ExScore 1.1.5-prerelease

This is a prerelease version of ExScore.

dotnet add package ExScore --version 1.1.5-prerelease

NuGet\Install-Package ExScore -Version 1.1.5-prerelease

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="ExScore" Version="1.1.5-prerelease" />

For projects that support PackageReference, copy this XML node into the project file to reference the package.

paket add ExScore --version 1.1.5-prerelease

The NuGet Team does not provide support for this client. Please contact its maintainers for support.

#r "nuget: ExScore, 1.1.5-prerelease"

#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 ExScore as a Cake Addin
#addin nuget:?package=ExScore&version=1.1.5-prerelease&prerelease

// Install ExScore as a Cake Tool
#tool nuget:?package=ExScore&version=1.1.5-prerelease&prerelease

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.

Nuget

Install-Package ExScore

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	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.

Product

.NET

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.