TradingView
luminaryfi
Sep 4, 2020 10:44 PM
Risk Metrics: Crypto Version
BITBAY:BTCUSD
120
描述
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Sep 4, 2020 10:44 PM
Risk Metrics for Crypto.
Market can be set to BTCUSD, BTCEUR, BTCCHF, BTCGBP, BTC1!, BTC2!, SPX, and DTB3
Beta
Correlation
Standard Deviation
Variance
R-squared
版本注释
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Sep 5, 2020 4:22 AM
//update
版本注释
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Sep 5, 2020 4:24 AM
//update removed variable
版本注释
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Sep 6, 2020 8:56 PM
//added log-returns + geometric returns
Volatility
crypto
risk
metric
BTC
BTCUSD
btc-correlation
BTC-BETA
beta
correlation
评论
aStoicsTradingTools
⋅
Nov 13, 2020 8:00 PM
Hello there,
Do you think you could make similar statistics for strategies ?
I'm currently working on trying to compute the sortino on my strategies
Maximalist1997
⋅
Jan 15, 2022 5:45 PM
@aStoicsTradingTools
, Did you manage do it?
aStoicsTradingTools
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Jan 16, 2022 10:51 AM
@Maximalist1997
, No, but tradingview added the sortino ratio
更多
Do you think you could make similar statistics for strategies ?
I'm currently working on trying to compute the sortino on my strategies