diff --git a/.eslintrc.json b/.eslintrc.json
deleted file mode 100644
index 9169ce5..0000000
--- a/.eslintrc.json
+++ /dev/null
@@ -1 +0,0 @@
-// This file is deprecated in ESLint v9. Use eslint.config.js instead.
diff --git a/apps/dashboard/src/app/components/notifications/notifications.ts b/apps/dashboard/src/app/components/notifications/notifications.ts
index f2a70fb..f41cf90 100644
--- a/apps/dashboard/src/app/components/notifications/notifications.ts
+++ b/apps/dashboard/src/app/components/notifications/notifications.ts
@@ -82,11 +82,17 @@ export class NotificationsComponent {
     const diff = now.getTime() - timestamp.getTime();
     const minutes = Math.floor(diff / 60000);
 
-    if (minutes < 1) {return 'Just now';}
-    if (minutes < 60) {return `${minutes}m ago`;}
+    if (minutes < 1) {
+      return 'Just now';
+    }
+    if (minutes < 60) {
+      return `${minutes}m ago`;
+    }
 
     const hours = Math.floor(minutes / 60);
-    if (hours < 24) {return `${hours}h ago`;}
+    if (hours < 24) {
+      return `${hours}h ago`;
+    }
 
     const days = Math.floor(hours / 24);
     return `${days}d ago`;
diff --git a/apps/dashboard/src/app/pages/portfolio/portfolio.component.ts b/apps/dashboard/src/app/pages/portfolio/portfolio.component.ts
index 507870c..eff680d 100644
--- a/apps/dashboard/src/app/pages/portfolio/portfolio.component.ts
+++ b/apps/dashboard/src/app/pages/portfolio/portfolio.component.ts
@@ -161,8 +161,12 @@ export class PortfolioComponent implements OnInit, OnDestroy {
   }
 
   getPnLColor(value: number): string {
-    if (value > 0) {return 'text-green-600';}
-    if (value < 0) {return 'text-red-600';}
+    if (value > 0) {
+      return 'text-green-600';
+    }
+    if (value < 0) {
+      return 'text-red-600';
+    }
     return 'text-gray-600';
   }
 }
diff --git a/apps/dashboard/src/app/pages/strategies/components/drawdown-chart.component.ts b/apps/dashboard/src/app/pages/strategies/components/drawdown-chart.component.ts
index 88df548..6edd138 100644
--- a/apps/dashboard/src/app/pages/strategies/components/drawdown-chart.component.ts
+++ b/apps/dashboard/src/app/pages/strategies/components/drawdown-chart.component.ts
@@ -40,7 +40,9 @@ export class DrawdownChartComponent implements OnChanges {
   }
 
   private renderChart(): void {
-    if (!this.chartElement || !this.backtestResult) {return;}
+    if (!this.chartElement || !this.backtestResult) {
+      return;
+    }
 
     // Clean up previous chart if it exists
     if (this.chart) {
diff --git a/apps/dashboard/src/app/pages/strategies/components/equity-chart.component.ts b/apps/dashboard/src/app/pages/strategies/components/equity-chart.component.ts
index 48ada6b..72008fa 100644
--- a/apps/dashboard/src/app/pages/strategies/components/equity-chart.component.ts
+++ b/apps/dashboard/src/app/pages/strategies/components/equity-chart.component.ts
@@ -40,7 +40,9 @@ export class EquityChartComponent implements OnChanges {
   }
 
   private renderChart(): void {
-    if (!this.chartElement || !this.backtestResult) {return;}
+    if (!this.chartElement || !this.backtestResult) {
+      return;
+    }
 
     // Clean up previous chart if it exists
     if (this.chart) {
diff --git a/apps/dashboard/src/app/pages/strategies/components/performance-metrics.component.ts b/apps/dashboard/src/app/pages/strategies/components/performance-metrics.component.ts
index 52a33eb..0e6ab69 100644
--- a/apps/dashboard/src/app/pages/strategies/components/performance-metrics.component.ts
+++ b/apps/dashboard/src/app/pages/strategies/components/performance-metrics.component.ts
@@ -278,27 +278,45 @@ export class PerformanceMetricsComponent {
 
   // Conditional classes
   getReturnClass(value: number): string {
-    if (value > 0) {return 'positive';}
-    if (value < 0) {return 'negative';}
+    if (value > 0) {
+      return 'positive';
+    }
+    if (value < 0) {
+      return 'negative';
+    }
     return '';
   }
 
   getRatioClass(value: number): string {
-    if (value >= 1.5) {return 'positive';}
-    if (value >= 1) {return 'neutral';}
-    if (value < 0) {return 'negative';}
+    if (value >= 1.5) {
+      return 'positive';
+    }
+    if (value >= 1) {
+      return 'neutral';
+    }
+    if (value < 0) {
+      return 'negative';
+    }
     return '';
   }
 
   getWinRateClass(value: number): string {
-    if (value >= 0.55) {return 'positive';}
-    if (value >= 0.45) {return 'neutral';}
+    if (value >= 0.55) {
+      return 'positive';
+    }
+    if (value >= 0.45) {
+      return 'neutral';
+    }
     return 'negative';
   }
 
   getProfitFactorClass(value: number): string {
-    if (value >= 1.5) {return 'positive';}
-    if (value >= 1) {return 'neutral';}
+    if (value >= 1.5) {
+      return 'positive';
+    }
+    if (value >= 1) {
+      return 'neutral';
+    }
     return 'negative';
   }
 }
diff --git a/apps/dashboard/src/app/pages/strategies/dialogs/backtest-dialog.component.ts b/apps/dashboard/src/app/pages/strategies/dialogs/backtest-dialog.component.ts
index 359e988..b28dabb 100644
--- a/apps/dashboard/src/app/pages/strategies/dialogs/backtest-dialog.component.ts
+++ b/apps/dashboard/src/app/pages/strategies/dialogs/backtest-dialog.component.ts
@@ -139,7 +139,9 @@ export class BacktestDialogComponent implements OnInit {
   }
 
   addSymbol(symbol: string): void {
-    if (!symbol || this.selectedSymbols.includes(symbol)) {return;}
+    if (!symbol || this.selectedSymbols.includes(symbol)) {
+      return;
+    }
     this.selectedSymbols.push(symbol);
   }
 
diff --git a/apps/dashboard/src/app/pages/strategies/dialogs/strategy-dialog.component.ts b/apps/dashboard/src/app/pages/strategies/dialogs/strategy-dialog.component.ts
index b19fae6..59fe03e 100644
--- a/apps/dashboard/src/app/pages/strategies/dialogs/strategy-dialog.component.ts
+++ b/apps/dashboard/src/app/pages/strategies/dialogs/strategy-dialog.component.ts
@@ -126,7 +126,9 @@ export class StrategyDialogComponent implements OnInit {
   }
 
   addSymbol(symbol: string): void {
-    if (!symbol || this.selectedSymbols.includes(symbol)) {return;}
+    if (!symbol || this.selectedSymbols.includes(symbol)) {
+      return;
+    }
     this.selectedSymbols.push(symbol);
   }
 
diff --git a/apps/data-service/src/providers/proxy.tasks.ts b/apps/data-service/src/providers/proxy.tasks.ts
index eb39262..16cc8ec 100644
--- a/apps/data-service/src/providers/proxy.tasks.ts
+++ b/apps/data-service/src/providers/proxy.tasks.ts
@@ -172,8 +172,12 @@ let proxyStats: ProxySource[] = PROXY_CONFIG.PROXY_SOURCES.map(source => ({
 async function updateProxyStats(sourceId: string, success: boolean) {
   const source = proxyStats.find(s => s.id === sourceId);
   if (source !== undefined) {
-    if (typeof source.working !== 'number') {source.working = 0;}
-    if (typeof source.total !== 'number') {source.total = 0;}
+    if (typeof source.working !== 'number') {
+      source.working = 0;
+    }
+    if (typeof source.total !== 'number') {
+      source.total = 0;
+    }
     source.total += 1;
     if (success) {
       source.working += 1;
@@ -400,7 +404,9 @@ export async function fetchProxiesFromSource(source: ProxySource): Promise<Proxy
     for (const line of lines) {
       let trimmed = line.trim();
       trimmed = cleanProxyUrl(trimmed);
-      if (!trimmed || trimmed.startsWith('#')) {continue;}
+      if (!trimmed || trimmed.startsWith('#')) {
+        continue;
+      }
 
