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Group Name:

Student Name

Student Number

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This is an assignment. You should work in groups. Please write your group and group member names above. You will find sections labeled Task asking you to do each piece of analysis. Please make sure that you complete all of these tasks. I included some tests to help you see if you are calculating the solution correctly, but if you cannot get the test to pass submit your best attempt and you may recieve partial credit.

All work that you submit should be your own. Make use of the course resources and example code on the course website. It should be possible to complete all the requested tasks using information given below or somewhere on the course website.

#r "nuget: FSharp.Data, 5.0.2"
#r "nuget: FSharp.Stats, 0.5.0"
#r "nuget: Plotly.NET, 3.*"

open System
open FSharp.Data
open Plotly.NET
open FSharp.Stats

for testing.

#r "nuget: FsUnit.Xunit"
#r "nuget: xunit, 2.*"
open Xunit
open FsUnit.Xunit
open FsUnitTyped

Load Data

We get the Fama-French 3-Factor asset pricing model data.

#r "nuget: NovaSBE.Finance, 0.5.0"

open NovaSBE.Finance
open NovaSBE.Finance.French

let ff3 = 
    French.getFF3 Frequency.Daily
    |> Seq.toList
    |> List.filter (fun x -> x.Date < DateTime(2023,2,1))

let annualizeDailyStdDev dailyStdDev = sqrt(252.0) * dailyStdDev

As an example, I'll first calculate the standard deviation of the MktRf factor and assign it to a value named stdDevMkt.

let stdDevMkt =
    ff3
    |> Seq.stDevBy (fun x -> x.MktRf)

The following test will pass if I calculate it correctly.

// Test.
stdDevMkt 
|> should (equalWithin 0.005) 0.01

The test following test will fail if I calculate it incorrectly. In this failing example I report an annualized standard deviation instead of a daily standard deviation.

let stdDevMktFAIL =
    ff3
    |> Seq.stDevBy (fun x -> x.MktRf)
    |> annualizeDailyStdDev

// Test
if false then // make this `if true` to run the test.
    stdDevMktFAIL
    |> should (equalWithin 0.005) 0.01

Start of the assignment

Task: Calculate the standard deviation of the Hml factor's daily returns. Assign it to a value named stdDevHml.

Write your solution in the cell below.

// Solution here

// Test
stdDevHml 
|> should (equalWithin 0.005) 0.006

Task: Calculate the annualized standard deviation of the Hml factor's daily returns. Assign it to a value named stdDevHmlAnnualized.

Write your solution in the cell below.

// Solution here

// Test
stdDevHmlAnnualized
|> should (equalWithin 0.005) 0.098

Task: Assign the daily returns of the Hml factor to a value named hml that is a list of ReturnObs.

type ReturnObs = 
    { 
        Name: string
        Date: DateTime 
        Return: float 
    }

Write your solution in the cell below.

// Solution here

// Tests
hml[..1] |> should be ofExactType<list<ReturnObs>>

hml[0].Name |> shouldEqual "hml"

hml |> shouldHaveLength 25419

hml
|> List.averageBy (fun x -> x.Return)
|> should (equalWithin 0.0001) 0.00015

Task: Calculate the daily returns of the Hml factor with a constant 2x leverage applied to the portfolio every day. Assign it to a value named hml2x that is a list of ReturnObs.

Write your solution in the cell below.

// Solution here

// Tests
hml2x[..1] |> should be ofExactType<list<ReturnObs>>

hml2x[0].Name |> shouldEqual "hml2x"

hml2x |> shouldHaveLength 25419

hml2x
|> List.averageBy (fun x -> x.Return)
|> should (equalWithin 0.0001) 0.0003

Task: Calculate the average annualized daily return of the Hml factor and assign it to a value name hmlAvg.

Write your solution in the cell below.

// solution here

// tests
hmlAvg |> should (equalWithin 0.005) 0.04

Task: Calculate the average annualized daily return of the 2x leveraged Hml factor and assign it to a value name hml2xAvg.

Write your solution in the cell below.

// solution here

// tests
hml2xAvg |> should (equalWithin 0.005) 0.075

Here is some code that you will use for the next task.

type GrowthObs =
    { 
        Name: string
        Date: DateTime
        Growth: float
    }

let cumulativeGrowth (xs: list<ReturnObs>) =
    let sorted = xs |> List.sortBy (fun x -> x.Date)
    let calcGrowth (prior: GrowthObs) (current: ReturnObs) =
        { Name = current.Name 
          Date = current.Date
          Growth = prior.Growth * (1.0 + current.Return) }        
    match sorted with
    | [] -> []
    | h::t ->
        let firstOb = 
            { Name = h.Name 
              Date = h.Date
              Growth = 1.0 + h.Return }
        (firstOb, t) ||> List.scan calcGrowth

Task: Calculate the cumulative growth of $1 invested in HML at the start of the sample. Assign it to a value named hmlGrowth that is a list of GrowthObs.

