Expand description
Python bindings for trading performance statistics.
Modulesยง
- alpha
- beta_
ratio - cagr
- calmar_
ratio - down_
capture_ ratio - expectancy
- expected_
shortfall - information_
ratio - long_
ratio - loser_
avg - loser_
max - loser_
min - max_
drawdown - omega_
ratio - profit_
factor - returns_
avg - returns_
avg_ loss - returns_
avg_ win - returns_
kurtosis - returns_
skewness - returns_
volatility - risk_
return_ ratio - sharpe_
ratio - sortino_
ratio - tail_
ratio - tracking_
error - treynor_
ratio - ulcer_
index - up_
capture_ ratio - value_
at_ risk - win_
rate - winner_
avg - winner_
max - winner_
min