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.
์ค์น ํ ํฐ๋ฏธ๋์์ ๋ค์ ๋ช ๋ น์ ์คํํ์ฌ ์ด ์คํฌ์ ์ฌ์ฉํ ์ ์์ต๋๋ค:
skills use rangebar-eval-metrics