Biên tập viên chọnOPEN-SOURCE SCRIPT
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
'returns'
'log returns'
'geometric returns'
portfolio alpha
portfolio beta
portfolio,market correlation
portfolio standard deviation
portfolio variance
mean portfolio returns
maximum drawdown
maximum gain
Phát hành các Ghi chú
Removed log and geometric returns. Will release adjusted returns script.Phát hành các Ghi chú
//corrected errorsPhát hành các Ghi chú
//no update - adjusted chart and indicatorPhát hành các Ghi chú
adjusted hexidecimal colors for better UX. default is set to logarithmic returns with lookahead off
Phát hành các Ghi chú
hexidecimal color switchPhát hành các Ghi chú
//Phát hành các Ghi chú
Fixed Risk-Free Rate BugAdded Display Options:
Group-Coefficents (Alpha, Beta)
Group-Proft.Loss (Max Drawdown, Max Gain)
Group-Stats (Standard Deviation, Variance, Correlation, R-Squared)
Phát hành các Ghi chú
//Phát hành các Ghi chú
//Mã nguồn mở
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.
Thông báo miễn trừ trách nhiệm
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
Mã nguồn mở
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.
Thông báo miễn trừ trách nhiệm
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.