TradingView
luminaryfi
4 de Set de 2020 22:44
Risk Metrics: Crypto Version
BITBAY:BTCUSD
120
Descrição
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4 de Set de 2020 22:44
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
Notas de Lançamento
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5 de Set de 2020 04:22
//update
Notas de Lançamento
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5 de Set de 2020 04:24
//update removed variable
Notas de Lançamento
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6 de Set de 2020 20:56
//added log-returns + geometric returns
Volatility
crypto
risk
metric
BTC
BTCUSD
btc-correlation
BTC-BETA
beta
correlation
Comentários
aStoicsTradingTools
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13 de Nov de 2020 20:00
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
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15 de Jan de 2022 17:45
@aStoicsTradingTools
, Did you manage do it?
aStoicsTradingTools
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16 de Jan de 2022 10:51
@Maximalist1997
, No, but tradingview added the sortino ratio
Mais
Do you think you could make similar statistics for strategies ?
I'm currently working on trying to compute the sortino on my strategies