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
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
default is set to logarithmic returns with lookahead off
Notas de Lançamento:
hexidecimal color switch
Notas de Lançamento:
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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)
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:
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Notas de Lançamento:
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