Write your solution in the cell below.

// Solution here

// Tests
hmlGrowth[..1] |> should be ofExactType<list<GrowthObs>>

hmlGrowth
|> List.map (fun x -> x.Growth)
|> List.last
|> should (equalWithin 1.0) 29.0

Task: Calculate the cumulative growth of $1 invested in 2x levered HML at the start of the sample. Assign it to a value named hml2xGrowth that is a list of GrowthObs.

Write your solution in the cell below.

// Solution here

// Tests
hml2xGrowth[..1] |> should be ofExactType<list<GrowthObs>>

hml2xGrowth
|> List.map (fun x -> x.Growth)
|> List.last
|> should (equalWithin 1.0) 332.0

Here is an example of a plot of the cumulative growth of $1 invested in the market.

let mkt = 
    [ for x in ff3 do
        { Name = "market"
          Date = x.Date
          Return = x.MktRf } ]

let marketGrowthChart = 
    mkt
    |> cumulativeGrowth
    |> List.map (fun x -> x.Date, x.Growth)
    |> Chart.Line
    |> Chart.withYAxisStyle (AxisType = StyleParam.AxisType.Log)

Task: Plot the cumulative growth of $1 invested in HML and $1 invested in the Market as a combined line chart using a log scale for the y-axis.

Write your solution in the cell below.

// Solution here

Task: Apply a constant levarage to the HML and market factors for the full sample such that the daily returns have a full-sample annualized standard deviation equal to 10%. Remember, constant leverage means that leverage is exactly the same every day. Assign the results to values named hml10 and mkt10 that are lists of ReturnObs.

Write your solution in the cell below.

// Solution here


// Tests
hml10[..1] |> should be ofExactType<list<ReturnObs>>
mkt10[..1] |> should be ofExactType<list<ReturnObs>>

hml10 
|> stDevBy (fun x -> x.Return) 
|> annualizeDailyStdDev
|> should (equalWithin 1e-6) 0.1

mkt10
|> stDevBy (fun x -> x.Return) 
|> annualizeDailyStdDev
|> should (equalWithin 1e-6) 0.1

Task: Plot the cumulative growth of $1 invested in hml10 and mkt10 as a combined line chart using a log scale for the y-axis.

Write your solution in the cell below.

// Solution here

Task: Explain how to intepret the dramatic difference between the two plots that you have just created. Why is the plot of $1 invested in unlevered HML and Market factors so different from the plot of $1 invested in the versions that are levered to have a 10% annualized standard deviation?

Write your answer here.

Task: Construct a volatility managed HML portfolio that puts a weight of \(1/\hat{\sigma^2_t}\) on HML, where \(\hat{\sigma_t}\) is estimated as the annualized standard deviation of returns over the prior 22 days from t-1 to t-22.

The result should be a list<ReturnOb> named hmlVolManaged.

Write your solution in the cell below.

// Solution here


// Tests
hmlVolManaged |> should be ofExactType<list<ReturnObs>>

let hmlAnnualizedReturn =
    let dailyRet =
        hmlVolManaged
        |> List.averageBy (fun x -> x.Return)
    252.0 * dailyRet
hmlAnnualizedReturn |> should (equalWithin 0.02) 8.15
namespace System
Multiple items
namespace FSharp

--------------------
namespace Microsoft.FSharp
Multiple items
namespace FSharp.Data

--------------------
namespace Microsoft.FSharp.Data
namespace Plotly
namespace Plotly.NET
namespace FSharp.Stats
namespace Xunit
namespace FsUnit
module Xunit from FsUnit
namespace FsUnitTyped
namespace NovaSBE
namespace NovaSBE.Finance
module French from NovaSBE.Finance
val ff3: FF3Obs list
val getFF3: frequency: Frequency -> FF3Obs array
type Frequency = | Daily | Monthly
union case Frequency.Daily: Frequency
Multiple items
module Seq from FSharp.Stats
<summary> Module to compute common statistical measure </summary>

--------------------
module Seq from Microsoft.FSharp.Collections

--------------------
type Seq = new: unit -> Seq static member geomspace: start: float * stop: float * num: int * ?IncludeEndpoint: bool -> float seq static member linspace: start: float * stop: float * num: int * ?IncludeEndpoint: bool -> float seq

