renkun-ken/trademetrics: A Collection of Trading Performance Measures
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.
Getting started
Browse package contents
Package details |
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| Maintainer | |
| License | MIT + file LICENSE |
| Version | 0.0.0.9000 |
| URL | https://github.com/renkun-ken/trademetrics |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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