TradingView
luminaryfi
4 Sep 2020 pukul 22.44
Risk Metrics: Crypto Version
BITBAY:BTCUSD
120
Deskripsi
⋅
4 Sep 2020 pukul 22.44
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
Catatan Rilis
⋅
5 Sep 2020 pukul 04.22
//update
Catatan Rilis
⋅
5 Sep 2020 pukul 04.24
//update removed variable
Catatan Rilis
⋅
6 Sep 2020 pukul 20.56
//added log-returns + geometric returns
Volatility
crypto
risk
metric
BTC
BTCUSD
btc-correlation
BTC-BETA
beta
correlation
Komentar
aStoicsTradingTools
⋅
13 Nov 2020 pukul 20.00
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
⋅
15 Jan 2022 pukul 17.45
@aStoicsTradingTools
, Did you manage do it?
aStoicsTradingTools
⋅
16 Jan 2022 pukul 10.51
@Maximalist1997
, No, but tradingview added the sortino ratio
Lebih lanjut
Do you think you could make similar statistics for strategies ?
I'm currently working on trying to compute the sortino on my strategies