15 Commits

Author	SHA1	Message	Date
Palash Tyagi	3ca7221965	Refactor normalization logic to apply NaN mask in a separate function	2025-04-10 00:24:30 +01:00
Palash Tyagi	de62daaf8b	Refactor check_weights_signs_lengths to enforce f64 types and validate non-zero weights and signs	2025-04-10 00:24:00 +01:00
Palash Tyagi	e780f34188	wip: normalization not wroking	2025-04-09 00:21:08 +01:00
Palash Tyagi	e37b4c19cb	working except normalization	2025-04-08 22:37:20 +01:00
Palash Tyagi	7c2ed3b818	adding linear_composite initial cut	2025-04-07 00:22:34 +01:00
Palash Tyagi	acbe621704	Enhance documentation by adding argument descriptions to functions in historic_vol, pivots, reduce_df, and update_df modules	2025-04-07 00:22:23 +01:00
Palash Tyagi	d897965dd2	Refactor frequency calculation functions to use estimated frequency and improve date handling	2025-04-06 05:13:41 +01:00
Palash Tyagi	19ff090508	Refactor historic volatility calculations to improve data handling and add postfix renaming for result columns	2025-04-05 16:31:04 +01:00
Palash Tyagi	71f9f4a674	Add logging for historic volatility calculations and implement utility to get min/max real dates	2025-03-15 00:03:09 +00:00
Palash Tyagi	421178a5bb	wip: hist vol	2024-11-29 00:49:11 +00:00
Palash Tyagi	6fb9b0f076	wip: hist vol	2024-11-26 23:59:45 +00:00
Palash Tyagi	d692476d05	add annualization factor and implement frequency calculation for historic volatility	2024-11-26 00:31:59 +00:00
Palash Tyagi	26a220cc4c	moving stuff around	2024-11-22 23:39:56 +00:00
Palash Tyagi	6599f265b6	added py-bindings for panel/hist_vol	2024-11-22 17:16:36 +00:00
Palash Tyagi	f9d2513202	added place holder for historic vol	2024-11-22 17:15:37 +00:00