Interface | Description |
---|---|
IKPICollector |
Interface for collection account specific KPIs
|
Class | Description |
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DrawDown |
A drawdown is the peak-to-trough decline during a specific record period of
an investment, fund or commodity.
|
DrawDownValue |
Individual value for the DrawDown calculation
|
KPIValue |
Value for a KPI
|
NumberOfTrades |
Calculation logic for Number of trades, selles, buys...
|
Return |
A return is the gain or loss of a security in a particular period.
|
SharpeRatio |
The Sharpe Ratio is a measure for calculating risk-adjusted return, and this
ratio has become the industry standard for such calculations.
|
Enum | Description |
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KPI |
Enum of all supported KPIs
|