Estimator 1.0.5

.NET Standard 2.0 This package targets .NET Standard 2.0. The package is compatible with this framework or higher.
There is a newer version of this package available.
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                

                    
                

            
#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

Statistics in trading

Used for trading strategy evaluation in the Terminal application.

Status

Install-Package Estimator

GitHub Workflow Status (with event) GitHub 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

Services

  • Cointegration - Johansen test
  • Option - Black-Scholes model
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.

NuGet packages

This package is not used by any NuGet packages.

GitHub repositories

This package is not used by any popular GitHub repositories.

Version Downloads Last updated
1.0.6 110 10/23/2024
1.0.5 67 10/23/2024
1.0.4 74 10/23/2024
1.0.3 146 8/27/2024
1.0.2 186 3/16/2024
1.0.1 208 5/21/2023
1.0.0 139 5/17/2023