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artemiusgreat authored Jan 28, 2024
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Expand Up @@ -19,7 +19,7 @@ Install-Package Estimator
* 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 ratio - minimum acceptance return or a gain-to-pain ratio between returns and max loss
* 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
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