In my work I found it very useful to grade performance based on K-Ratio. You can read about it here: http://www.styleadvisor.com/content/k-ratio
I am not associated with the company in the link.
I have implemented it in addition to other metrics. See source files.
All mistakes are mine. Use it at your own risk.
I would appreciate feedback.
P.S. While working on the plugin I was using Sharpe ratio as template. I have noticed that arguments are passed as values (not ref). Is it general practice with other RE code? I would expect performance and memory penalties.
Tuesday March 25 2014 by