Metrics
=======

Functions for computing metrics.

.. autosummary::
   :toctree: generated/
   :nosignatures:

   sigmaquant.performance.metrics.sharpe_ratio
   sigmaquant.performance.metrics.sortino_ratio
   sigmaquant.performance.metrics.calmar_ratio
   sigmaquant.performance.metrics.omega_ratio
   sigmaquant.performance.metrics.hit_rate
   sigmaquant.performance.metrics.period_hit_rate
   sigmaquant.performance.metrics.skew
   sigmaquant.performance.metrics.excess_kurtosis
   sigmaquant.performance.metrics.tracking_error
   sigmaquant.performance.metrics.information_ratio