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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.
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@@ -28,8 +28,8 @@ $$ \beta = \frac{Cov(R_a, R_m)}{Var(R_m)} $$
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Where:
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- $R_a$ is the return of the asset.
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- $R_m$ is the return of the market.
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* $R_a$ is the return of the asset.
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* $R_m$ is the return of the market.
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In terms of linear regression, Beta is the slope ($b$) of the line $R_a = \alpha + \beta R_m + \epsilon$.
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