Estimator 1.0.0
There is a newer version of this package available.
See the version list below for details.
See the version list below for details.
dotnet add package Estimator --version 1.0.0
NuGet\Install-Package Estimator -Version 1.0.0
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package.
<PackageReference Include="Estimator" Version="1.0.0" />
For projects that support PackageReference, copy this XML node into the project file to reference the package.
paket add Estimator --version 1.0.0
The NuGet Team does not provide support for this client. Please contact its maintainers for support.
#r "nuget: Estimator, 1.0.0"
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package.
// Install Estimator as a Cake Addin #addin nuget:?package=Estimator&version=1.0.0 // Install Estimator as a Cake Tool #tool nuget:?package=Estimator&version=1.0.0
The NuGet Team does not provide support for this client. Please contact its maintainers for support.
Statistics and performance metrics in trading
Used for trading strategy evaluation in the Terminal application.
Status
Install-Package Estimator
Ratios
- AHPR - average holding period returns
- GHPR - geometric holding period returns
- CAGR - compound annual growth rate
- ROC - rate of change
- Edge ratio or E-Ratio - ratio between MFE and MAE
- Kestner ratio or K-Ratio - deviation from the expected returns curve
- MAE - maximum adverse excursion or maximum unrealized loss
- MFE - maximum favorable excursion or maximum unrealized profit
- MAR ratio - minimum acceptance return or a gain-to-pain ratio between returns and max loss
- LR Correlation - correlation between a series and its linear regression
- Sharpe ratio - reward to risk ratio for a selected period
- Sortino ratio - reward to risk ratio for a selected period measuring downside
- Standard Z-Score - probability of the losing or winning strikes
- Sterling ratio - ratio between returns and average loss
| Product | Versions Compatible and additional computed target framework versions. |
|---|---|
| .NET | net7.0 is compatible. net7.0-android was computed. net7.0-ios was computed. net7.0-maccatalyst was computed. net7.0-macos was computed. net7.0-tvos was computed. net7.0-windows was computed. net8.0 was computed. net8.0-android was computed. net8.0-browser was computed. net8.0-ios was computed. net8.0-maccatalyst was computed. net8.0-macos was computed. net8.0-tvos was computed. net8.0-windows was computed. |
Compatible target framework(s)
Included target framework(s) (in package)
Learn more about Target Frameworks and .NET Standard.
-
net7.0
- No dependencies.
NuGet packages
This package is not used by any NuGet packages.
GitHub repositories
This package is not used by any popular GitHub repositories.