github-featured / quantconnect--lean

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    Add Sortino ratio to statistics and report (#6698)

    frostbyte_neo 发布于 2023-12-13 00:06:13 +00:00 | 1142 次提交 在此版本后已推送到 master

    • Add Sortino ratio to statistics and report

    • Adds Sortino Ratio to Report Key Statistics

    • Addresses Peer-Review

    Reuse SharpeRatioReportElement and change the template.

    • Reuse Calculations Across Statistics and PortfolioStatistics

    • Adds Sortino Ratio to Regression Algorithms

    • Removes Sortino Ratio from Optimization Result Table

    Co-authored-by: Alexandre Catarino AlexCatarino@users.noreply.github.com

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