Commit Graph

4 Commits

Author SHA1 Message Date
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
Miha Kralj e59665c8f0 style patterns 2026-01-25 16:01:45 -08:00
Miha Kralj 86fe32a682 SIMD Refactor: Merge simd-dev into dev (#55)
Co-authored-by: Claude Opus 4.5 <noreply@anthropic.com>
Co-authored-by: aider (openrouter/anthropic/claude-sonnet-4) <aider@aider.chat>
Co-authored-by: Warp <agent@warp.dev>
2026-01-18 19:02:03 -08:00