Summary Statistics for Strategies in DataBanks
I often find it useful to export records from a Databank and import them into Excel to calculate statistics on columns, ie, average net profit, profit factor, etc of all strategies. This is helpful when comparing two build configurations that produce two different databanks, ie, did build A produce higher OOS average net profit than build B?
It would be helpful for SQX to compute these kinds of summary statistics in real time and visualize them in a row at the bottom of a databank. It would be interesting to see these values change as the build runs and as new strategies are inserted into a databank. Summary statistics of a databank could include mean, max, min, stddev, etc of a column and could be user configurable.
I know it's possible to merge strategies into a portfolio and then inspect the 'portfolio' column values, but this requires stopping the build, creating a portfolio, and defining a custom databank view (to inspect portfolio values).
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Votes +1
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Project StrategyQuant X
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Type Feature
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Status New
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Priority Normal
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Votes: +1
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