@railpath/finance-toolkit

Production-ready TypeScript library for quantitative portfolio analysis and risk management.

What it provides: Type-safe financial calculations with full source transparency. No external dependencies. No black-box algorithms.

Metrics & Analytics:

• Performance: Sharpe Ratio, Sortino Ratio, Calmar Ratio, Information Ratio, Treynor Ratio

• Risk: Value-at-Risk (VaR), Conditional VaR (CVaR), Maximum Drawdown, Beta, Volatility

• Portfolio: Attribution analysis, multi-asset aggregation, benchmark comparison

• 40+ calculations – standardized implementations, peer-reviewed methodologies

Technical:

• 100% TypeScript, full type inference

• Zero runtime dependencies

• Tree-shakeable (import only what you need)

• 100% test coverage

• MIT licensed

For: Quant developers, portfolio managers, fintech applications, investment platforms requiring auditable calculation logic.