Miha Kralj 22112def1b perf: vectorize Correl batch with AVX-512/AVX2 SIMD ...

Correl.Batch(span) previously looped the streaming Update path - Kahan sums,
RingBuffer, and DateTime.UtcNow per bar, with no SIMD. Replaced with sliding-window
delta sums and AVX-512/AVX2 prefix-sum cores, keeping a Kahan scalar fallback for
dirty/small inputs.

Correlation Span: 17,994 us -> 1,396 us (12.9x), now 1.6x faster than TA-Lib (2,157 us).

2026-09-27 18:00:12 -07:00

..

acf

Merge branch 'dev' into main

2026-03-16 12:46:19 -07:00

adf

review and updates

2026-09-23 21:14:07 +02:00

beta

Add net48 target with SIMD guards and Vector<T> fallbacks

2026-09-25 11:13:47 -07:00

cma

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2026-09-23 21:14:07 +02:00

cointegration

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2026-09-23 21:14:07 +02:00

convexity

Add net48 target with SIMD guards and Vector<T> fallbacks

2026-09-25 11:13:47 -07:00

correl

perf: vectorize Correl batch with AVX-512/AVX2 SIMD

2026-09-27 18:00:12 -07:00

covariance

Add net48 target with SIMD guards and Vector<T> fallbacks

2026-09-25 11:13:47 -07:00

entropy

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2026-09-23 21:14:07 +02:00

geomean

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2026-09-23 21:14:07 +02:00

granger

Add net48 target with SIMD guards and Vector<T> fallbacks

2026-09-25 11:13:47 -07:00

harmean

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2026-09-23 21:14:07 +02:00

hurst

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2026-09-23 21:14:07 +02:00

iqr

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2026-09-23 21:14:07 +02:00

jb

Add net48 target with SIMD guards and Vector<T> fallbacks

2026-09-25 11:13:47 -07:00

kendall

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2026-09-23 21:14:07 +02:00

kurtosis

Add net48 target with SIMD guards and Vector<T> fallbacks

2026-09-25 11:13:47 -07:00

linreg

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2026-09-23 21:14:07 +02:00

meandev

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2026-09-23 21:14:07 +02:00

median

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2026-09-23 21:14:07 +02:00

mode

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2026-09-23 21:14:07 +02:00

pacf

[CodeFactor] Apply fixes to commit 9697fac

2026-03-14 05:03:08 +00:00

percentile

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2026-09-23 21:14:07 +02:00

polyfit

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2026-09-23 21:14:07 +02:00

quantile

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2026-09-23 21:14:07 +02:00

skew

Add net48 target with SIMD guards and Vector<T> fallbacks

2026-09-25 11:13:47 -07:00

spearman

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2026-09-23 21:14:07 +02:00

stddev

Add net48 target with SIMD guards and Vector<T> fallbacks

2026-09-25 11:13:47 -07:00

stderr

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2026-09-23 21:14:07 +02:00

sum

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2026-09-23 21:14:07 +02:00

theil

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2026-09-23 21:14:07 +02:00

trim

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2026-09-23 21:14:07 +02:00

variance

Add net48 target with SIMD guards and Vector<T> fallbacks

2026-09-25 11:13:47 -07:00

wavg

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2026-09-23 21:14:07 +02:00

wins

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2026-09-23 21:14:07 +02:00

zscore

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2026-09-23 21:14:07 +02:00

ztest

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2026-09-23 21:14:07 +02:00

_index.md

feat: add 8 new indicators with full integration

2026-03-17 08:36:23 -07:00