       // Parse formats like "host:port" or "host:port:user:pass"
       const parts = trimmed.split(':');
diff --git a/apps/data-service/turbo.json b/apps/data-service/turbo.json
index 374c623..9a81bdc 100644
--- a/apps/data-service/turbo.json
+++ b/apps/data-service/turbo.json
@@ -13,7 +13,9 @@
         "@stock-bot/shutdown#build"
       ],
       "outputs": ["dist/**"],
-      "inputs": ["src/**", "package.json", "tsconfig.json", "!**/*.test.ts", "!**/*.spec.ts", "!**/test/**", "!**/tests/**", "!**/__tests__/**"]
+      "inputs": ["src/**",
+      "package.json",
+      "tsconfig.json", "!**/*.test.ts", "!**/*.spec.ts", "!**/test/**", "!**/tests/**", "!**/__tests__/**"]
     }
   }
 }
diff --git a/apps/portfolio-service/src/analytics/performance-analyzer.ts b/apps/portfolio-service/src/analytics/performance-analyzer.ts
index 6710b3f..a670894 100644
--- a/apps/portfolio-service/src/analytics/performance-analyzer.ts
+++ b/apps/portfolio-service/src/analytics/performance-analyzer.ts
@@ -68,7 +68,9 @@ export class PerformanceAnalyzer {
   }
 
   private calculateReturns(_period: 'daily' | 'weekly' | 'monthly'): number[] {
-    if (this.snapshots.length < 2) {return [];}
+    if (this.snapshots.length < 2) {
+      return [];
+    }
 
     const returns: number[] = [];
 
@@ -83,7 +85,9 @@ export class PerformanceAnalyzer {
   }
 
   private calculateTotalReturn(): number {
-    if (this.snapshots.length < 2) {return 0;}
+    if (this.snapshots.length < 2) {
+      return 0;
+    }
 
     const firstValue = this.snapshots[0].totalValue;
     const lastValue = this.snapshots[this.snapshots.length - 1].totalValue;
@@ -92,14 +96,18 @@ export class PerformanceAnalyzer {
   }
 
   private calculateAnnualizedReturn(returns: number[]): number {
-    if (returns.length === 0) {return 0;}
+    if (returns.length === 0) {
+      return 0;
+    }
 
     const avgReturn = returns.reduce((sum, ret) => sum + ret, 0) / returns.length;
     return Math.pow(1 + avgReturn, 252) - 1; // 252 trading days per year
   }
 
   private calculateVolatility(returns: number[]): number {
-    if (returns.length === 0) {return 0;}
+    if (returns.length === 0) {
+      return 0;
+    }
 
     const avgReturn = returns.reduce((sum, ret) => sum + ret, 0) / returns.length;
     const variance =
@@ -109,19 +117,25 @@ export class PerformanceAnalyzer {
   }
 
   private calculateSharpeRatio(returns: number[], riskFreeRate: number): number {
-    if (returns.length === 0) {return 0;}
+    if (returns.length === 0) {
+      return 0;
+    }
 
     const avgReturn = returns.reduce((sum, ret) => sum + ret, 0) / returns.length;
     const annualizedReturn = Math.pow(1 + avgReturn, 252) - 1;
     const volatility = this.calculateVolatility(returns);
 
-    if (volatility === 0) {return 0;}
+    if (volatility === 0) {
+      return 0;
+    }
 
     return (annualizedReturn - riskFreeRate) / volatility;
   }
 
   private calculateMaxDrawdown(): number {
-    if (this.snapshots.length === 0) {return 0;}
+    if (this.snapshots.length === 0) {
+      return 0;
+    }
 
     let maxDrawdown = 0;
     let peak = this.snapshots[0].totalValue;
@@ -139,7 +153,9 @@ export class PerformanceAnalyzer {
   }
 
   private calculateBeta(returns: number[]): number {
-    if (returns.length === 0 || this.benchmarkReturns.length === 0) {return 1.0;}
+    if (returns.length === 0 || this.benchmarkReturns.length === 0) {
+      return 1.0;
+    }
 
     // Simple beta calculation - would need actual benchmark data
     return 1.0; // Placeholder
@@ -157,7 +173,9 @@ export class PerformanceAnalyzer {
     const annualizedReturn = this.calculateAnnualizedReturn(returns);
     const maxDrawdown = this.calculateMaxDrawdown();
 
-    if (maxDrawdown === 0) {return 0;}
+    if (maxDrawdown === 0) {
+      return 0;
+    }
 
     return annualizedReturn / maxDrawdown;
   }
@@ -166,16 +184,22 @@ export class PerformanceAnalyzer {
     const annualizedReturn = this.calculateAnnualizedReturn(returns);
     const downsideDeviation = this.calculateDownsideDeviation(returns);
 
-    if (downsideDeviation === 0) {return 0;}
+    if (downsideDeviation === 0) {
+      return 0;
+    }
 
     return (annualizedReturn - riskFreeRate) / downsideDeviation;
   }
 
   private calculateDownsideDeviation(returns: number[]): number {
-    if (returns.length === 0) {return 0;}
+    if (returns.length === 0) {
+      return 0;
+    }
 
     const negativeReturns = returns.filter(ret => ret < 0);
-    if (negativeReturns.length === 0) {return 0;}
+    if (negativeReturns.length === 0) {
+      return 0;
+    }
 
     const avgNegativeReturn =
       negativeReturns.reduce((sum, ret) => sum + ret, 0) / negativeReturns.length;
@@ -187,7 +211,9 @@ export class PerformanceAnalyzer {
   }
 
   private calculateVaR(returns: number[], confidence: number): number {
-    if (returns.length === 0) {return 0;}
+    if (returns.length === 0) {
+      return 0;
+    }
 
     const sortedReturns = returns.slice().sort((a, b) => a - b);
     const index = Math.floor((1 - confidence) * sortedReturns.length);
@@ -196,13 +222,17 @@ export class PerformanceAnalyzer {
   }
 
   private calculateCVaR(returns: number[], confidence: number): number {
-    if (returns.length === 0) {return 0;}
+    if (returns.length === 0) {
+      return 0;
+    }
 
     const sortedReturns = returns.slice().sort((a, b) => a - b);
     const cutoffIndex = Math.floor((1 - confidence) * sortedReturns.length);
     const tailReturns = sortedReturns.slice(0, cutoffIndex + 1);
 
-    if (tailReturns.length === 0) {return 0;}
+    if (tailReturns.length === 0) {
+      return 0;
+    }
 
     const avgTailReturn = tailReturns.reduce((sum, ret) => sum + ret, 0) / tailReturns.length;
     return -avgTailReturn; // Return as positive value
diff --git a/apps/strategy-service/src/cli/index.ts b/apps/strategy-service/src/cli/index.ts
index f9b8b0f..24ce69f 100644
--- a/apps/strategy-service/src/cli/index.ts
+++ b/apps/strategy-service/src/cli/index.ts
@@ -172,7 +172,9 @@ async function saveResults(result: any, outputPath: string): Promise<void> {
 }
 
 function convertTradesToCSV(trades: any[]): string {
-  if (trades.length === 0) {return 'No trades executed\n';}
+  if (trades.length === 0) {
+    return 'No trades executed\n';
+  }
 
   const headers = Object.keys(trades[0]).join(',');
   const rows = trades.map(trade =>
diff --git a/libs/cache/src/redis-cache.ts b/libs/cache/src/redis-cache.ts
index 970648d..a42a21c 100644
--- a/libs/cache/src/redis-cache.ts
+++ b/libs/cache/src/redis-cache.ts
@@ -87,7 +87,9 @@ export class RedisCache implements CacheProvider {
   }
 
   private updateStats(hit: boolean, error = false): void {
-    if (!this.enableMetrics) {return;}
+    if (!this.enableMetrics) {
+      return;
+    }
 
     if (error) {
       this.stats.errors++;
diff --git a/libs/data-frame/src/index.ts b/libs/data-frame/src/index.ts
index 056ba88..17ec275 100644
--- a/libs/data-frame/src/index.ts
+++ b/libs/data-frame/src/index.ts
@@ -35,7 +35,9 @@ export class DataFrame {
   }
 
   private inferColumns(): string[] {
-    if (this.data.length === 0) {return [];}
+    if (this.data.length === 0) {
+      return [];
+    }
 
     const columns = new Set<string>();
     for (const row of this.data) {
@@ -46,7 +48,9 @@ export class DataFrame {
   }
 
   private validateAndCleanData(): void {
-    if (this.data.length === 0) {return;}
+    if (this.data.length === 0) {
+      return;
+    }
 
     // Ensure all rows have the same columns
     for (let i = 0; i < this.data.length; i++) {
@@ -224,7 +228,9 @@ export class DataFrame {
       const aVal = a[column];
       const bVal = b[column];
 
-      if (aVal === bVal) {return 0;}
+      if (aVal === bVal) {
+        return 0;
+      }
 
       const comparison = aVal > bVal ? 1 : -1;
       return ascending ? comparison : -comparison;
diff --git a/libs/mongodb-client/src/aggregation.ts b/libs/mongodb-client/src/aggregation.ts
index 2a28964..a767d46 100644
--- a/libs/mongodb-client/src/aggregation.ts
+++ b/libs/mongodb-client/src/aggregation.ts
@@ -141,7 +141,9 @@ export class MongoDBAggregationBuilder {
     this.from('sentiment_data');
 
     const matchConditions: any = {};
-    if (symbol) {matchConditions.symbol = symbol;}
+    if (symbol) {
+      matchConditions.symbol = symbol;
+    }
     if (timeframe) {
       matchConditions.timestamp = {
         $gte: timeframe.start,
diff --git a/libs/postgres-client/src/client.ts b/libs/postgres-client/src/client.ts
index 9a5baab..e61ea2d 100644
--- a/libs/postgres-client/src/client.ts
+++ b/libs/postgres-client/src/client.ts
@@ -327,7 +327,9 @@ export class PostgreSQLClient {
   }
 
   private setupErrorHandlers(): void {
-    if (!this.pool) {return;}
+    if (!this.pool) {
+      return;
+    }
 
     this.pool.on('error', error => {
       this.logger.error('PostgreSQL pool error:', error);
diff --git a/libs/utils/src/calculations/basic-calculations.ts b/libs/utils/src/calculations/basic-calculations.ts
index b8a5dac..eec0f31 100644
--- a/libs/utils/src/calculations/basic-calculations.ts
+++ b/libs/utils/src/calculations/basic-calculations.ts
@@ -7,7 +7,9 @@
  * Calculate percentage change between two values
  */
 export function percentageChange(oldValue: number, newValue: number): number {
-  if (oldValue === 0) {return 0;}
+  if (oldValue === 0) {
+    return 0;
+  }
   return ((newValue - oldValue) / oldValue) * 100;
 }
 
