Estimator 1.0.4

There is a newer version of this package available.
See the version list below for details.

dotnet add package Estimator --version 1.0.4

NuGet\Install-Package Estimator -Version 1.0.4

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="1.0.4" />

For projects that support PackageReference, copy this XML node into the project file to reference the package.

paket add Estimator --version 1.0.4

The NuGet Team does not provide support for this client. Please contact its maintainers for support.

#r "nuget: Estimator, 1.0.4"

#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=1.0.4

// Install Estimator as a Cake Tool
#tool nuget:?package=Estimator&version=1.0.4

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

GitHub Workflow Status (with event) GitHub

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 - 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	Compatible and additional computed target framework versions.
.NET	net5.0 was computed. net5.0-windows was computed. net6.0 was computed. net6.0-android was computed. net6.0-ios was computed. net6.0-maccatalyst was computed. net6.0-macos was computed. net6.0-tvos was computed. net6.0-windows was computed. net7.0 was computed. 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.
.NET Core	netcoreapp2.0 was computed. netcoreapp2.1 was computed. netcoreapp2.2 was computed. netcoreapp3.0 was computed. netcoreapp3.1 was computed.
.NET Standard	netstandard2.0 is compatible. netstandard2.1 was computed.
.NET Framework	net461 was computed. net462 was computed. net463 was computed. net47 was computed. net471 was computed. net472 was computed. net48 was computed. net481 was computed.
MonoAndroid	monoandroid was computed.
MonoMac	monomac was computed.
MonoTouch	monotouch was computed.
Tizen	tizen40 was computed. tizen60 was computed.
Xamarin.iOS	xamarinios was computed.
Xamarin.Mac	xamarinmac was computed.
Xamarin.TVOS	xamarintvos was computed.
Xamarin.WatchOS	xamarinwatchos was computed.

Compatible target framework(s)

Included target framework(s) (in package)

Learn more about Target Frameworks and .NET Standard.

.NETStandard 2.0
- MathNet.Numerics (>= 5.0.0)

NuGet packages

This package is not used by any NuGet packages.

GitHub repositories

This package is not used by any popular GitHub repositories.