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
リリースノート:
Removed log and geometric returns. Will release adjusted returns script.
リリースノート:
//corrected errors
リリースノート:
//no update - adjusted chart and indicator
リリースノート:
adjusted hexidecimal colors for better UX.
default is set to logarithmic returns with lookahead off
default is set to logarithmic returns with lookahead off
リリースノート:
hexidecimal color switch
リリースノート:
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リリースノート:
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)
リリースノート:
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リリースノート:
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