Atualizado

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

Notas de Lançamento

Removed log and geometric returns. Will release adjusted returns script.

Notas de Lançamento

//corrected errors

Notas de Lançamento

//no update - adjusted chart and indicator

Notas de Lançamento

adjusted hexidecimal colors for better UX.
default is set to logarithmic returns with lookahead off

Notas de Lançamento

hexidecimal color switch

Notas de Lançamento

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)

Notas de Lançamento

Script de código aberto

In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.

For quick access on a chart, add this script to your favorites — learn more here.

luminaryfi

Aviso legal

As informações e publicações não devem ser e não constituem conselhos ou recomendações financeiras, de investimento, de negociação ou de qualquer outro tipo, fornecidas ou endossadas pela TradingView. Leia mais em Termos de uso.

Script de código aberto

For quick access on a chart, add this script to your favorites — learn more here.

luminaryfi