@@ -15,7 +17,9 @@ export function percentageChange(oldValue: number, newValue: number): number {
  * Calculate simple return
  */
 export function simpleReturn(initialPrice: number, finalPrice: number): number {
-  if (initialPrice === 0) {return 0;}
+  if (initialPrice === 0) {
+    return 0;
+  }
   return (finalPrice - initialPrice) / initialPrice;
 }
 
@@ -23,7 +27,9 @@ export function simpleReturn(initialPrice: number, finalPrice: number): number {
  * Calculate logarithmic return
  */
 export function logReturn(initialPrice: number, finalPrice: number): number {
-  if (initialPrice <= 0 || finalPrice <= 0) {return 0;}
+  if (initialPrice <= 0 || finalPrice <= 0) {
+    return 0;
+  }
   return Math.log(finalPrice / initialPrice);
 }
 
@@ -31,7 +37,9 @@ export function logReturn(initialPrice: number, finalPrice: number): number {
  * Calculate compound annual growth rate (CAGR)
  */
 export function cagr(startValue: number, endValue: number, years: number): number {
-  if (years <= 0 || startValue <= 0 || endValue <= 0) {return 0;}
+  if (years <= 0 || startValue <= 0 || endValue <= 0) {
+    return 0;
+  }
   return Math.pow(endValue / startValue, 1 / years) - 1;
 }
 
@@ -91,8 +99,12 @@ export function internalRateOfReturn(
       dnpv += (-j * cashFlows[j]) / Math.pow(1 + rate, j + 1);
     }
 
-    if (Math.abs(npv) < 1e-10) {break;}
-    if (Math.abs(dnpv) < 1e-10) {break;}
+    if (Math.abs(npv) < 1e-10) {
+      break;
+    }
+    if (Math.abs(dnpv) < 1e-10) {
+      break;
+    }
 
     rate = rate - npv / dnpv;
   }
@@ -186,7 +198,9 @@ export function bondYield(
     );
     const diff = calculatedPrice - price;
 
-    if (Math.abs(diff) < tolerance) {break;}
+    if (Math.abs(diff) < tolerance) {
+      break;
+    }
 
     // Numerical derivative
     const delta = 0.0001;
@@ -199,7 +213,9 @@ export function bondYield(
     );
     const derivative = (priceUp - calculatedPrice) / delta;
 
-    if (Math.abs(derivative) < tolerance) {break;}
+    if (Math.abs(derivative) < tolerance) {
+      break;
+    }
 
     yield_ = yield_ - diff / derivative;
   }
@@ -358,7 +374,9 @@ export function dividendDiscountModel(
   growthRate: number,
   discountRate: number
 ): number {
-  if (discountRate <= growthRate) {return NaN;} // Indeterminate
+  if (discountRate <= growthRate) {
+    return NaN;
+  } // Indeterminate
   return (currentDividend * (1 + growthRate)) / (discountRate - growthRate);
 }
 
diff --git a/libs/utils/src/calculations/correlation-analysis.ts b/libs/utils/src/calculations/correlation-analysis.ts
index bfbc77f..6a80981 100644
--- a/libs/utils/src/calculations/correlation-analysis.ts
+++ b/libs/utils/src/calculations/correlation-analysis.ts
@@ -918,7 +918,9 @@ function shuffleArray<T>(array: T[]): T[] {
  * Helper function to calculate the average of an array of numbers
  */
 function average(arr: number[]): number {
-  if (arr.length === 0) {return 0;}
+  if (arr.length === 0) {
+    return 0;
+  }
   return arr.reduce((a, b) => a + b, 0) / arr.length;
 }
 
@@ -963,8 +965,12 @@ function erf(x: number): number {
 
 function betaIncomplete(a: number, b: number, x: number): number {
   // Better approximation of incomplete beta function
-  if (x === 0) {return 0;}
-  if (x === 1) {return 1;}
+  if (x === 0) {
+    return 0;
+  }
+  if (x === 1) {
+    return 1;
+  }
 
   // Use continued fraction approximation (Lentz's algorithm)
   const fpmin = 1e-30;
@@ -984,7 +990,9 @@ function betaIncomplete(a: number, b: number, x: number): number {
   function betaContinuedFraction(a: number, b: number, x: number): number {
     let c = 1;
     let d = 1 - ((a + b) * x) / (a + 1);
-    if (Math.abs(d) < fpmin) {d = fpmin;}
+    if (Math.abs(d) < fpmin) {
+      d = fpmin;
+    }
     d = 1 / d;
     let h = d;
 
@@ -992,22 +1000,32 @@ function betaIncomplete(a: number, b: number, x: number): number {
       const m2 = 2 * m;
       const aa = (m * (b - m) * x) / ((a + m2 - 1) * (a + m2));
       d = 1 + aa * d;
-      if (Math.abs(d) < fpmin) {d = fpmin;}
+      if (Math.abs(d) < fpmin) {
+        d = fpmin;
+      }
       c = 1 + aa / c;
-      if (Math.abs(c) < fpmin) {c = fpmin;}
+      if (Math.abs(c) < fpmin) {
+        c = fpmin;
+      }
       d = 1 / d;
       h *= d * c;
 
       const bb = (-(a + m) * (a + b + m) * x) / ((a + m2) * (a + m2 + 1));
       d = 1 + bb * d;
-      if (Math.abs(d) < fpmin) {d = fpmin;}
+      if (Math.abs(d) < fpmin) {
+        d = fpmin;
+      }
       c = 1 + bb / c;
-      if (Math.abs(c) < fpmin) {c = fpmin;}
+      if (Math.abs(c) < fpmin) {
+        c = fpmin;
+      }
       d = 1 / d;
       const del = d * c;
       h *= del;
 
-      if (Math.abs(del - 1) < eps) {break;}
+      if (Math.abs(del - 1) < eps) {
+        break;
+      }
     }
 
     return h;
@@ -1055,11 +1073,15 @@ function eigenDecomposition(matrix: number[][]): {
       const newLambda = Av.reduce((sum, val, i) => sum + val * v[i], 0);
       const norm = Math.sqrt(Av.reduce((sum, val) => sum + val * val, 0));
 
-      if (norm === 0) {break;}
+      if (norm === 0) {
+        break;
+      }
 
       v = Av.map(val => val / norm);
 
-      if (Math.abs(newLambda - lambda) < 1e-10) {break;}
+      if (Math.abs(newLambda - lambda) < 1e-10) {
+        break;
+      }
       lambda = newLambda;
     }
 
@@ -1215,8 +1237,12 @@ function arModel(y: number[], lag: number): { rss: number } {
 
 function fCDF(f: number, df1: number, df2: number): number {
   // Approximation for F distribution CDF
-  if (f <= 0) {return 0;}
-  if (f === Infinity) {return 1;}
+  if (f <= 0) {
+    return 0;
+  }
+  if (f === Infinity) {
+    return 1;
+  }
 
   const x = df2 / (df2 + df1 * f);
   return 1 - betaIncomplete(df2 / 2, df1 / 2, x);
diff --git a/libs/utils/src/calculations/market-statistics.ts b/libs/utils/src/calculations/market-statistics.ts
index 84f9fd6..7a6858f 100644
--- a/libs/utils/src/calculations/market-statistics.ts
+++ b/libs/utils/src/calculations/market-statistics.ts
@@ -55,7 +55,9 @@ export interface MarketRegime {
  *  Volume Weighted Average Price (VWAP)
  */
 export function VWAP(ohlcv: OHLCVData[]): number[] {
-  if (ohlcv.length === 0) {return [];}
+  if (ohlcv.length === 0) {
+    return [];
+  }
 
   const vwap: number[] = [];
   let cumulativeVolumePrice = 0;
@@ -76,7 +78,9 @@ export function VWAP(ohlcv: OHLCVData[]): number[] {
  *  Time Weighted Average Price (TWAP)
  */
 export function TWAP(prices: number[], timeWeights?: number[]): number {
-  if (prices.length === 0) {return 0;}
+  if (prices.length === 0) {
+    return 0;
+  }
 
   if (!timeWeights) {
     return prices.reduce((sum, price) => sum + price, 0) / prices.length;
@@ -227,9 +231,13 @@ export function identifyMarketRegime(
 
