Daily Equity
It would be good to be able to have the daily equity information be part of exported SQ strategies to work with the Portfolio Master in QA.
I've attached an example picture of a strategy that shows quite a different floating equity vs actualised.
One of the things I'm getting hammered on when building portfolios is that daily equity can dip dramatically even though strategies are supposedly low correlation because this is not being taken into consideration.
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Votes +8
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Project QuantAnalyzer
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Type Feature
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Status New
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Priority Low
History
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Insanity82007
24.02.2021 11:26
I did create a correlation of extension to use MAE that goes in extend\Snippets\com\strategyquant\extend\CorrelationOf and while this is kind of helping, it's not 100%.
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Votes: +8
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