Portfolio Metrics **New**
'returns'
'log returns'
'geometric returns'
portfolio alpha
portfolio beta
portfolio,market correlation
portfolio standard deviation
portfolio variance
mean portfolio returns
maximum drawdown
maximum gain
'returns'
'log returns'
'geometric returns'
portfolio alpha
portfolio beta
portfolio,market correlation
portfolio standard deviation
portfolio variance
mean portfolio returns
maximum drawdown
maximum gain
Информация о релизе:
Removed log and geometric returns. Will release adjusted returns script.
Информация о релизе:
//corrected errors
Информация о релизе:
//no update - adjusted chart and indicator
Информация о релизе:
adjusted hexidecimal colors for better UX.
default is set to logarithmic returns with lookahead off
default is set to logarithmic returns with lookahead off
Информация о релизе:
hexidecimal color switch
Информация о релизе:
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Информация о релизе:
Fixed Risk-Free Rate Bug
Added Display Options:
Group-Coefficents (Alpha, Beta)
Group-Proft.Loss (Max Drawdown, Max Gain)
Group-Stats (Standard Deviation, Variance, Correlation, R-Squared)
Added Display Options:
Group-Coefficents (Alpha, Beta)
Group-Proft.Loss (Max Drawdown, Max Gain)
Group-Stats (Standard Deviation, Variance, Correlation, R-Squared)
Информация о релизе:
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Информация о релизе:
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