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Add "Risk of Ruin" to SQX

It's good idea to know how much is the RoR.
Please add it.
Attachments
  • Votes +3
  • Project StrategyQuant X
  • Type Feature
  • Status New
  • Priority Normal

History

AA
#1

Alex

08.09.2022 08:52

Task created

AA
#2

Alex

12.09.2022 14:27

Attachment Screenshot 2022-09-12 152608.png added

Screenshot 2022-09-12 152608.png
Screenshot 2022-09-12 152608.png
(192.78 KiB)
AA
#3

Alex

12.09.2022 14:27

Although calculating Risk of Ruin using Monte Carlo method is better, but there are some ways to add it inside strategy reports.


1. Please check below link:

https://improve-your.trade/blog/risk-of-ruin-in-trading

And add this section: "How to calculate the Risk of Ruin using Ralph Vince formula" to SQX.



2. Please add Risk of Ruin calculated in Quant Analyzer to SQX

b
#4

bentra

12.09.2022 14:32
duplicate:
https://roadmap.strategyquant.com/tasks/sq4_7290
HH
#5

Hans

20.10.2022 23:32
Voted for this task.
k
#6

Karish

29.10.2022 18:29
Voted for this task.
CG
#7

Chris G

31.10.2022 13:55
Voted for this task.
Votes: +3

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