Changelog

All notable changes to this project will be documented in this file.

The format is based on Keep a Changelog, and this project adheres to Semantic Versioning.

[1.0.0] - 2025-08-26

Complete port of pyfinance Python library to PHP
TSeries class for financial time series analysis
- Statistical measures (mean, std, variance, min, max)
- Return calculations (annualized, cumulative, excess)
- Risk metrics (Sharpe ratio, beta, alpha, tracking error)
- Drawdown analysis (max drawdown, drawdown index)
- Performance ratios (information ratio, Sortino ratio)
BlackScholes class for options pricing
- European call and put option valuation
- All Greeks calculation (delta, gamma, vega, theta, rho)
- Implied volatility calculation using Newton-Raphson method
- Support for dividend yield
OLS regression analysis
- Single and multiple regression
- Statistical inference (t-tests, F-test, p-values)
- Rolling window regression (RollingOLS)
- Comprehensive summary statistics
DataFetcher for financial data retrieval
- Fama-French research factors
- FRED economic data
- Yahoo Finance stock data
- PSR-6 cache integration for improved performance
- PSR-18 HTTP client compatibility
General utilities module
- Active share calculation
- Kelly formula for optimal bet sizing
- Risk metrics (VaR, CVaR, maximum drawdown)
- Return distribution generation
- Performance metrics (Calmar ratio, correlation)
Comprehensive test suite using Pest PHP
Complete documentation and examples