Estimator 1.0.5
There is a newer version of this package available.
See the version list below for details.
See the version list below for details.
dotnet add package Estimator --version 1.0.5
NuGet\Install-Package Estimator -Version 1.0.5
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="1.0.5" />
For projects that support PackageReference, copy this XML node into the project file to reference the package.
paket add Estimator --version 1.0.5
The NuGet Team does not provide support for this client. Please contact its maintainers for support.
#r "nuget: Estimator, 1.0.5"
#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=1.0.5 // Install Estimator as a Cake Tool #tool nuget:?package=Estimator&version=1.0.5
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
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
Services
- Cointegration - Johansen test
- Option - Black-Scholes model
| Product | Versions 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.