OPEN-SOURCE SCRIPT

Ultimate Correlation & Performance Metric Table

117
Correlation calculations for SPX, DXY, GOLD, US10Y, RE & OIL.

Sharpe, Sortino and Omega Ratio.

No need to change the underlying asset. If you want for example the correlations and performance metrics for BTC simply load it onto the BTC chart.

Short Term = 10D, 15D, 20D, 30D & AVG
Medium Term = 15D, 30D, 60D, 90D & AVG
Long Term = 90D, 180D, 270D, 365D & AVG
Full Table = 10D, 15D, 20D, 30D, 60D, 90D, 180D, 270D, 365D, 1000D & AVG

免責聲明

這些資訊和出版物並非旨在提供,也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。