bitfool
bitfool
/ javascript option stuff.js
Created
February 29, 2016 01:42
— forked from aasmith/javascript option stuff.js
black scholes & IV in javascript
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| /* Returns probability of occuring below and above target price. */ | |
| function probability(price, target, days, volatility) { | |
| var p = price; | |
| var q = target; | |
| var t = days / 365; | |
| var v = volatility; | |
| var vt = v*Math.sqrt(t); | |
| var lnpq = Math.log(q/p); |
bitfool
/ arr-stat.js
Created
February 17, 2017 17:58
— forked from Daniel-Hug/arr-stat.js
JavaScript statistical functions for arrays: max, min, range, midrange, sum, mean / average, median, modes, variance, standard deviation, mean absolute deviation, z scores
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| var arr = { | |
| max: function(array) { | |
| return Math.max.apply(null, array); | |
| }, | |
| min: function(array) { | |
| return Math.min.apply(null, array); | |
| }, | |
| range: function(array) { |