Add Buy and Hold CAGR

Would like to add the Buy and Hold CAGR to the filters/databank metrics. This would give me the rate of return if I just held the security (or was short the security in a short strategy).



The practical application of it would be if I were running a mining strategy, I would like to be able to filter the CAGR (or CAGR/Exposure) ratio of the strategy compared to what the stock would have done on its own so that I can estimate how much of the return is attributable to the strategy itself as opposed to the upward (downward) drift of the security on its own, so that I can build filters on that.




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  • Votes +7
  • Project StrategyQuant X
  • Type Feature
  • Status New
  • Priority Normal

History

TC
#1

tmantrader

18.12.2021 16:26

Task created

TC
#2

tmantrader

18.12.2021 16:26
Voted for this task.
GF
#3

gary.formanek@gmail.com

18.12.2021 17:08
Voted for this task.
BT
#4

EndUser

18.12.2021 19:35
Voted for this task.
r
#5

Ron Bertino

18.12.2021 19:47
Voted for this task.
r
#6

Ron Bertino

18.12.2021 19:48
On a related note, it would also be useful to be able to see the "buy and hold" equity line as an option baseline which we could plot against the main algo that we're looking at.
b
#7

bentra

20.12.2021 09:14
Voted for this task.
E
#8

Emmanuel

25.12.2021 10:47
Voted for this task.
JH
#9

Jabezz

10.01.2022 10:42
Voted for this task.

Votes: +7

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