Estimator 1.0.1
There is a newer version of this package available.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 1.0.1
NuGet\Install-Package Estimator -Version 1.0.1
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="1.0.1" />
For projects that support PackageReference, copy this XML node into the project file to reference the package.
paket add Estimator --version 1.0.1
The NuGet Team does not provide support for this client. Please contact its maintainers for support.
#r "nuget: Estimator, 1.0.1"
#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=1.0.1 // Install Estimator as a Cake Tool #tool nuget:?package=Estimator&version=1.0.1
The NuGet Team does not provide support for this client. Please contact its maintainers for support.
Statistics in trading
Used for trading strategy evaluation in the Terminal application.
Status
Install-Package Estimator
Ratios
- CAGR - compound annual growth rate
- 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.