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QuantConnect.Report.Rolling Member List

This is the complete list of members for QuantConnect.Report.Rolling, including all inherited members.

Beta(SortedList< DateTime, double > performancePoints, SortedList< DateTime, double > benchmarkPoints, int windowSize=132)QuantConnect.Report.Rollingstatic
Sharpe(Series< DateTime, double > equityCurve, int months, int tradingDayPerYear)QuantConnect.Report.Rollingstatic