Uses of Package
com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios
Packages that use com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios
Package
Description
Risk-adjusted performance ratios.
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Classes in com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratios used by com.wualabs.qtsurfer.engine.indicators.statistics.pro.ratiosClassDescriptionRolling Calmar Ratio with O(1) per-tick updates.Rolling Information Ratio with O(1) per-tick updates.Rolling Omega Ratio with O(1) per-tick updates.Rolling Sharpe Ratio with O(1) per-tick updates.Rolling Sortino Ratio with O(1) per-tick updates.Rolling Tail Ratio with O(n) per-tick updates via sorted insertion.Rolling Treynor Ratio with O(1) per-tick updates.