Refactor documentation for various filters and indicators to enhance clarity and consistency

- Updated Bessel, Bilateral, Blma, Butter, Conv, Ema, Kama, LSMA, MAMA, MGDI, SSF, USF, ATR, ADL, and ADOSC documentation to use bullet points for key concepts and features.
- Added a new Qodana configuration file for code analysis.
- Removed coverage configuration from Quantower.Tests.csproj to streamline testing setup.
This commit is contained in:
Miha Kralj
2025-12-31 23:39:47 -08:00
parent 11f4ec2497
commit d493bfd42f
175 changed files with 11977 additions and 897 deletions
+2 -2
View File
@@ -28,8 +28,8 @@ $$ \beta = \frac{Cov(R_a, R_m)}{Var(R_m)} $$
Where:
- $R_a$ is the return of the asset.
- $R_m$ is the return of the market.
* $R_a$ is the return of the asset.
* $R_m$ is the return of the market.
In terms of linear regression, Beta is the slope ($b$) of the line $R_a = \alpha + \beta R_m + \epsilon$.