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 +7
  • Project QuantAnalyzer
  • Type Feature
  • Status New
  • Priority Low

History

JK
#1

Insanity82007

24.02.2021 11:21

Task created

JK
#2

Insanity82007

24.02.2021 11:21
Voted for this task.
L
#3

Lumen2730

24.02.2021 11:23
Voted for this task.
JK
#4

Insanity82007

24.02.2021 11:26

Attachment MAE.java added

MAE.java
(2.49 KiB)
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%.



k
#5

Karish

24.02.2021 12:06
Voted for this task.
b
#6

beppil

01.03.2021 02:18
Voted for this task.
pj
#7

Jean

07.05.2021 22:31
Voted for this task.
a
#8

Adriano

07.05.2021 22:32
Voted for this task.
p
#9

Primebot

24.05.2021 17:44
Voted for this task.

Votes: +7

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