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

Portfolio Metrics **New**

'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


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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