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Module path

finance_solution

Module path 

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Price-path analysis: solution struct, period series, and pretty tables.

§Conventions

  • Prices must be strictly positive for log returns, CAGR, and drawdowns.
  • Volatility uses sample standard deviation (n − 1).
  • Annualization: pass periods_per_year explicitly (e.g. 252.0 daily, 12.0 monthly).
  • Sharpe / Sortino: excess return and volatility share the same period units.
  • Max drawdown is a positive fraction (0.25 = 25% peak-to-trough).

Structs§

PricePathOptions
Options for price_path_solution.
PricePathPeriod
One step between consecutive prices.
PricePathSeries
Period series for a price path. Derefs to [PricePathPeriod].
PricePathSolution
Full analysis of an ordered price path.

Enums§

ReturnKind
Kind of return used for mean / vol / Sharpe on the path.

Functions§

price_path_solution
Build a PricePathSolution summarizing returns, risk, and period detail for a price path.