README.md
In renkun-ken/trademetrics: A Collection of Trading Performance Measures
trademetrics
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.
renkun-ken/trademetrics documentation built on May 27, 2019, 5:51 a.m.
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trademetrics
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.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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