--------------------
new: unit -> Seq
val toList: source: 'T seq -> 'T list
Multiple items
module List from FSharp.Stats
<summary> Module to compute common statistical measure on list </summary>

--------------------
module List from Microsoft.FSharp.Collections

--------------------
type List = new: unit -> List static member geomspace: start: float * stop: float * num: int * ?IncludeEndpoint: bool -> float list static member linspace: start: float * stop: float * num: int * ?IncludeEndpoint: bool -> float list

--------------------
type List<'T> = | op_Nil | op_ColonColon of Head: 'T * Tail: 'T list interface IReadOnlyList<'T> interface IReadOnlyCollection<'T> interface IEnumerable interface IEnumerable<'T> member GetReverseIndex: rank: int * offset: int -> int member GetSlice: startIndex: int option * endIndex: int option -> 'T list static member Cons: head: 'T * tail: 'T list -> 'T list member Head: 'T member IsEmpty: bool member Item: index: int -> 'T with get ...

--------------------
new: unit -> List
val filter: predicate: ('T -> bool) -> list: 'T list -> 'T list
val x: FF3Obs
FF3Obs.Date: DateTime
Multiple items
[<Struct>] type DateTime = new: year: int * month: int * day: int -> unit + 16 overloads member Add: value: TimeSpan -> DateTime member AddDays: value: float -> DateTime member AddHours: value: float -> DateTime member AddMicroseconds: value: float -> DateTime member AddMilliseconds: value: float -> DateTime member AddMinutes: value: float -> DateTime member AddMonths: months: int -> DateTime member AddSeconds: value: float -> DateTime member AddTicks: value: int64 -> DateTime ...
<summary>Represents an instant in time, typically expressed as a date and time of day.</summary>

--------------------
DateTime ()
   (+0 other overloads)
DateTime(ticks: int64) : DateTime
   (+0 other overloads)
DateTime(ticks: int64, kind: DateTimeKind) : DateTime
   (+0 other overloads)
DateTime(date: DateOnly, time: TimeOnly) : DateTime
   (+0 other overloads)
DateTime(year: int, month: int, day: int) : DateTime
   (+0 other overloads)
DateTime(date: DateOnly, time: TimeOnly, kind: DateTimeKind) : DateTime
   (+0 other overloads)
DateTime(year: int, month: int, day: int, calendar: Globalization.Calendar) : DateTime
   (+0 other overloads)
DateTime(year: int, month: int, day: int, hour: int, minute: int, second: int) : DateTime
   (+0 other overloads)
DateTime(year: int, month: int, day: int, hour: int, minute: int, second: int, kind: DateTimeKind) : DateTime
   (+0 other overloads)
DateTime(year: int, month: int, day: int, hour: int, minute: int, second: int, calendar: Globalization.Calendar) : DateTime
   (+0 other overloads)
val annualizeDailyStdDev: dailyStdDev: float -> float
val dailyStdDev: float
val sqrt: value: 'T -> 'U (requires member Sqrt)
val stdDevMkt: float
val stDevBy: f: ('T -> 'a) -> items: 'T seq -> 'U (requires member (-) and member Zero and member DivideByInt and member (+) and member ( * ) and member (+) and member (/) and member Sqrt)
<summary> Computes the sample standard deviation </summary>
<param name="f">A function applied to transform each element of the sequence.</param>
<param name="items">The input sequence.</param>
<remarks>Returns NaN if data is empty or if any entry is NaN.</remarks>
<returns>standard deviation of a sample (Bessel's correction by N-1)</returns>
FF3Obs.MktRf: float
val should: f: ('a -> #NHamcrest.IMatcher<obj>) -> x: 'a -> actual: obj -> unit
val equalWithin: tolerance: obj -> expected: obj -> NHamcrest.Core.CustomMatcher<obj>
val stdDevMktFAIL: float
val stdDevHml: float
FF3Obs.Hml: float
val stdDevHmlAnnualized: float
type ReturnObs = { Name: string Date: DateTime Return: float }
Multiple items
val string: value: 'T -> string

--------------------
type string = String
Multiple items
val float: value: 'T -> float (requires member op_Explicit)

