is a library of performance metrics used in Wealth-Lab's Strategy Rank and Optimization tools. It is a part of MS123 Visualizers
. Typically, these can be strategy performance or especially reward/risk metrics.
The following metrics are included in the library:
To use the library, select "MS123 Scorecard" on the dropdown list in Strategy Ranking or Optimization tools - it's next to the Basic or Extended scorecards.
To download the project's open source code, please visit MS123 Visualizers