Can we add an additional evaluation index:CalmarRatio (Daliy Equity Drawdown)

Can we add an additional evaluation index, CalmarRatio (Daliy Equity Drawdown), where the computing method is not Drawdown but Daliy Equity Drawdown, This can more accurately express the relationship between return and Drawdown

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  • Votes +1
  • Project StrategyQuant X
  • Type Feature
  • Status Archived
  • Priority Normal
  • Assignee None
  • Milestone Archived (To be done later)

History

cj
#1

cjl

24.03.2019 16:29

Task created

cj
#2

cjl

24.03.2019 16:30
Voted for this task.
MF
#3

Mark Fric

16.02.2020 13:52

Status changed from New to Archived


Votes: +1

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