   // Determine volatility level
   let volatilityLevel: 'low' | 'medium' | 'high';
-  if (volatility < 0.01) {volatilityLevel = 'low';}
-  else if (volatility < 0.03) {volatilityLevel = 'medium';}
-  else {volatilityLevel = 'high';}
+  if (volatility < 0.01) {
+    volatilityLevel = 'low';
+  } else if (volatility < 0.03) {
+    volatilityLevel = 'medium';
+  } else {
+    volatilityLevel = 'high';
+  }
 
   // Determine regime
   let regime: 'trending' | 'ranging' | 'volatile' | 'quiet';
@@ -281,7 +289,9 @@ export function OrderBookImbalance(
 
   const totalVolume = totalBidVolume + totalAskVolume;
 
-  if (totalVolume === 0) {return 0;}
+  if (totalVolume === 0) {
+    return 0;
+  }
 
   return (totalBidVolume - totalAskVolume) / totalVolume;
 }
@@ -452,10 +462,15 @@ export function MarketStress(
   const overallStress = volatilityStress * 0.4 + liquidityStress * 0.3 + correlationStress * 0.3;
 
   let stressLevel: 'low' | 'medium' | 'high' | 'extreme';
-  if (overallStress < 0.25) {stressLevel = 'low';}
-  else if (overallStress < 0.5) {stressLevel = 'medium';}
-  else if (overallStress < 0.75) {stressLevel = 'high';}
-  else {stressLevel = 'extreme';}
+  if (overallStress < 0.25) {
+    stressLevel = 'low';
+  } else if (overallStress < 0.5) {
+    stressLevel = 'medium';
+  } else if (overallStress < 0.75) {
+    stressLevel = 'high';
+  } else {
+    stressLevel = 'extreme';
+  }
 
   return {
     stressLevel,
@@ -474,7 +489,9 @@ export function RealizedSpread(
   midPrices: number[],
   timeWindow: number = 5 // minutes
 ): number {
-  if (trades.length === 0 || midPrices.length === 0) {return 0;}
+  if (trades.length === 0 || midPrices.length === 0) {
+    return 0;
+  }
 
   let totalSpread = 0;
   let count = 0;
@@ -541,7 +558,9 @@ export function ImplementationShortfall(
  * Amihud Illiquidity Measure (price impact per unit of volume)
  */
 export function amihudIlliquidity(ohlcv: OHLCVData[], lookbackPeriod: number = 252): number {
-  if (ohlcv.length < lookbackPeriod) {return 0;}
+  if (ohlcv.length < lookbackPeriod) {
+    return 0;
+  }
 
   const recentData = ohlcv.slice(-lookbackPeriod);
   let illiquiditySum = 0;
@@ -566,7 +585,9 @@ export function amihudIlliquidity(ohlcv: OHLCVData[], lookbackPeriod: number = 2
  * Roll's Spread Estimator (effective spread from serial covariance)
  */
 export function rollSpreadEstimator(prices: number[]): number {
-  if (prices.length < 3) {return 0;}
+  if (prices.length < 3) {
+    return 0;
+  }
 
   // Calculate price changes
   const priceChanges: number[] = [];
@@ -594,7 +615,9 @@ export function kyleLambda(
   priceChanges: number[],
   orderFlow: number[] // Signed order flow (positive for buys, negative for sells)
 ): number {
-  if (priceChanges.length !== orderFlow.length || priceChanges.length < 2) {return 0;}
+  if (priceChanges.length !== orderFlow.length || priceChanges.length < 2) {
+    return 0;
+  }
 
   // Calculate regression: priceChange = lambda * orderFlow + error
   const n = priceChanges.length;
@@ -623,7 +646,9 @@ export function probabilityInformedTrading(
   sellVolumes: number[],
   period: number = 20
 ): number {
-  if (buyVolumes.length !== sellVolumes.length || buyVolumes.length < period) {return 0;}
+  if (buyVolumes.length !== sellVolumes.length || buyVolumes.length < period) {
+    return 0;
+  }
 
   const recentBuys = buyVolumes.slice(-period);
   const recentSells = sellVolumes.slice(-period);
@@ -647,11 +672,15 @@ export function probabilityInformedTrading(
  * Herfindahl-Hirschman Index for Volume Concentration
  */
 export function volumeConcentrationHHI(exchanges: Array<{ name: string; volume: number }>): number {
-  if (exchanges.length === 0) {return 0;}
+  if (exchanges.length === 0) {
+    return 0;
+  }
 
   const totalVolume = exchanges.reduce((sum, exchange) => sum + exchange.volume, 0);
 
-  if (totalVolume === 0) {return 0;}
+  if (totalVolume === 0) {
+    return 0;
+  }
 
   let hhi = 0;
   for (const exchange of exchanges) {
@@ -670,7 +699,9 @@ export function volumeProfile(
 ): { [price: number]: number } {
   const profile: { [price: number]: number } = {};
 
-  if (ohlcv.length === 0) {return profile;}
+  if (ohlcv.length === 0) {
+    return profile;
+  }
 
   const minPrice = Math.min(...ohlcv.map(candle => candle.low));
   const maxPrice = Math.max(...ohlcv.map(candle => candle.high));
@@ -813,8 +844,9 @@ export function garmanKlassVolatility(
     openPrices.length !== lowPrices.length ||
     openPrices.length !== closePrices.length ||
     openPrices.length < 2
-  )
-    {return 0;}
+  ) {
+    return 0;
+  }
 
   let sumSquaredTerm1 = 0;
   let sumSquaredTerm2 = 0;
@@ -849,8 +881,9 @@ export function yangZhangVolatility(
     openPrices.length !== closePrices.length ||
     openPrices.length !== previousClosePrices.length ||
     openPrices.length < 2
-  )
-    {return 0;}
+  ) {
+    return 0;
+  }
 
   const k = 0.34 / (1.34 + (openPrices.length + 1) / (previousClosePrices.length - 1));
 
@@ -877,7 +910,9 @@ export function yangZhangVolatility(
  * Volume Order Imbalance (VOI)
  */
 export function volumeOrderImbalance(buyVolumes: number[], sellVolumes: number[]): number[] {
-  if (buyVolumes.length !== sellVolumes.length) {return [];}
+  if (buyVolumes.length !== sellVolumes.length) {
+    return [];
+  }
 
   const voi: number[] = [];
   for (let i = 0; i < buyVolumes.length; i++) {
@@ -890,7 +925,9 @@ export function volumeOrderImbalance(buyVolumes: number[], sellVolumes: number[]
  * Cumulative Volume Delta (CVD)
  */
 export function cumulativeVolumeDelta(buyVolumes: number[], sellVolumes: number[]): number[] {
-  if (buyVolumes.length !== sellVolumes.length) {return [];}
+  if (buyVolumes.length !== sellVolumes.length) {
+    return [];
+  }
 
   const cvd: number[] = [];
   let cumulativeDelta = 0;
@@ -905,7 +942,9 @@ export function cumulativeVolumeDelta(buyVolumes: number[], sellVolumes: number[
  * Market Order Ratio
  */
 export function marketOrderRatio(marketOrders: number[], limitOrders: number[]): number[] {
-  if (marketOrders.length !== limitOrders.length) {return [];}
+  if (marketOrders.length !== limitOrders.length) {
+    return [];
+  }
 
   const ratios: number[] = [];
   for (let i = 0; i < marketOrders.length; i++) {
@@ -920,12 +959,16 @@ export function marketOrderRatio(marketOrders: number[], limitOrders: number[]):
  */
 
 function average(arr: number[]): number {
-  if (arr.length === 0) {return 0;}
+  if (arr.length === 0) {
+    return 0;
+  }
   return arr.reduce((a, b) => a + b, 0) / arr.length;
 }
 
 function calculateVolatility(returns: number[]): number {
-  if (returns.length < 2) {return 0;}
+  if (returns.length < 2) {
+    return 0;
+  }
 
   const mean = returns.reduce((sum, ret) => sum + ret, 0) / returns.length;
   const variance =
@@ -935,7 +978,9 @@ function calculateVolatility(returns: number[]): number {
 }
 
 function calculateCorrelation(x: number[], y: number[]): number {
-  if (x.length !== y.length || x.length < 2) {return 0;}
+  if (x.length !== y.length || x.length < 2) {
+    return 0;
+  }
 
   const n = x.length;
   const meanX = x.reduce((sum, val) => sum + val, 0) / n;
@@ -960,14 +1005,18 @@ function calculateCorrelation(x: number[], y: number[]): number {
 }
 
 function calculateVariance(values: number[]): number {
-  if (values.length < 2) {return 0;}
+  if (values.length < 2) {
+    return 0;
+  }
 
   const mean = values.reduce((sum, val) => sum + val, 0) / values.length;
   return values.reduce((sum, val) => sum + Math.pow(val - mean, 2), 0) / (values.length - 1);
 }
 
 function calculateCovariance(x: number[], y: number[]): number {
-  if (x.length !== y.length || x.length < 2) {return 0;}
+  if (x.length !== y.length || x.length < 2) {
+    return 0;
+  }
 
   const n = x.length;
   const meanX = x.reduce((sum, val) => sum + val, 0) / n;
diff --git a/libs/utils/src/calculations/performance-metrics.ts b/libs/utils/src/calculations/performance-metrics.ts
index 284c21c..72a8f7f 100644
--- a/libs/utils/src/calculations/performance-metrics.ts
+++ b/libs/utils/src/calculations/performance-metrics.ts
@@ -297,7 +297,9 @@ export function calculateRollingMetrics(
   windowSize: number,
   metricType: 'sharpe' | 'volatility' | 'return' = 'sharpe'
 ): number[] {
-  if (returns.length < windowSize) {return [];}
+  if (returns.length < windowSize) {
+    return [];
+  }
 
   const rollingMetrics: number[] = [];
 
