Financial Statistics

financial-statistics is a JavaScript library that provides various financial statistics and analysis utilities, including traditional statistical metrics, time series analysis, technical analysis, Monte Carlo simulations, and functionalities for decentralized finance (DeFi) applications.

Installation

You can install Financial Statistics using npm:

npm install financial-statistics

## Usage

const fin = require('financial-statistics');

// Calculate average
const avg = fin.calculateAverage([1, 2, 3, 4, 5]);
console.log(avg); // 3

// Calculate annual percentage yield (APY)
const apy = fin.calculateAPY(0.05, 12); // 5% interest rate, compounded monthly
console.log(apy); // 0.051...

// Calculate simple moving average (SMA)
const data = [10, 15, 20, 25, 30];
const sma = fin.calculateSMA(data, 3); // Window size of 3
console.log(sma); // [15, 20, 25]

// Run Monte Carlo simulation
const initialValue = 1000;
const numSimulations = 1000;
const numPeriods = 10;
const generator = () => 1 + 0.05 * Math.random(); // 5% random fluctuation
const simulations = fin.runMonteCarloSimulation(initialValue, numSimulations, numPeriods, generator);
console.log(simulations.length); // 1000

// Log messages
fin.logger.info('Application started');

API

Statistical Metrics
calculateAverage(data): Calculate the average of a data series
calculateMedian(data): Calculate the median of a data series
calculateStandardDeviation(data): Calculate the standard deviation of a data series
calculateVariance(data): Calculate the variance of a data series
calculateCorrelationCoefficient(dataX, dataY): Calculate the correlation coefficient between two data series

Mathematical Utilities
calculateDeterminant(matrix): Calculate the determinant of a matrix
calculateDerivative(fn, x): Calculate the derivative of a function at a point
linearScaleData(data, minRange, maxRange): Linearly scale data

Decentralized Finance (DeFi)
calculateAPY(interestRate, compoundFrequency): Calculate the annual percentage yield
calculateLoanInterest(principal, interestRate, loanTerm): Calculate loan interest
getStablecoinPrice(symbol): Get the current price of a stablecoin
calculateLiquidityProviderEarnings(liquidityTokens, totalLiquidity, totalFees): Calculate earnings for a liquidity provider

Time Series Analysis
calculateSMA(data, window): Calculate the simple moving average
calculateEMA(data, window): Calculate the exponential moving average

Technical Analysis
calculateRSI(data, window): Calculate the Relative Strength Index

Monte Carlo Simulation
runMonteCarloSimulation(initialValue, numSimulations, numPeriods, generator): Run a Monte Carlo simulation
calculateConfidenceInterval(data, confidence): Calculate the confidence interval

Logging
logger: Winston logger instance for logging messages at different levels

Contributing
Suggestions, bug reports, and pull requests are welcome. Please check the contributing guide first.

License

MIT