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Performance-Probability-0.05
River stage zero No dependents
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/ Performance::Probability

NAME

Performance::Probability - The performance probability is a likelihood measure of a client reaching his/her current profit and loss.

SYNOPSYS

  use Performance::Probability qw(get_performance_probability);

  my $probability = Performance::Probability::get_performance_probability(
                                   types        => [qw/CALL PUT/],
                                   payout       => [100, 100],
                                   bought_price => [75, 55],
                                   pnl          => 1000.0,
                                   underlying   => [qw/EURUSD EURUSD/],
                                   start_time   => [1461847439, 1461930839], #time in epoch
                                   sell_time    => [1461924960, 1461931561], #time in epoch
                                   );

DESCRIPTION

The performance probability is a likelihood measure of a client reaching his/her current profit and loss.

get_performance_probability

Calculate performance probability ( modified sharpe ratio )