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
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
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)
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:
//