https://github.com/renkun-ken/trademetrics

A Collection of Trading Performance Measures
https://github.com/renkun-ken/trademetrics

Last synced: 27 days ago
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A Collection of Trading Performance Measures

• Host: GitHub
• URL: https://github.com/renkun-ken/trademetrics
• Owner: renkun-ken
• License: other
• Created: 2015-10-10T09:23:21.000Z (about 9 years ago)
• Default Branch: master
• Last Pushed: 2015-10-11T01:50:57.000Z (about 9 years ago)
• Last Synced: 2023-08-06T18:11:39.221Z (over 1 year ago)
• Language: R
• Homepage:
• Size: 141 KB
• Stars: 4
• Watchers: 4
• Forks: 1
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# trademetrics

[![Linux Build Status](https://travis-ci.org/renkun-ken/trademetrics.png?branch=master)](https://travis-ci.org/renkun-ken/trademetrics) 

[![Windows Build status](https://ci.appveyor.com/api/projects/status/github/renkun-ken/trademetrics?svg=true)](https://ci.appveyor.com/project/renkun-ken/trademetrics)

[![codecov.io](http://codecov.io/github/renkun-ken/trademetrics/coverage.svg?branch=master)](http://codecov.io/github/renkun-ken/trademetrics?branch=master)

[![CRAN Version](http://www.r-pkg.org/badges/version/trademetrics)](http://cran.rstudio.com/web/packages/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.