OPEN-SOURCE SCRIPT
已更新

Multi-Asset Portfolio

2 900
With thanks to luminaryfi for tradingview.com/script/0T7X2HEB-Portfolio-Metrics-α-Jensen-s-β-CAPM-Ra-Sharpe-Treynor/, this indicator calculates basic metrics and statistics for a multi-asset portfolio. Note that returns are plotted after being multiplied by 100 in order allow the series to be visible against the other statistics.
版本注释
Chart updated to better reflect indicator
版本注释
returns to logreturns across the board
版本注释
Typo fix

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