Class SummaryStatistics

Namespace

Balsam.EventStudy

Assembly

Balsam.Backtester.dll

Encapsulates summary statistics for a particular horizon.

public class SummaryStatistics

Inheritance

object

SummaryStatistics

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

object.ToString()

Extension Methods

Excel.ExportToExcel(object)

Clipboard.CopyToClipboard(object)

Properties

Average

Gets the average return.

public double Average { get; }

Property Value

double

BenchmarkObservations

Gets the number of obervations in the benchmark.

public int BenchmarkObservations { get; }

Property Value

int

BenchmarkPercentUp

Gets the percent of benchmark returns that were positive.

public double BenchmarkPercentUp { get; }

Property Value

double

BenchmarkReturn

Gets the benchmark return.

public double BenchmarkReturn { get; }

Property Value

double

BenchmarkStandardDeviation

Gets the standard deviation of benchmark returns.

public double BenchmarkStandardDeviation { get; }

Property Value

double

Expectation

Gets the expectation.

public double Expectation { get; }

Property Value

double

Horizon

Gets the horizon.

public int Horizon { get; }

Property Value

int

Median

Gets the median return.

public double Median { get; }

Property Value

double

NetReturn

Gets the average return net of the benchmark.

public double NetReturn { get; }

Property Value

double

Observations

Gets the number of observations.

public int Observations { get; }

Property Value

int

PercentUp

Gets the percent of observations that were positive.

public double PercentUp { get; }

Property Value

double

StandardDeviation

Gets the standard deviation.

public double StandardDeviation { get; }

Property Value

double

TStat

Gets the t-stat.

public double TStat { get; }

Property Value

double