@@ -377,7 +379,9 @@ export function strategyPerformanceAttribution(
  * Calculate Omega ratio
  */
 export function omegaRatio(returns: number[], threshold: number = 0): number {
-  if (returns.length === 0) {return 0;}
+  if (returns.length === 0) {
+    return 0;
+  }
 
   const gains = returns
     .filter(ret => ret > threshold)
@@ -393,7 +397,9 @@ export function omegaRatio(returns: number[], threshold: number = 0): number {
  * Calculate gain-to-pain ratio
  */
 export function gainToPainRatio(returns: number[]): number {
-  if (returns.length === 0) {return 0;}
+  if (returns.length === 0) {
+    return 0;
+  }
 
   const totalGain = returns.reduce((sum, ret) => sum + ret, 0);
   const totalPain = returns.filter(ret => ret < 0).reduce((sum, ret) => sum + Math.abs(ret), 0);
@@ -405,12 +411,16 @@ export function gainToPainRatio(returns: number[]): number {
  * Calculate Martin ratio (modified Sharpe with downside deviation)
  */
 export function martinRatio(returns: number[], riskFreeRate: number = 0): number {
-  if (returns.length === 0) {return 0;}
+  if (returns.length === 0) {
+    return 0;
+  }
 
   const averageReturn = returns.reduce((sum, ret) => sum + ret, 0) / returns.length;
   const downsideReturns = returns.filter(ret => ret < riskFreeRate);
 
-  if (downsideReturns.length === 0) {return Infinity;}
+  if (downsideReturns.length === 0) {
+    return Infinity;
+  }
 
   const downsideDeviation = Math.sqrt(
     downsideReturns.reduce((sum, ret) => sum + Math.pow(ret - riskFreeRate, 2), 0) / returns.length
@@ -610,7 +620,9 @@ export function tailRatio(returns: number[], tailPercent: number = 0.1): number
   const numReturns = returns.length;
   const tailSize = Math.floor(numReturns * tailPercent);
 
-  if (tailSize === 0) {return 0;}
+  if (tailSize === 0) {
+    return 0;
+  }
 
   const sortedReturns = [...returns].sort((a, b) => a - b);
   const worstTail = sortedReturns.slice(0, tailSize);
@@ -630,8 +642,9 @@ export function calculateRollingBeta(
   marketReturns: number[],
   windowSize: number
 ): number[] {
-  if (portfolioReturns.length !== marketReturns.length || portfolioReturns.length < windowSize)
-    {return [];}
+  if (portfolioReturns.length !== marketReturns.length || portfolioReturns.length < windowSize) {
+    return [];
+  }
 
   const rollingBetas: number[] = [];
 
@@ -667,8 +680,9 @@ export function calculateRollingAlpha(
   riskFreeRate: number,
   windowSize: number
 ): number[] {
-  if (portfolioReturns.length !== marketReturns.length || portfolioReturns.length < windowSize)
-    {return [];}
+  if (portfolioReturns.length !== marketReturns.length || portfolioReturns.length < windowSize) {
+    return [];
+  }
 
   const rollingAlphas: number[] = [];
 
@@ -728,7 +742,9 @@ export function moneyWeightedRateOfReturn(
 // Helper functions
 
 function calculateSharpeRatio(returns: number[], riskFreeRate: number = 0): number {
-  if (returns.length < 2) {return 0;}
+  if (returns.length < 2) {
+    return 0;
+  }
 
   const avgReturn = returns.reduce((sum, ret) => sum + ret, 0) / returns.length;
   const variance =
@@ -739,7 +755,9 @@ function calculateSharpeRatio(returns: number[], riskFreeRate: number = 0): numb
 }
 
 function calculateVolatility(returns: number[]): number {
-  if (returns.length < 2) {return 0;}
+  if (returns.length < 2) {
+    return 0;
+  }
 
   const mean = returns.reduce((sum, ret) => sum + ret, 0) / returns.length;
   const variance =
@@ -749,7 +767,9 @@ function calculateVolatility(returns: number[]): number {
 }
 
 function calculateBeta(portfolioReturns: number[], marketReturns: number[]): number {
-  if (portfolioReturns.length !== marketReturns.length || portfolioReturns.length < 2) {return 0;}
+  if (portfolioReturns.length !== marketReturns.length || portfolioReturns.length < 2) {
+    return 0;
+  }
 
   const portfolioMean =
     portfolioReturns.reduce((sum, ret) => sum + ret, 0) / portfolioReturns.length;
@@ -786,13 +806,17 @@ function calculateAlpha(
 }
 
 function calculateSkewness(returns: number[]): number {
-  if (returns.length < 3) {return 0;}
+  if (returns.length < 3) {
+    return 0;
+  }
 
   const mean = returns.reduce((sum, ret) => sum + ret, 0) / returns.length;
   const variance = returns.reduce((sum, ret) => sum + Math.pow(ret - mean, 2), 0) / returns.length;
   const stdDev = Math.sqrt(variance);
 
-  if (stdDev === 0) {return 0;}
+  if (stdDev === 0) {
+    return 0;
+  }
 
   const skew =
     returns.reduce((sum, ret) => sum + Math.pow((ret - mean) / stdDev, 3), 0) / returns.length;
@@ -801,13 +825,17 @@ function calculateSkewness(returns: number[]): number {
 }
 
 function calculateKurtosis(returns: number[]): number {
-  if (returns.length < 4) {return 0;}
+  if (returns.length < 4) {
+    return 0;
+  }
 
   const mean = returns.reduce((sum, ret) => sum + ret, 0) / returns.length;
   const variance = returns.reduce((sum, ret) => sum + Math.pow(ret - mean, 2), 0) / returns.length;
   const stdDev = Math.sqrt(variance);
 
-  if (stdDev === 0) {return 0;}
+  if (stdDev === 0) {
+    return 0;
+  }
 
   const kurt =
     returns.reduce((sum, ret) => sum + Math.pow((ret - mean) / stdDev, 4), 0) / returns.length;
diff --git a/libs/utils/src/calculations/portfolio-analytics.ts b/libs/utils/src/calculations/portfolio-analytics.ts
index 606d8c6..5fe1708 100644
--- a/libs/utils/src/calculations/portfolio-analytics.ts
+++ b/libs/utils/src/calculations/portfolio-analytics.ts
@@ -209,7 +209,9 @@ export function riskParityOptimization(covarianceMatrix: number[][]): PortfolioO
     const sum = newWeights.reduce((s, w) => s + w, 0);
     weights = newWeights.map(w => w / sum);
 
-    if (converged) {break;}
+    if (converged) {
+      break;
+    }
   }
 
   const portfolioVariance = calculatePortfolioVariance(weights, covarianceMatrix);
@@ -402,7 +404,9 @@ export function calculateEfficientFrontier(
   volatility: number;
   sharpeRatio: number;
 }> {
-  if (returns.length !== symbols.length || returns.length < 2) {return [];}
+  if (returns.length !== symbols.length || returns.length < 2) {
+    return [];
+  }
 
   const n = returns.length;
   const results: Array<{
@@ -456,7 +460,9 @@ export function findMinimumVariancePortfolio(
   returns: number[][],
   symbols: string[]
 ): PortfolioOptimizationResult | null {
-  if (returns.length !== symbols.length || returns.length < 2) {return null;}
+  if (returns.length !== symbols.length || returns.length < 2) {
+    return null;
+  }
 
   const covarianceMatrix = calculateCovarianceMatrix(returns);
   const n = returns.length;
@@ -517,7 +523,9 @@ function calculateCovarianceMatrix(returns: number[][]): number[][] {
 }
 
 function calculateCovariance(x: number[], y: number[]): number {
-  if (x.length !== y.length || x.length < 2) {return 0;}
+  if (x.length !== y.length || x.length < 2) {
+    return 0;
+  }
 
   const n = x.length;
   const meanX = x.reduce((sum, val) => sum + val, 0) / n;
@@ -559,7 +567,9 @@ function findMinimumVarianceWeights(
     const currentReturn = weights.reduce((sum, w, i) => sum + w * expectedReturns[i], 0);
     const returnDiff = targetReturn - currentReturn;
 
-    if (Math.abs(returnDiff) < 0.001) {break;}
+    if (Math.abs(returnDiff) < 0.001) {
+      break;
+    }
 
