@nexural/r-multiple
Stop-first position-sizing math, in 80 lines.
The exact R-multiple math we use on the desk: dollar-risk → contracts/shares from a structural stop, with vol-bucket and scorecard multipliers exposed as plain functions. Pure, dependency-free TypeScript. Use it server-side, in a worker, or in your own journaling app.
No broker integration. No options Greeks. No assumption about your capital. Bring your own account size and stop.
- version
- 1.4.2
- tests
- 62 / 62
- deps
- 0