1. Is it possible to add some statistics for each bucket for all the period inspected? ( annual return, std, sharpe ratio, sortino ratio, avg excess return for up/down markets, max drawdowns, martin ratio)
This will very helpfull for comparing different ranking systems.
2. Add an option for different price transactions (next open/close/avg hi and low) when running ranking performance.
Results: Total score: 25 , # of Votes: 7 , Average: 3.6
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Requested by: Amitron
On date: 03/27/17
Category: Ranking

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