@pond-ts/financial API Reference
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    Interface BetaOptions<S, Output>

    interface BetaOptions<S extends SeriesSchema, Output extends string> {
        benchmark: NumericColumnNameForSchema<S>;
        column?: NumericColumnNameForSchema<S>;
        output?: Output;
        period?: number;
    }

    Type Parameters

    • S extends SeriesSchema
    • Output extends string
    Index

    Properties

    benchmark column? output? period?

    Properties

    benchmark: NumericColumnNameForSchema<S>

    The comparison (market / index) column — required, and a column on this same series. Its return variance is the denominator.

    column?: NumericColumnNameForSchema<S>

    Source column — a price, not a return; the returns are taken inside. Default 'close'.

    output?: Output

    Name of the appended column. Default 'beta'.

    period?: number

    Window in bars — the number of one-bar RETURNS regressed, so the first reading needs period + 1 prices. Default 5 (TA-Lib BETA's). Must be at least 2.

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