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3 Commits

Author SHA1 Message Date
Miha Kralj 769a923a24 test: setup common stability and robustness properties tracking 2026-02-27 12:50:05 -08:00
Miha Kralj 6d6259a47d normalization of methods 2026-02-10 21:33:16 -08:00
Miha Kralj bcb52ef5ec Add Close-to-Close Volatility (CCV) implementation and validation tests 
- Implemented CCV class for calculating annualized log return volatility using SMA, EMA, and WMA smoothing methods.
- Added comprehensive unit tests for CCV to validate mathematical correctness, consistency across methods, and edge cases.
- Created documentation for CCV detailing its mathematical foundation, smoothing methods, and performance metrics.
 2026-01-31 17:25:39 -08:00