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Risk Metrics: Crypto Version 

BITBAY:BTCUSD120

الوصف

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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

ملاحظات الأخبار

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//update

ملاحظات الأخبار

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//update removed variable

ملاحظات الأخبار

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//added log-returns + geometric returns
VolatilitycryptoriskmetricBTCBTCUSDbtc-correlationBTC-BETAbetacorrelation
التعليقات
aStoicsTradingTools
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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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@aStoicsTradingTools, Did you manage do it?
aStoicsTradingTools
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@Maximalist1997, No, but tradingview added the sortino ratio
المزيد