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
發布通知:
Removed log and geometric returns. Will release adjusted returns script.
發布通知:
//corrected errors
發布通知:
//no update - adjusted chart and indicator
發布通知:
adjusted hexidecimal colors for better UX.
default is set to logarithmic returns with lookahead off
default is set to logarithmic returns with lookahead off
發布通知:
hexidecimal color switch
發布通知:
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發布通知:
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)
發布通知:
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發布通知:
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