|
Amitron
ISRAEL
Joined:
Oct 13, 2010
Post Count:
46
Offline
|
|
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
.
|
