pfei

Here is 1 public repository matching this topic...

FaraoneFaib / PF-Efficiency-Index---PFEI-nonlinear-performance-metric-for-trading-systems-and-risk-management

PF Efficiency Index PFEI a nonlinear metric for evaluating the structural efficiency and robustness of trading systems based on profit factor, win rate and loss structure

trading trading-strategies performance-analysis quantitative-finance algorithmic-trading expectancy faib risk-management-analysis profit-factor pfei

Updated Feb 24, 2026
Python

Improve this page

Add a description, image, and links to the pfei topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the pfei topic, visit your repo's landing page and select "manage topics."

Learn more

Provide feedback

Saved searches

Use saved searches to filter your results more quickly

pfei

Here is 1 public repository matching this topic...

FaraoneFaib / PF-Efficiency-Index---PFEI-nonlinear-performance-metric-for-trading-systems-and-risk-management

Improve this page

Add this topic to your repo