luminaryfi

Portfolio: alpha, beta, stdev, variance, mean, max drawdown...

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

版本注释: Removed log and geometric returns. Will release adjusted returns script.
版本注释: //corrected errors
版本注释: //no update - adjusted chart and indicator
版本注释: adjusted hexidecimal colors for better UX.
default is set to logarithmic returns with lookahead off
版本注释: hexidecimal color switch
版本注释: //
版本注释: 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)
版本注释: //
版本注释: //
从常用脚本中删除 添加到常用脚本

评论

This publication is now featured in our Editors' Picks. In the name of all TradingView traders, thank you for your valuable contribution to the TradingView community, and congrats!
+4 回复
Good job
+2 回复
important note: these scripts will not be accurate for the recent stock splits of TSLA and AAPL. Will release an adjusted returns script.
+2 回复
Thanks for sharing
+1 回复
Nice work
+1 回复
Nice job
+1 回复
keep posting
+1 回复
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