API: Risk Metrics

from optimizr import (
    hurst_exponent_py,
    compute_risk_metrics_py,
    estimate_half_life_py,
    bootstrap_returns_py,
)

h = hurst_exponent_py(returns)
hl = estimate_half_life_py(returns)
metrics = compute_risk_metrics_py(returns.tolist())
boot = bootstrap_returns_py(returns, n_samples=1000)

• returns: 1D NumPy array of returns

• compute_risk_metrics_py returns a dict with volatility, Sharpe, and drawdown estimates

• bootstrap_returns_py resamples the series for uncertainty estimation