trademetrics provides a collection of trading performance measures, including return measures, risk measures, risk-adjusted return measures, and indicators for other purposes. These measures are implemented without heavy dependencies and thus work with high performance, which can be time-efficient in batch computing with massive trading/backtest data.
A Collection of Trading Performance Measures
License
renkun-ken/trademetrics
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
Folders and files
Name | Name | Last commit message | Last commit date | |
---|---|---|---|---|
Repository files navigation
About
A Collection of Trading Performance Measures
Resources
License
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published