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fincore_cpp
v0.1.0

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  • Installation
    • Requirements
    • Build from a checkout
    • Build options
    • Install and consume
    • Verify the install
    • Platform notes
    • Documentation build
  • Quickstart
    • Build a return series and read a few numbers
    • Prepare a factor panel
    • Render a report
    • Handle failures where they happen
    • Next steps
  • Tutorial: a monthly performance report from prices
    • Set up
    • Step 1 — Turn prices into returns
    • Step 2 — Headline statistics
    • Step 3 — A rolling view
    • Step 4 — A monthly table
    • Step 5 — Compare with a benchmark
    • Step 6 — Build and render the report
    • What you built
    • Where to go next
  • Data and numerical conventions
    • Frames and time
    • Returns, units and annualization
    • Missing values and alignment
    • Ownership and lifetime
    • Determinism and digests
    • Errors
    • Reports and files
    • Frequencies and labels
  • Architecture and design choices
    • Layers
    • Ownership
    • Determinism
    • Errors and degenerate results
    • Concurrency
    • Extension points
    • What is deliberately not here
    • How the documentation mirrors this

Guides

  • Metrics and rolling windows
    • Inputs and units
    • Annualization
    • Return and ratio family
    • Drawdown family
    • Distribution and stability statistics
    • Rolling windows and tables
    • Worked example
    • Choosing a metric
  • Portfolio, risk, optimization and simulation
    • Portfolio inputs own their data
    • Positions, transactions and capacity
    • Risk estimates
    • Backtesting what you estimated
    • Walk-forward validation
    • Optimization
    • Simulation
    • Failure model summary
  • Factor research: from rows to tables
    • The input panel
    • Analysis configuration
    • What the model contains
    • Tears and artifacts
    • Point-in-time joins
    • Exports and comparison
    • A minimal study
  • Reports, runtime and extensions
    • One document, many backends
    • Artifact bundles
    • Escaping and non-finite values
    • Runtime catalog
    • Sessions and caching
    • Extensions
    • A minimal report
  • Cookbook
    • Rolling metrics for one series
    • The deepest drawdowns as a table
    • VaR plus a coverage verdict
    • GARCH VaR over a multi-day horizon
    • Quantile means from a factor panel
    • A point-in-time panel from revisions
    • A reproducible simulation
    • Add a table to a report and export it
  • Examples and demos
    • Render a factor report
    • Render one document through every backend
    • An interactive ImPlot dashboard
    • Benchmarks
    • Where the code lives

Reference

  • API reference
    • Modules
      • Core types and errors
      • Metrics
      • Performance
      • Risk
      • Optimization
      • Portfolio
      • Attribution
      • Factor research
      • Simulation
      • Reports
      • Runtime
      • Visualization
      • Extensions
    • How to read a reference page
    • Conventions used by every module
    • Coverage
  • Migrating from Python fincore
    • Mapping table
    • Porting checklist
    • Known differences that bite
    • What parity means here
  • Performance method and limits
    • How the harness measures
    • What the numbers mean
    • Reproducing a measurement
    • Limits and honest gaps
  • Troubleshooting
    • Configure or build fails
    • Runtime errors
    • Numbers that surprise you
    • Documentation build fails
    • Publication problems
    • Reporting a problem
  • Contributing to code and documentation
    • Before you start
    • Code changes
    • Comment standard
    • Documentation changes
    • Commits and pull requests
    • Review and evidence
  • Publication and platform status
    • GitHub Pages — live
    • Read the Docs — live, one project
    • Rule
  • Versions and release notes
    • What version you are reading
    • Current status
    • Change log for this cycle
    • How the next release will be cut
  • Glossary
  • Maintainer notes
    • Comment rounds
    • API pages
    • Translation
    • Generated artifacts
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