     // Adjust weights proportionally to expected returns
     const totalExpectedReturn = expectedReturns.reduce((sum, r) => sum + Math.abs(r), 0);
diff --git a/libs/utils/src/calculations/position-sizing.ts b/libs/utils/src/calculations/position-sizing.ts
index 2f6dd8f..28348a3 100644
--- a/libs/utils/src/calculations/position-sizing.ts
+++ b/libs/utils/src/calculations/position-sizing.ts
@@ -31,8 +31,12 @@ export function fixedRiskPositionSize(params: PositionSizeParams): number {
   const { accountSize, riskPercentage, entryPrice, stopLoss, leverage = 1 } = params;
 
   // Input validation
-  if (accountSize <= 0 || riskPercentage <= 0 || entryPrice <= 0 || leverage <= 0) {return 0;}
-  if (entryPrice === stopLoss) {return 0;}
+  if (accountSize <= 0 || riskPercentage <= 0 || entryPrice <= 0 || leverage <= 0) {
+    return 0;
+  }
+  if (entryPrice === stopLoss) {
+    return 0;
+  }
 
   const riskAmount = accountSize * (riskPercentage / 100);
   const riskPerShare = Math.abs(entryPrice - stopLoss);
@@ -48,7 +52,9 @@ export function kellyPositionSize(params: KellyParams, accountSize: number): num
   const { winRate, averageWin, averageLoss } = params;
 
   // Validate inputs
-  if (averageLoss === 0 || winRate <= 0 || winRate >= 1 || averageWin <= 0) {return 0;}
+  if (averageLoss === 0 || winRate <= 0 || winRate >= 1 || averageWin <= 0) {
+    return 0;
+  }
 
   const lossRate = 1 - winRate;
   const winLossRatio = averageWin / Math.abs(averageLoss);
@@ -72,7 +78,9 @@ export function fractionalKellyPositionSize(
   fraction: number = 0.25
 ): number {
   // Input validation
-  if (fraction <= 0 || fraction > 1) {return 0;}
+  if (fraction <= 0 || fraction > 1) {
+    return 0;
+  }
 
   const fullKelly = kellyPositionSize(params, accountSize);
   return fullKelly * fraction;
@@ -88,7 +96,9 @@ export function volatilityTargetPositionSize(
   const { price, volatility, targetVolatility } = params;
 
   // Input validation
-  if (volatility <= 0 || price <= 0 || targetVolatility <= 0 || accountSize <= 0) {return 0;}
+  if (volatility <= 0 || price <= 0 || targetVolatility <= 0 || accountSize <= 0) {
+    return 0;
+  }
 
   const volatilityRatio = targetVolatility / volatility;
   const basePositionValue = accountSize * Math.min(volatilityRatio, 2); // Cap at 2x leverage
@@ -105,7 +115,9 @@ export function equalWeightPositionSize(
   price: number
 ): number {
   // Input validation
-  if (numberOfPositions <= 0 || price <= 0 || accountSize <= 0) {return 0;}
+  if (numberOfPositions <= 0 || price <= 0 || accountSize <= 0) {
+    return 0;
+  }
 
   const positionValue = accountSize / numberOfPositions;
   return Math.floor(positionValue / price);
@@ -121,7 +133,9 @@ export function atrBasedPositionSize(
   atrMultiplier: number = 2,
   price: number
 ): number {
-  if (atrValue === 0 || price === 0) {return 0;}
+  if (atrValue === 0 || price === 0) {
+    return 0;
+  }
 
   const riskAmount = accountSize * (riskPercentage / 100);
   const stopDistance = atrValue * atrMultiplier;
@@ -142,12 +156,15 @@ export function expectancyPositionSize(
   maxRiskPercentage: number = 2
 ): number {
   // Input validation
-  if (accountSize <= 0 || winRate <= 0 || winRate >= 1 || averageWin <= 0 || averageLoss === 0)
-    {return 0;}
+  if (accountSize <= 0 || winRate <= 0 || winRate >= 1 || averageWin <= 0 || averageLoss === 0) {
+    return 0;
+  }
 
   const expectancy = winRate * averageWin - (1 - winRate) * Math.abs(averageLoss);
 
-  if (expectancy <= 0) {return 0;}
+  if (expectancy <= 0) {
+    return 0;
+  }
 
   // Scale position size based on expectancy relative to average loss
   // Higher expectancy relative to risk allows for larger position
@@ -167,7 +184,9 @@ export function monteCarloPositionSize(
   simulations: number = 1000,
   confidenceLevel: number = 0.95
 ): number {
-  if (historicalReturns.length === 0) {return 0;}
+  if (historicalReturns.length === 0) {
+    return 0;
+  }
 
   const outcomes: number[] = [];
   const mean = historicalReturns.reduce((sum, ret) => sum + ret, 0) / historicalReturns.length;
@@ -229,8 +248,9 @@ export function sharpeOptimizedPositionSize(
   maxLeverage: number = 3
 ): number {
   // Input validation
-  if (volatility <= 0 || accountSize <= 0 || expectedReturn <= riskFreeRate || maxLeverage <= 0)
-    {return 0;}
+  if (volatility <= 0 || accountSize <= 0 || expectedReturn <= riskFreeRate || maxLeverage <= 0) {
+    return 0;
+  }
   // Kelly criterion with Sharpe ratio optimization
   const excessReturn = expectedReturn - riskFreeRate;
   const kellyFraction = excessReturn / (volatility * volatility);
@@ -251,7 +271,9 @@ export function fixedFractionalPositionSize(
   price: number
 ): number {
   // Input validation
-  if (stopLossPercentage <= 0 || price <= 0 || riskPercentage <= 0 || accountSize <= 0) {return 0;}
+  if (stopLossPercentage <= 0 || price <= 0 || riskPercentage <= 0 || accountSize <= 0) {
+    return 0;
+  }
 
   const riskAmount = accountSize * (riskPercentage / 100);
   const stopLossAmount = price * (stopLossPercentage / 100);
@@ -269,7 +291,9 @@ export function volatilityAdjustedPositionSize(
   price: number
 ): number {
   // Input validation
-  if (assetVolatility <= 0 || price <= 0 || targetVolatility <= 0 || accountSize <= 0) {return 0;}
+  if (assetVolatility <= 0 || price <= 0 || targetVolatility <= 0 || accountSize <= 0) {
+    return 0;
+  }
 
   const volatilityRatio = targetVolatility / assetVolatility;
   const cappedRatio = Math.min(volatilityRatio, 3); // Cap at 3x leverage
@@ -286,7 +310,9 @@ export function correlationAdjustedPositionSize(
   existingPositions: Array<{ size: number; correlation: number }>,
   maxCorrelationRisk: number = 0.3
 ): number {
-  if (existingPositions.length === 0 || basePositionSize <= 0) {return basePositionSize;}
+  if (existingPositions.length === 0 || basePositionSize <= 0) {
+    return basePositionSize;
+  }
 
   // Calculate portfolio correlation risk
   // This should consider the correlation between the new position and existing ones
@@ -310,7 +336,9 @@ export function calculatePortfolioHeat(
   accountSize: number
 ): number {
   // Input validation
-  if (accountSize <= 0 || positions.length === 0) {return 0;}
+  if (accountSize <= 0 || positions.length === 0) {
+    return 0;
+  }
 
   const totalRisk = positions.reduce((sum, position) => {
     // Ensure risk values are positive
@@ -331,8 +359,12 @@ export function dynamicPositionSize(
   maxDrawdownThreshold: number = 0.1
 ): number {
   // Input validation
-  if (basePositionSize <= 0 || marketVolatility <= 0 || normalVolatility <= 0) {return 0;}
-  if (drawdownLevel < 0 || maxDrawdownThreshold <= 0) {return basePositionSize;}
+  if (basePositionSize <= 0 || marketVolatility <= 0 || normalVolatility <= 0) {
+    return 0;
+  }
+  if (drawdownLevel < 0 || maxDrawdownThreshold <= 0) {
+    return basePositionSize;
+  }
 
   // Volatility adjustment - reduce size when volatility is high
   const volatilityAdjustment = Math.min(normalVolatility / marketVolatility, 2); // Cap at 2x
@@ -354,7 +386,9 @@ export function liquidityConstrainedPositionSize(
   maxVolumePercentage: number = 0.05,
   price: number
 ): number {
-  if (averageDailyVolume === 0 || price === 0) {return 0;}
+  if (averageDailyVolume === 0 || price === 0) {
+    return 0;
+  }
 
   const maxShares = averageDailyVolume * maxVolumePercentage;
 
@@ -372,7 +406,9 @@ export function multiTimeframePositionSize(
   baseRiskPercentage: number = 1
 ): number {
   // Input validation
-  if (accountSize <= 0 || baseRiskPercentage <= 0) {return 0;}
+  if (accountSize <= 0 || baseRiskPercentage <= 0) {
+    return 0;
+  }
 
   // Clamp signals to valid range
   const clampedShort = Math.max(-1, Math.min(1, shortTermSignal));
@@ -396,18 +432,26 @@ export function riskParityPositionSize(
   targetRisk: number,
   accountSize: number
 ): number[] {
-  if (assets.length === 0) {return [];}
+  if (assets.length === 0) {
+    return [];
+  }
 
