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luminaryfi
25 Th08 2020 03:42

Portfolio Metrics = α(Jensen's), β, CAPM(Ra), Sharpe, Treynor 

Microsoft CorporationNASDAQ

Mô tả

Portfolio Metrics...

Standard Deviation

Jensen's Alpha

Beta

Expected Return (CAPM, Ra)

Sharpe Ratio

Treynor Ratio

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Phát hành các Ghi chú

error correction
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luminaryfi
//discontinued support
//new indicator will be released
cryptodavinci
This is f**king amazing, thank you.
subashg07
Hi LUMIN, Can you please tell us how to use this and how it will be helpful?
MikeColfs71
Hi luminaryfi, Fantastic work!!, would it be more efficient to use global arrays, to push much of the processing into static functions. Secondly, although the line indicator advantages those looking for historical data, is there a version which uses a label overlay, or would this be problematic with the bar_lookahead?
andrewtiosa
wow. thanks for this
angelitos
Just excellent work, thank you.
luminaryfi
@angelitos, no problem! thanks!! If you have any scripts you would like to see, I'll be happy to write it. I've just been doing them for coding practice. I always make the source code open-source too.
angelitos
@luminaryfi, Perfect I will write you soon :)
angelitos
@luminaryfi, Hello I hope you are well. As you offered me here I have a project for you. Investing based on angles and slopes is a disruptive concept but I think it is going to be a very effective technique. Here I present this script based on that model to identify trends from mild to extreme but only downward. I wonder if you can program it, I think, in an inverse way so that it can give the same signals towards the upside, although the two indicators that are consigned in a single script. I look forward to your kind comments, thank you.
tradingview.com/v/EhcpCNzO/
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