OPEN-SOURCE SCRIPT

Asset Selection Table

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Math is by QuantiLuxe's Rolling Risk-Adjusted Performance Ratios, Thank you G
Link:
Rolling Risk-Adjusted Performance Ratios


Table to help collecting asset performance data.

10 variable Timeframe's and 10 variable Assets. (Adapt in Settings)

Sharpe, Sortino and Omega Rates Z-Scored and Averaged. (Switch in Settings)


Don't look at the code... It looks like shit but works.

Opening it takes some time, deal with it. (Especially with more Assets and Timeframes)

Be careful with the timeframes... Assets that are younger than the timeframes selected don't break the code but give inaccurate numbers.

Have Fun!

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