   // Calculate inverse volatility weights
   const totalInverseVol = assets.reduce((sum, asset) => {
-    if (asset.volatility === 0) {return sum;}
+    if (asset.volatility === 0) {
+      return sum;
+    }
     return sum + 1 / asset.volatility;
   }, 0);
 
-  if (totalInverseVol === 0) {return assets.map(() => 0);}
+  if (totalInverseVol === 0) {
+    return assets.map(() => 0);
+  }
 
   return assets.map(asset => {
-    if (asset.volatility === 0 || asset.price === 0) {return 0;}
+    if (asset.volatility === 0 || asset.price === 0) {
+      return 0;
+    }
     // Calculate weight based on inverse volatility
     const weight = 1 / asset.volatility / totalInverseVol;
 
@@ -468,7 +512,9 @@ export function optimalFPositionSize(
   historicalReturns: number[],
   maxIterations: number = 100
 ): number {
-  if (historicalReturns.length === 0 || accountSize <= 0) {return 0;}
+  if (historicalReturns.length === 0 || accountSize <= 0) {
+    return 0;
+  }
 
   // Convert returns to P&L per unit
   const pnlValues = historicalReturns.map(ret => ret * 1000); // Assuming $1000 per unit
@@ -512,7 +558,9 @@ export function secureFPositionSize(
   historicalReturns: number[],
   confidenceLevel: number = 0.95
 ): number {
-  if (historicalReturns.length === 0 || accountSize <= 0) {return 0;}
+  if (historicalReturns.length === 0 || accountSize <= 0) {
+    return 0;
+  }
 
   // Sort returns to find worst-case scenarios
   const sortedReturns = [...historicalReturns].sort((a, b) => a - b);
@@ -523,7 +571,9 @@ export function secureFPositionSize(
   const maxLoss = Math.abs(worstCaseReturn);
   const maxRiskPercentage = 0.02; // Never risk more than 2% on worst case
 
-  if (maxLoss === 0) {return accountSize * 0.1;} // Default to 10% if no historical losses
+  if (maxLoss === 0) {
+    return accountSize * 0.1;
+  } // Default to 10% if no historical losses
 
   const secureF = Math.min(maxRiskPercentage / maxLoss, 0.25); // Cap at 25%
 
diff --git a/libs/utils/src/calculations/risk-metrics.ts b/libs/utils/src/calculations/risk-metrics.ts
index f0d4c45..ffb2343 100644
--- a/libs/utils/src/calculations/risk-metrics.ts
+++ b/libs/utils/src/calculations/risk-metrics.ts
@@ -9,7 +9,9 @@ import { RiskMetrics, treynorRatio } from './index';
  * Calculate Value at Risk (VaR) using historical simulation
  */
 export function valueAtRisk(returns: number[], confidenceLevel: number = 0.95): number {
-  if (returns.length === 0) {return 0;}
+  if (returns.length === 0) {
+    return 0;
+  }
 
   const sortedReturns = [...returns].sort((a, b) => a - b);
   const index = Math.floor((1 - confidenceLevel) * sortedReturns.length);
@@ -21,12 +23,16 @@ export function valueAtRisk(returns: number[], confidenceLevel: number = 0.95):
  * Calculate Conditional Value at Risk (CVaR/Expected Shortfall)
  */
 export function conditionalValueAtRisk(returns: number[], confidenceLevel: number = 0.95): number {
-  if (returns.length === 0) {return 0;}
+  if (returns.length === 0) {
+    return 0;
+  }
 
   const sortedReturns = [...returns].sort((a, b) => a - b);
   const cutoffIndex = Math.floor((1 - confidenceLevel) * sortedReturns.length);
 
-  if (cutoffIndex === 0) {return sortedReturns[0];}
+  if (cutoffIndex === 0) {
+    return sortedReturns[0];
+  }
 
   const tailReturns = sortedReturns.slice(0, cutoffIndex);
   return tailReturns.reduce((sum, ret) => sum + ret, 0) / tailReturns.length;
@@ -40,7 +46,9 @@ export function parametricVaR(
   confidenceLevel: number = 0.95,
   portfolioValue: number = 1
 ): number {
-  if (returns.length === 0) {return 0;}
+  if (returns.length === 0) {
+    return 0;
+  }
 
   const mean = returns.reduce((sum, ret) => sum + ret, 0) / returns.length;
   const variance =
@@ -57,7 +65,9 @@ export function parametricVaR(
  * Calculate maximum drawdown
  */
 export function maxDrawdown(equityCurve: number[]): number {
-  if (equityCurve.length < 2) {return 0;}
+  if (equityCurve.length < 2) {
+    return 0;
+  }
 
   let maxDD = 0;
   let peak = equityCurve[0];
@@ -78,11 +88,15 @@ export function maxDrawdown(equityCurve: number[]): number {
  * Calculate downside deviation
  */
 export function downsideDeviation(returns: number[], targetReturn: number = 0): number {
-  if (returns.length === 0) {return 0;}
+  if (returns.length === 0) {
+    return 0;
+  }
 
   const downsideReturns = returns.filter(ret => ret < targetReturn);
 
-  if (downsideReturns.length === 0) {return 0;}
+  if (downsideReturns.length === 0) {
+    return 0;
+  }
 
   const sumSquaredDownside = downsideReturns.reduce(
     (sum, ret) => sum + Math.pow(ret - targetReturn, 2),
@@ -96,14 +110,18 @@ export function downsideDeviation(returns: number[], targetReturn: number = 0):
  * Calculate Sharpe ratio
  */
 export function sharpeRatio(returns: number[], riskFreeRate: number = 0): number {
-  if (returns.length < 2) {return 0;}
+  if (returns.length < 2) {
+    return 0;
+  }
 
   const mean = returns.reduce((sum, ret) => sum + ret, 0) / returns.length;
   const variance =
     returns.reduce((sum, ret) => sum + Math.pow(ret - mean, 2), 0) / (returns.length - 1);
   const stdDev = Math.sqrt(variance);
 
-  if (stdDev === 0) {return 0;}
+  if (stdDev === 0) {
+    return 0;
+  }
 
   return (mean - riskFreeRate) / stdDev;
 }
@@ -172,7 +190,9 @@ export function trackingError(portfolioReturns: number[], benchmarkReturns: numb
  * Calculate volatility (standard deviation of returns)
  */
 export function volatility(returns: number[]): number {
-  if (returns.length < 2) {return 0;}
+  if (returns.length < 2) {
+    return 0;
+  }
 
   const mean = returns.reduce((sum, ret) => sum + ret, 0) / returns.length;
   const variance =
@@ -192,13 +212,17 @@ export function annualizedVolatility(returns: number[], periodsPerYear: number =
  * Calculate skewness (measure of asymmetry)
  */
 export function skewness(returns: number[]): number {
-  if (returns.length < 3) {return 0;}
+  if (returns.length < 3) {
+    return 0;
+  }
 
   const mean = returns.reduce((sum, ret) => sum + ret, 0) / returns.length;
   const variance = returns.reduce((sum, ret) => sum + Math.pow(ret - mean, 2), 0) / returns.length;
   const stdDev = Math.sqrt(variance);
 
-  if (stdDev === 0) {return 0;}
+  if (stdDev === 0) {
+    return 0;
+  }
 
   const skew =
     returns.reduce((sum, ret) => sum + Math.pow((ret - mean) / stdDev, 3), 0) / returns.length;
@@ -210,13 +234,17 @@ export function skewness(returns: number[]): number {
  * Calculate kurtosis (measure of tail heaviness)
  */
 export function kurtosis(returns: number[]): number {
-  if (returns.length < 4) {return 0;}
+  if (returns.length < 4) {
+    return 0;
+  }
 
   const mean = returns.reduce((sum, ret) => sum + ret, 0) / returns.length;
   const variance = returns.reduce((sum, ret) => sum + Math.pow(ret - mean, 2), 0) / returns.length;
   const stdDev = Math.sqrt(variance);
 
-  if (stdDev === 0) {return 0;}
+  if (stdDev === 0) {
+    return 0;
+  }
 
   const kurt =
     returns.reduce((sum, ret) => sum + Math.pow((ret - mean) / stdDev, 4), 0) / returns.length;
@@ -317,12 +345,18 @@ function getZScore(confidenceLevel: number): number {
   };
 
   const key = confidenceLevel.toString();
-  if (zScores[key]) {return zScores[key];}
+  if (zScores[key]) {
+    return zScores[key];
+  }
 
   // For arbitrary confidence levels, use approximation
-  if (confidenceLevel < 0.5) {return -getZScore(1 - confidenceLevel);}
+  if (confidenceLevel < 0.5) {
+    return -getZScore(1 - confidenceLevel);
+  }
 
-  if (confidenceLevel >= 0.999) {return 3.09;} // Cap at 99.9% for numerical stability
+  if (confidenceLevel >= 0.999) {
+    return 3.09;
+  } // Cap at 99.9% for numerical stability
 
