rangebar-eval-metrics
SOTA metrics for evaluating range bar (price-based sampling) financial data. Use when computing Sharpe ratios, risk metrics, ML prediction quality for range bars. TRIGGERS - range bar metrics, evaluate range bars, Sharpe ratio range bars, WFO metrics, walk-forward metrics, BiLSTM evaluation, crypto metrics, daily aggregation, sqrt(7), sqrt(365), PSR DSR MinTRL, IC information coefficient.
Installation and usage
SOTA metrics for evaluating range bar (price-based sampling) financial data. Use when computing Sharpe ratios, risk metrics, ML prediction quality for range bars. TRIGGERS - range bar metrics, evaluate range bars, Sharpe ratio range bars, WFO metrics, walk-forward metrics, BiLSTM evaluation, crypto metrics, daily aggregation, sqrt(7), sqrt(365), PSR DSR MinTRL, IC information coefficient.
Après l'installation, vous pouvez utiliser ce skill en exécutant la commande suivante dans votre terminal :
skills use rangebar-eval-metrics