What is rangebar-eval-metrics?
Range bar evaluation metrics for quant trading. TRIGGERS - range bar metrics, Sharpe ratio, WFO metrics, PSR DSR MinTRL. Source: terrylica/cc-skills.
Range bar evaluation metrics for quant trading. TRIGGERS - range bar metrics, Sharpe ratio, WFO metrics, PSR DSR MinTRL.
Quickly install rangebar-eval-metrics AI skill to your development environment via command line
Source: terrylica/cc-skills.
Machine-readable reference + computation scripts for state-of-the-art metrics evaluating range bar (price-based sampling) data.
| Primary (5) | Research decisions | weeklysharpe, hitrate, cumulativepnl, nbars, positivesharperate | Per-fold + aggregate | | Secondary/Risk (5) | Additional context | maxdrawdown, barsharpe, returnperbar, profitfactor, cvfoldreturns | Per-fold | | ML Quality (3) | Prediction health | ic, predictionautocorr, iscollapsed | Per-fold |
| Diagnostic (5) | Final validation | psr, dsr, autocorrlag1, effectiven, binomialpvalue | Aggregate only | | Extended Risk (5) | Deep risk analysis | var95, cvar95, omegaratio, sortinoratio, ulcerindex | Per-fold (optional) |
Range bar evaluation metrics for quant trading. TRIGGERS - range bar metrics, Sharpe ratio, WFO metrics, PSR DSR MinTRL. Source: terrylica/cc-skills.
Stable fields and commands for AI/search citations.
npx skills add https://github.com/terrylica/cc-skills --skill rangebar-eval-metricsRange bar evaluation metrics for quant trading. TRIGGERS - range bar metrics, Sharpe ratio, WFO metrics, PSR DSR MinTRL. Source: terrylica/cc-skills.
Open your terminal or command line tool (Terminal, iTerm, Windows Terminal, etc.) Copy and run this command: npx skills add https://github.com/terrylica/cc-skills --skill rangebar-eval-metrics Once installed, the skill will be automatically configured in your AI coding environment and ready to use in Claude Code, Cursor, or OpenClaw
https://github.com/terrylica/cc-skills