   // Approximation of inverse normal CDF
   const y = Math.sqrt(-2.0 * Math.log(1.0 - confidenceLevel));
@@ -382,6 +416,8 @@ export function riskAdjustedReturn(
   portfolioRisk: number,
   riskFreeRate: number = 0
 ): number {
-  if (portfolioRisk === 0) {return 0;}
+  if (portfolioRisk === 0) {
+    return 0;
+  }
   return (portfolioReturn - riskFreeRate) / portfolioRisk;
 }
diff --git a/libs/utils/src/calculations/technical-indicators.ts b/libs/utils/src/calculations/technical-indicators.ts
index 8860849..23f8e68 100644
--- a/libs/utils/src/calculations/technical-indicators.ts
+++ b/libs/utils/src/calculations/technical-indicators.ts
@@ -9,7 +9,9 @@ import { OHLCVData } from './index';
  * Simple Moving Average
  */
 export function sma(values: number[], period: number): number[] {
-  if (period > values.length) {return [];}
+  if (period > values.length) {
+    return [];
+  }
 
   const result: number[] = [];
 
@@ -25,7 +27,9 @@ export function sma(values: number[], period: number): number[] {
  * Exponential Moving Average
  */
 export function ema(values: number[], period: number): number[] {
-  if (period > values.length) {return [];}
+  if (period > values.length) {
+    return [];
+  }
 
   const result: number[] = [];
   const multiplier = 2 / (period + 1);
@@ -46,7 +50,9 @@ export function ema(values: number[], period: number): number[] {
  * Relative Strength Index (RSI)
  */
 export function rsi(prices: number[], period: number = 14): number[] {
-  if (period >= prices.length) {return [];}
+  if (period >= prices.length) {
+    return [];
+  }
 
   const gains: number[] = [];
   const losses: number[] = [];
@@ -141,7 +147,9 @@ export function bollingerBands(
  * Average True Range (ATR)
  */
 export function atr(ohlcv: OHLCVData[], period: number = 14): number[] {
-  if (period >= ohlcv.length) {return [];}
+  if (period >= ohlcv.length) {
+    return [];
+  }
 
   const trueRanges: number[] = [];
 
@@ -166,7 +174,9 @@ export function stochastic(
   kPeriod: number = 14,
   dPeriod: number = 3
 ): { k: number[]; d: number[] } {
-  if (kPeriod >= ohlcv.length) {return { k: [], d: [] };}
+  if (kPeriod >= ohlcv.length) {
+    return { k: [], d: [] };
+  }
 
   const kValues: number[] = [];
 
@@ -193,7 +203,9 @@ export function stochastic(
  * Williams %R
  */
 export function williamsR(ohlcv: OHLCVData[], period: number = 14): number[] {
-  if (period >= ohlcv.length) {return [];}
+  if (period >= ohlcv.length) {
+    return [];
+  }
 
   const result: number[] = [];
 
@@ -218,7 +230,9 @@ export function williamsR(ohlcv: OHLCVData[], period: number = 14): number[] {
  * Commodity Channel Index (CCI)
  */
 export function cci(ohlcv: OHLCVData[], period: number = 20): number[] {
-  if (period >= ohlcv.length) {return [];}
+  if (period >= ohlcv.length) {
+    return [];
+  }
 
   const typicalPrices = ohlcv.map(d => (d.high + d.low + d.close) / 3);
   const smaTP = sma(typicalPrices, period);
@@ -244,7 +258,9 @@ export function cci(ohlcv: OHLCVData[], period: number = 20): number[] {
  * Momentum
  */
 export function momentum(prices: number[], period: number = 10): number[] {
-  if (period >= prices.length) {return [];}
+  if (period >= prices.length) {
+    return [];
+  }
 
   const result: number[] = [];
 
@@ -260,7 +276,9 @@ export function momentum(prices: number[], period: number = 10): number[] {
  * Rate of Change (ROC)
  */
 export function roc(prices: number[], period: number = 10): number[] {
-  if (period >= prices.length) {return [];}
+  if (period >= prices.length) {
+    return [];
+  }
 
   const result: number[] = [];
 
@@ -280,7 +298,9 @@ export function roc(prices: number[], period: number = 10): number[] {
  * Money Flow Index (MFI)
  */
 export function mfi(ohlcv: OHLCVData[], period: number = 14): number[] {
-  if (period >= ohlcv.length) {return [];}
+  if (period >= ohlcv.length) {
+    return [];
+  }
 
   const typicalPrices = ohlcv.map(d => (d.high + d.low + d.close) / 3);
   const moneyFlows = ohlcv.map((d, i) => typicalPrices[i] * d.volume);
@@ -317,7 +337,9 @@ export function mfi(ohlcv: OHLCVData[], period: number = 14): number[] {
  * On-Balance Volume (OBV)
  */
 export function obv(ohlcv: OHLCVData[]): number[] {
-  if (ohlcv.length === 0) {return [];}
+  if (ohlcv.length === 0) {
+    return [];
+  }
 
   const result: number[] = [ohlcv[0].volume];
 
@@ -341,7 +363,9 @@ export function obv(ohlcv: OHLCVData[]): number[] {
  * Accumulation/Distribution Line
  */
 export function accumulationDistribution(ohlcv: OHLCVData[]): number[] {
-  if (ohlcv.length === 0) {return [];}
+  if (ohlcv.length === 0) {
+    return [];
+  }
 
   const result: number[] = [];
   let adLine = 0;
@@ -367,7 +391,9 @@ export function accumulationDistribution(ohlcv: OHLCVData[]): number[] {
  * Chaikin Money Flow (CMF)
  */
 export function chaikinMoneyFlow(ohlcv: OHLCVData[], period: number = 20): number[] {
-  if (period >= ohlcv.length) {return [];}
+  if (period >= ohlcv.length) {
+    return [];
+  }
 
   const adValues: number[] = [];
 
@@ -406,7 +432,9 @@ export function parabolicSAR(
   step: number = 0.02,
   maxStep: number = 0.2
 ): number[] {
-  if (ohlcv.length < 2) {return [];}
+  if (ohlcv.length < 2) {
+    return [];
+  }
 
   const result: number[] = [];
   let trend = 1; // 1 for uptrend, -1 for downtrend
@@ -467,7 +495,9 @@ export function parabolicSAR(
  * Aroon Indicator
  */
 export function aroon(ohlcv: OHLCVData[], period: number = 14): { up: number[]; down: number[] } {
-  if (period >= ohlcv.length) {return { up: [], down: [] };}
+  if (period >= ohlcv.length) {
+    return { up: [], down: [] };
+  }
 
   const up: number[] = [];
   const down: number[] = [];
@@ -505,7 +535,9 @@ export function adx(
   ohlcv: OHLCVData[],
   period: number = 14
 ): { adx: number[]; plusDI: number[]; minusDI: number[] } {
-  if (period >= ohlcv.length) {return { adx: [], plusDI: [], minusDI: [] };}
+  if (period >= ohlcv.length) {
+    return { adx: [], plusDI: [], minusDI: [] };
+  }
 
   const trueRanges: number[] = [];
   const plusDM: number[] = [];
@@ -572,7 +604,9 @@ export function adx(
  * Volume Weighted Moving Average (VWMA)
  */
 export function vwma(ohlcv: OHLCVData[], period: number = 20): number[] {
-  if (period >= ohlcv.length) {return [];}
+  if (period >= ohlcv.length) {
+    return [];
+  }
 
   const result: number[] = [];
 
@@ -607,7 +641,9 @@ export function pivotPoints(ohlcv: OHLCVData[]): Array<{
   support2: number;
   support3: number;
 }> {
-  if (ohlcv.length === 0) {return [];}
+  if (ohlcv.length === 0) {
+    return [];
+  }
 
   const result: Array<{
     pivot: number;
diff --git a/libs/utils/src/calculations/volatility-models.ts b/libs/utils/src/calculations/volatility-models.ts
index 6ed23a8..74ee7e8 100644
--- a/libs/utils/src/calculations/volatility-models.ts
+++ b/libs/utils/src/calculations/volatility-models.ts
@@ -242,7 +242,9 @@ export function identifyVolatilityRegimes(
   // Classify returns into regimes
   const regimeSequence = absReturns.map(absRet => {
     for (let i = 0; i < thresholds.length; i++) {
-      if (absRet <= thresholds[i]) {return i;}
+      if (absRet <= thresholds[i]) {
+        return i;
+      }
     }
     return numRegimes - 1;
   });
@@ -537,7 +539,9 @@ export function calculateYangZhangVolatility(
  * Parkinson volatility estimator
  */
 export function parkinsonVolatility(ohlcv: OHLCVData[], annualizationFactor: number = 252): number {
-  if (ohlcv.length < 2) {return 0;}
+  if (ohlcv.length < 2) {
+    return 0;
+  }
   const sum = ohlcv.slice(1).reduce((acc, curr) => {
     const range = Math.log(curr.high / curr.low);
     return acc + range * range;
diff --git a/libs/vector-engine/src/index.ts b/libs/vector-engine/src/index.ts
index 4815cc0..5f38097 100644
--- a/libs/vector-engine/src/index.ts
+++ b/libs/vector-engine/src/index.ts
@@ -326,7 +326,9 @@ export class VectorEngine {
     let peak = equity[0];
 
     for (const eq of equity) {
-      if (eq > peak) {peak = eq;}
+      if (eq > peak) {
+        peak = eq;
+      }
       drawdown.push((peak - eq) / peak);
     }