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Amitron
Feature Request: Add statistics for each bucket of the ranking system performance and option for different price transactions.

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.
View the feature request here .

Mar 27, 2017 1:43:41 AM       
amirans
Re: Feature Request: Add statistics for each bucket of the ranking system performance and option for different price transactions.

what about this ? any progress?

“The past is to be respected and acknowledged, but not worshipped; it is our future in which we will find our greatness.”

― Pierre Trudeau

May 9, 2018 2:25:42 AM