical indicators on data series

15.5KDownloads 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 v8.1.1 (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

3.2KDownloads 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.

bfx-hf-indicators

v2.0.8 · 5 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.

A library of trading indicators for Node.JS

354Downloads across all versions in the last 7 days, from the official npm downloads API.Apache-2.0License declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v2.0.8 (the latest release), from the OSV.dev database.

@thi.ng/lsys

v2.3.67 · 15 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.

Functional, extensible L-System architecture w/ support for probabilistic rules

16Downloads across all versions in the last 7 days, from the official npm downloads API.Apache-2.0License declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v2.3.67 (the latest release), from the OSV.dev database.

react-financial-charts

v2.0.1 · 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.

React charts specific to finance.

3.8KDownloads 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 v2.0.1 (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

149Downloads 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.

mcp-financex

v1.0.11 · 6 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

43Downloads 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.

@gvol/components

v0.2.12 · 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.

Import pre-built [Gvol](https://gvol.io/) charts in your UI 🧙🏼

137Downloads 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 v0.2.12 (the latest release), from the OSV.dev database.

@waldzellai/stochasticthinking

v0.0.1 · 1 year ago

95
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 stochastic algorithms and probabilistic decision making

49Downloads 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 v0.0.1 (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.

1.5KDownloads 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.

@junduck/trading-indi

v0.999.0 · 7 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 TypeScript library providing 80+ technical indicators for trading, designed for incremental, stateful calculation perfect for intraday and realtime trading applications

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 v0.999.0 (the latest release), from the OSV.dev database.

glicko2-lite

v6.0.0 · 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.

Barebones Glicko-2 implementation

807Downloads 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.

@0xrelogic/mt5-analysis-mcp

v1.9.1 · 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 MT5 market analysis, trading operations, and alert system with 15 conditions - FIXED pip value calculation

18Downloads 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 v1.9.1 (the latest release), from the OSV.dev database.

greeks

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.

Calculations of option greeks - delta, gamma, theta, vega, rho

291Downloads 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.

@pgpmjs/export

v1.16.5 · 48 minutes 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.

PGPM export tools for SQL and GraphQL database migration extraction

21.2KDownloads 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 v1.16.5 (the latest release), from the OSV.dev database.

@stateful-mcp/clinical

v0.1.2 · 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.

Clinical domain engines and resource loaders for Stateful framework

191Downloads across all versions in the last 7 days, from the official npm downloads API.

No known vulnerabilities

Known vulnerabilities affecting v0.1.2 (the latest release), from the OSV.dev database.

stochastic-js

v0.0.18 · 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.

This package is created to bring closer the stochastic calculus in Typescript.

2Downloads 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 v0.0.18 (the latest release), from the OSV.dev database.
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