--------------------
type float = Double

--------------------
type float<'Measure> = float
val hml: ReturnObs list
val map: mapping: ('T -> 'U) -> list: 'T list -> 'U list
val be: ('b -> 'b)
val ofExactType<'a> : NHamcrest.Core.CustomMatcher<obj>
type 'T list = List<'T>
val shouldEqual: expected: 'a -> actual: 'a -> unit
val shouldHaveLength: expected: int -> actual: 'a seq -> unit
val averageBy: projection: ('T -> 'U) -> list: 'T list -> 'U (requires member (+) and member DivideByInt and member Zero)
val x: ReturnObs
ReturnObs.Return: float
val hml2x: ReturnObs list
val hmlAvg: float
val daily: float
val averageBy: projection: ('T -> 'U) -> source: 'T seq -> 'U (requires member (+) and member DivideByInt and member Zero)
val hml2xAvg: float
type GrowthObs = { Name: string Date: DateTime Growth: float }
val cumulativeGrowth: xs: ReturnObs list -> GrowthObs list
val xs: ReturnObs list
val sorted: ReturnObs list
val sortBy: projection: ('T -> 'Key) -> list: 'T list -> 'T list (requires comparison)
ReturnObs.Date: DateTime
val calcGrowth: prior: GrowthObs -> current: ReturnObs -> GrowthObs
val prior: GrowthObs
val current: ReturnObs
ReturnObs.Name: string
GrowthObs.Growth: float
val h: ReturnObs
val t: ReturnObs list
val firstOb: GrowthObs
val scan<'T,'State> : folder: ('State -> 'T -> 'State) -> state: 'State -> list: 'T list -> 'State list
val hmlGrowth: GrowthObs list
val x: GrowthObs
val last: list: 'T list -> 'T
val hml2xGrowth: GrowthObs list
val mkt: ReturnObs list
val marketGrowthChart: GenericChart.GenericChart
GrowthObs.Date: DateTime
type Chart = static member AnnotatedHeatmap: zData: #('a1 seq) seq * annotationText: #(string seq) seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Name: string * [<Optional; DefaultParameterValue ((null :> obj))>] ?ShowLegend: bool * [<Optional; DefaultParameterValue ((null :> obj))>] ?Opacity: float * [<Optional; DefaultParameterValue ((null :> obj))>] ?X: #IConvertible seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?XGap: int * [<Optional; DefaultParameterValue ((null :> obj))>] ?Y: #IConvertible seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?YGap: int * [<Optional; DefaultParameterValue ((null :> obj))>] ?Text: 'a5 * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiText: 'a5 seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?ColorBar: ColorBar * [<Optional; DefaultParameterValue ((null :> obj))>] ?ColorScale: Colorscale * [<Optional; DefaultParameterValue ((null :> obj))>] ?ShowScale: bool * [<Optional; DefaultParameterValue ((null :> obj))>] ?ReverseScale: bool * [<Optional; DefaultParameterValue ((null :> obj))>] ?ZSmooth: SmoothAlg * [<Optional; DefaultParameterValue ((null :> obj))>] ?Transpose: bool * [<Optional; DefaultParameterValue ((false :> obj))>] ?UseWebGL: bool * [<Optional; DefaultParameterValue ((false :> obj))>] ?ReverseYAxis: bool * [<Optional; DefaultParameterValue ((true :> obj))>] ?UseDefaults: bool -> GenericChart (requires 'a1 :> IConvertible and 'a5 :> IConvertible) + 1 overload static member Area: x: #IConvertible seq * y: #IConvertible seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?ShowMarkers: bool * [<Optional; DefaultParameterValue ((null :> obj))>] ?Name: string * [<Optional; DefaultParameterValue ((null :> obj))>] ?ShowLegend: bool * [<Optional; DefaultParameterValue ((null :> obj))>] ?Opacity: float * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiOpacity: float seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Text: 'a2 * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiText: 'a2 seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?TextPosition: TextPosition * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiTextPosition: TextPosition seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerColor: Color * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerColorScale: Colorscale * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerOutline: Line * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerSymbol: MarkerSymbol * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiMarkerSymbol: MarkerSymbol seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Marker: Marker * [<Optional; DefaultParameterValue ((null :> obj))>] ?LineColor: Color * [<Optional; DefaultParameterValue ((null :> obj))>] ?LineColorScale: Colorscale * [<Optional; DefaultParameterValue ((null :> obj))>] ?LineWidth: float * [<Optional; DefaultParameterValue ((null :> obj))>] ?LineDash: DrawingStyle * [<Optional; DefaultParameterValue ((null :> obj))>] ?Line: Line * [<Optional; DefaultParameterValue ((null :> obj))>] ?StackGroup: string * [<Optional; DefaultParameterValue ((null :> obj))>] ?Orientation: Orientation * [<Optional; DefaultParameterValue ((null :> obj))>] ?GroupNorm: GroupNorm * [<Optional; DefaultParameterValue ((null :> obj))>] ?FillColor: Color * [<Optional; DefaultParameterValue ((false :> obj))>] ?UseWebGL: bool * [<Optional; DefaultParameterValue ((true :> obj))>] ?UseDefaults: bool -> GenericChart (requires 'a2 :> IConvertible) + 1 overload static member Bar: values: #IConvertible seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Keys: #IConvertible seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Name: string * [<Optional; DefaultParameterValue ((null :> obj))>] ?ShowLegend: bool * [<Optional; DefaultParameterValue ((null :> obj))>] ?Opacity: float * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiOpacity: float seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Text: 'a2 * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiText: 'a2 seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerColor: Color * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerColorScale: Colorscale * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerOutline: Line * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerPatternShape: PatternShape * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiMarkerPatternShape: PatternShape seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerPattern: Pattern * [<Optional; DefaultParameterValue ((null :> obj))>] ?Marker: Marker * [<Optional; DefaultParameterValue ((null :> obj))>] ?Base: #IConvertible * [<Optional; DefaultParameterValue ((null :> obj))>] ?Width: 'a4 * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiWidth: 'a4 seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?TextPosition: TextPosition * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiTextPosition: TextPosition seq * [<Optional; DefaultParameterValue ((true :> obj))>] ?UseDefaults: bool -> GenericChart (requires 'a2 :> IConvertible and 'a4 :> IConvertible) + 1 overload static member BoxPlot: [<Optional; DefaultParameterValue ((null :> obj))>] ?X: #IConvertible seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Y: #IConvertible seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Name: string * [<Optional; DefaultParameterValue ((null :> obj))>] ?ShowLegend: bool * [<Optional; DefaultParameterValue ((null :> obj))>] ?Text: 'a2 * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiText: 'a2 seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?FillColor: Color * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerColor: Color * [<Optional; DefaultParameterValue ((null :> obj))>] ?Marker: Marker * [<Optional; DefaultParameterValue ((null :> obj))>] ?Opacity: float * [<Optional; DefaultParameterValue ((null :> obj))>] ?WhiskerWidth: float * [<Optional; DefaultParameterValue ((null :> obj))>] ?BoxPoints: BoxPoints * [<Optional; DefaultParameterValue ((null :> obj))>] ?BoxMean: BoxMean * [<Optional; DefaultParameterValue ((null :> obj))>] ?Jitter: float * [<Optional; DefaultParameterValue ((null :> obj))>] ?PointPos: float * [<Optional; DefaultParameterValue ((null :> obj))>] ?Orientation: Orientation * [<Optional; DefaultParameterValue ((null :> obj))>] ?OutlineColor: Color * [<Optional; DefaultParameterValue ((null :> obj))>] ?OutlineWidth: float * [<Optional; DefaultParameterValue ((null :> obj))>] ?Outline: Line * [<Optional; DefaultParameterValue ((null :> obj))>] ?AlignmentGroup: string * [<Optional; DefaultParameterValue ((null :> obj))>] ?OffsetGroup: string * [<Optional; DefaultParameterValue ((null :> obj))>] ?Notched: bool * [<Optional; DefaultParameterValue ((null :> obj))>] ?NotchWidth: float * [<Optional; DefaultParameterValue ((null :> obj))>] ?QuartileMethod: QuartileMethod * [<Optional; DefaultParameterValue ((true :> obj))>] ?UseDefaults: bool -> GenericChart (requires 'a2 :> IConvertible) + 2 overloads static member Bubble: x: #IConvertible seq * y: #IConvertible seq * sizes: int seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Name: string * [<Optional; DefaultParameterValue ((null :> obj))>] ?ShowLegend: bool * [<Optional; DefaultParameterValue ((null :> obj))>] ?Opacity: float * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiOpacity: float seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Text: 'a2 * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiText: 'a2 seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?TextPosition: TextPosition * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiTextPosition: TextPosition seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerColor: Color * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerColorScale: Colorscale * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerOutline: Line * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerSymbol: MarkerSymbol * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiMarkerSymbol: MarkerSymbol seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Marker: Marker * [<Optional; DefaultParameterValue ((null :> obj))>] ?LineColor: Color * [<Optional; DefaultParameterValue ((null :> obj))>] ?LineColorScale: Colorscale * [<Optional; DefaultParameterValue ((null :> obj))>] ?LineWidth: float * [<Optional; DefaultParameterValue ((null :> obj))>] ?LineDash: DrawingStyle * [<Optional; DefaultParameterValue ((null :> obj))>] ?Line: Line * [<Optional; DefaultParameterValue ((null :> obj))>] ?StackGroup: string * [<Optional; DefaultParameterValue ((null :> obj))>] ?Orientation: Orientation * [<Optional; DefaultParameterValue ((null :> obj))>] ?GroupNorm: GroupNorm * [<Optional; DefaultParameterValue ((false :> obj))>] ?UseWebGL: bool * [<Optional; DefaultParameterValue ((true :> obj))>] ?UseDefaults: bool -> GenericChart (requires 'a2 :> IConvertible) + 1 overload static member Candlestick: ``open`` : #IConvertible seq * high: #IConvertible seq * low: #IConvertible seq * close: #IConvertible seq * x: #IConvertible seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Name: string * [<Optional; DefaultParameterValue ((null :> obj))>] ?ShowLegend: bool * [<Optional; DefaultParameterValue ((null :> obj))>] ?Opacity: float * [<Optional; DefaultParameterValue ((null :> obj))>] ?Text: 'a5 * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiText: 'a5 seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Line: Line * [<Optional; DefaultParameterValue ((null :> obj))>] ?IncreasingColor: Color * [<Optional; DefaultParameterValue ((null :> obj))>] ?Increasing: FinanceMarker * [<Optional; DefaultParameterValue ((null :> obj))>] ?DecreasingColor: Color * [<Optional; DefaultParameterValue ((null :> obj))>] ?Decreasing: FinanceMarker * [<Optional; DefaultParameterValue ((null :> obj))>] ?WhiskerWidth: float * [<Optional; DefaultParameterValue ((true :> obj))>] ?UseDefaults: bool -> GenericChart (requires 'a5 :> IConvertible) + 1 overload static member Column: values: #IConvertible seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Keys: #IConvertible seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Name: string * [<Optional; DefaultParameterValue ((null :> obj))>] ?ShowLegend: bool * [<Optional; DefaultParameterValue ((null :> obj))>] ?Opacity: float * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiOpacity: float seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Text: 'a2 * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiText: 'a2 seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerColor: Color * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerColorScale: Colorscale * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerOutline: Line * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerPatternShape: PatternShape * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiMarkerPatternShape: PatternShape seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerPattern: Pattern * [<Optional; DefaultParameterValue ((null :> obj))>] ?Marker: Marker * [<Optional; DefaultParameterValue ((null :> obj))>] ?Base: #IConvertible * [<Optional; DefaultParameterValue ((null :> obj))>] ?Width: 'a4 * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiWidth: 'a4 seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?TextPosition: TextPosition * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiTextPosition: TextPosition seq * [<Optional; DefaultParameterValue ((true :> obj))>] ?UseDefaults: bool -> GenericChart (requires 'a2 :> IConvertible and 'a4 :> IConvertible) + 1 overload static member Contour: zData: #('a1 seq) seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Name: string * [<Optional; DefaultParameterValue ((null :> obj))>] ?ShowLegend: bool * [<Optional; DefaultParameterValue ((null :> obj))>] ?Opacity: float * [<Optional; DefaultParameterValue ((null :> obj))>] ?X: #IConvertible seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Y: #IConvertible seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Text: 'a4 * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiText: 'a4 seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?ColorBar: ColorBar * [<Optional; DefaultParameterValue ((null :> obj))>] ?ColorScale: Colorscale * [<Optional; DefaultParameterValue ((null :> obj))>] ?ShowScale: bool * [<Optional; DefaultParameterValue ((null :> obj))>] ?ReverseScale: bool * [<Optional; DefaultParameterValue ((null :> obj))>] ?Transpose: bool * [<Optional; DefaultParameterValue ((null :> obj))>] ?ContourLineColor: Color * [<Optional; DefaultParameterValue ((null :> obj))>] ?ContourLineDash: DrawingStyle * [<Optional; DefaultParameterValue ((null :> obj))>] ?ContourLineSmoothing: float * [<Optional; DefaultParameterValue ((null :> obj))>] ?ContourLine: Line * [<Optional; DefaultParameterValue ((null :> obj))>] ?ContoursColoring: ContourColoring * [<Optional; DefaultParameterValue ((null :> obj))>] ?ContoursOperation: ConstraintOperation * [<Optional; DefaultParameterValue ((null :> obj))>] ?ContoursType: ContourType * [<Optional; DefaultParameterValue ((null :> obj))>] ?ShowContourLabels: bool * [<Optional; DefaultParameterValue ((null :> obj))>] ?ContourLabelFont: Font * [<Optional; DefaultParameterValue ((null :> obj))>] ?Contours: Contours * [<Optional; DefaultParameterValue ((null :> obj))>] ?FillColor: Color * [<Optional; DefaultParameterValue ((null :> obj))>] ?NContours: int * [<Optional; DefaultParameterValue ((true :> obj))>] ?UseDefaults: bool -> GenericChart (requires 'a1 :> IConvertible and 'a4 :> IConvertible) static member Funnel: x: #IConvertible seq * y: #IConvertible seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Name: string * [<Optional; DefaultParameterValue ((null :> obj))>] ?ShowLegend: bool * [<Optional; DefaultParameterValue ((null :> obj))>] ?Opacity: float * [<Optional; DefaultParameterValue ((null :> obj))>] ?Width: float * [<Optional; DefaultParameterValue ((null :> obj))>] ?Offset: float * [<Optional; DefaultParameterValue ((null :> obj))>] ?Text: 'a2 * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiText: 'a2 seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?TextPosition: TextPosition * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiTextPosition: TextPosition seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Orientation: Orientation * [<Optional; DefaultParameterValue ((null :> obj))>] ?AlignmentGroup: string * [<Optional; DefaultParameterValue ((null :> obj))>] ?OffsetGroup: string * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerColor: Color * [<Optional; DefaultParameterValue ((null :> obj))>] ?MarkerOutline: Line * [<Optional; DefaultParameterValue ((null :> obj))>] ?Marker: Marker * [<Optional; DefaultParameterValue ((null :> obj))>] ?TextInfo: TextInfo * [<Optional; DefaultParameterValue ((null :> obj))>] ?ConnectorLineColor: Color * [<Optional; DefaultParameterValue ((null :> obj))>] ?ConnectorLineStyle: DrawingStyle * [<Optional; DefaultParameterValue ((null :> obj))>] ?ConnectorFillColor: Color * [<Optional; DefaultParameterValue ((null :> obj))>] ?ConnectorLine: Line * [<Optional; DefaultParameterValue ((null :> obj))>] ?Connector: FunnelConnector * [<Optional; DefaultParameterValue ((null :> obj))>] ?InsideTextFont: Font * [<Optional; DefaultParameterValue ((null :> obj))>] ?OutsideTextFont: Font * [<Optional; DefaultParameterValue ((true :> obj))>] ?UseDefaults: bool -> GenericChart (requires 'a2 :> IConvertible) static member Heatmap: zData: #('a1 seq) seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?Name: string * [<Optional; DefaultParameterValue ((null :> obj))>] ?ShowLegend: bool * [<Optional; DefaultParameterValue ((null :> obj))>] ?Opacity: float * [<Optional; DefaultParameterValue ((null :> obj))>] ?X: #IConvertible seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?XGap: int * [<Optional; DefaultParameterValue ((null :> obj))>] ?Y: #IConvertible seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?YGap: int * [<Optional; DefaultParameterValue ((null :> obj))>] ?Text: 'a4 * [<Optional; DefaultParameterValue ((null :> obj))>] ?MultiText: 'a4 seq * [<Optional; DefaultParameterValue ((null :> obj))>] ?ColorBar: ColorBar * [<Optional; DefaultParameterValue ((null :> obj))>] ?ColorScale: Colorscale * [<Optional; DefaultParameterValue ((null :> obj))>] ?ShowScale: bool * [<Optional; DefaultParameterValue ((null :> obj))>] ?ReverseScale: bool * [<Optional; DefaultParameterValue ((null :> obj))>] ?ZSmooth: SmoothAlg * [<Optional; DefaultParameterValue ((null :> obj))>] ?Transpose: bool * [<Optional; DefaultParameterValue ((false :> obj))>] ?UseWebGL: bool * [<Optional; DefaultParameterValue ((false :> obj))>] ?ReverseYAxis: bool * [<Optional; DefaultParameterValue ((true :> obj))>] ?UseDefaults: bool -> GenericChart (requires 'a1 :> IConvertible and 'a4 :> IConvertible) + 1 overload ...
static member Chart.Line: xy: (#IConvertible * #IConvertible) seq * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?ShowMarkers: bool * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Name: string * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?ShowLegend: bool * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Opacity: float * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?MultiOpacity: float seq * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Text: 'c * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?MultiText: 'c seq * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?TextPosition: StyleParam.TextPosition * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?MultiTextPosition: StyleParam.TextPosition seq * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?MarkerColor: Color * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?MarkerColorScale: StyleParam.Colorscale * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?MarkerOutline: Line * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?MarkerSymbol: StyleParam.MarkerSymbol * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?MultiMarkerSymbol: StyleParam.MarkerSymbol seq * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Marker: TraceObjects.Marker * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?LineColor: Color * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?LineColorScale: StyleParam.Colorscale * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?LineWidth: float * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?LineDash: StyleParam.DrawingStyle * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Line: Line * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?StackGroup: string * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Orientation: StyleParam.Orientation * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?GroupNorm: StyleParam.GroupNorm * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Fill: StyleParam.Fill * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?FillColor: Color * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((false :> obj))>] ?UseWebGL: bool * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((true :> obj))>] ?UseDefaults: bool -> GenericChart.GenericChart (requires 'c :> IConvertible)
static member Chart.Line: x: #IConvertible seq * y: #IConvertible seq * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?ShowMarkers: bool * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Name: string * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?ShowLegend: bool * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Opacity: float * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?MultiOpacity: float seq * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Text: 'a2 * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?MultiText: 'a2 seq * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?TextPosition: StyleParam.TextPosition * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?MultiTextPosition: StyleParam.TextPosition seq * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?MarkerColor: Color * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?MarkerColorScale: StyleParam.Colorscale * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?MarkerOutline: Line * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?MarkerSymbol: StyleParam.MarkerSymbol * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?MultiMarkerSymbol: StyleParam.MarkerSymbol seq * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Marker: TraceObjects.Marker * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?LineColor: Color * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?LineColorScale: StyleParam.Colorscale * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?LineWidth: float * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?LineDash: StyleParam.DrawingStyle * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Line: Line * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?StackGroup: string * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Orientation: StyleParam.Orientation * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?GroupNorm: StyleParam.GroupNorm * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Fill: StyleParam.Fill * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?FillColor: Color * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((false :> obj))>] ?UseWebGL: bool * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((true :> obj))>] ?UseDefaults: bool -> GenericChart.GenericChart (requires 'a2 :> IConvertible)
static member Chart.withYAxisStyle: [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?TitleText: string * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?TitleFont: Font * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?TitleStandoff: int * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Title: Title * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Color: Color * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?AxisType: StyleParam.AxisType * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?MinMax: (#IConvertible * #IConvertible) * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Mirror: StyleParam.Mirror * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?ShowSpikes: bool * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?SpikeColor: Color * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?SpikeThickness: int * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?ShowLine: bool * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?LineColor: Color * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?ShowGrid: bool * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?GridColor: Color * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?ZeroLine: bool * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?ZeroLineColor: Color * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Anchor: StyleParam.LinearAxisId * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Side: StyleParam.Side * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Overlaying: StyleParam.LinearAxisId * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Domain: (float * float) * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Position: float * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?CategoryOrder: StyleParam.CategoryOrder * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?CategoryArray: #IConvertible seq * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?RangeSlider: LayoutObjects.RangeSlider * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?RangeSelector: LayoutObjects.RangeSelector * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?BackgroundColor: Color * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?ShowBackground: bool * [<Runtime.InteropServices.Optional; Runtime.InteropServices.DefaultParameterValue ((null :> obj))>] ?Id: StyleParam.SubPlotId -> (GenericChart.GenericChart -> GenericChart.GenericChart)
module StyleParam from Plotly.NET
type AxisType = | Auto | Linear | Log | Date | Category | MultiCategory member Convert: unit -> obj override ToString: unit -> string static member convert: (AxisType -> obj) static member toString: (AxisType -> string)
<summary> Sets the axis type. By default (Auto), plotly attempts to determined the axis type by looking into the data of the traces that referenced the axis in question. </summary>
union case StyleParam.AxisType.Log: StyleParam.AxisType
module GenericChart from Plotly.NET
<summary> Module to represent a GenericChart </summary>
val toChartHTML: gChart: GenericChart.GenericChart -> string
<summary> Converts a GenericChart to it HTML representation. The div layer has a default size of 600 if not specified otherwise. </summary>
val mktHmlChart: GenericChart.GenericChart
static member Chart.combine: gCharts: GenericChart.GenericChart seq -> GenericChart.GenericChart
static member Chart.show: ch: GenericChart.GenericChart -> unit
val dailyEquivalentOf10pctAnnual: float
val hml10: ReturnObs list
val day: ReturnObs
val mkt10: ReturnObs list
val mktHmlChart10: GenericChart.GenericChart
val hmlVolManaged: ReturnObs list
val sortBy: projection: ('T -> 'Key) -> source: 'T seq -> 'T seq (requires comparison)
val windowed: windowSize: int -> source: 'T seq -> 'T array seq
val map: mapping: ('T -> 'U) -> source: 'T seq -> 'U seq
val window: FF3Obs array
val sd: float
val take: count: int -> source: 'T seq -> 'T seq
val last: FF3Obs
val last: source: 'T seq -> 'T
val hmlAnnualizedReturn: float
val dailyRet: float

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