didierlopes.eth 0e3b62e143 Portfolio improvements (#1818) ...

* improve portfolio controller

* improve menu ux with disabling command when port or bench are not loaded

* allow custom reset with benchmark and portfolio loaded

* bench needs portfolio loaded to use start date, reflect that

* fix tests

* allow to see sum of a portfolio holdings

* add r-square to portfolio

* add skewness of data

* add kurtosis

* add stats

* allow perf command to select a period

* add yearly returns to cumulative return plot

* add individual rolling volatility

* add individual rolling sharpe

* add individual rolling sortino

* add individual rolling beta

* add period to cumulative returns

* clean up on aisle 5

* minor fix

* add volatility, sharpe ratio, sortino ratio and maximum drawdown ratio

* remove duplicated metrics

* check for portfolio and benchmark more modular

* fix tests

* remove sqrt(N) and N from sharpe and sortino calculations

* allow hold to export raw data from tail

* automatically add space before and after table

* add portfolio holdings in percentage

* fix relative dates to be more accurate

* refactor metric command to allow to select a metric of interest and check different periods

* fix cumulative return and implement new yearly return command

* add daily returns graph

* add distribution of daily returns command

* add monthly returns command

* add summary command with multiple metrics for a specific period

* calculate yearly (out)performance

* fix show

* rbeta with benchmark of 1

* improve mret style

* improve title of distribution

* improve volatility

* minor improvement in doc

* improve mret and yret

* tests

* update portfolio content on hugo docs

* fix ycrv hugo docs

* Update _index.md

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* fix issue

Co-authored-by: Jeroen Bouma <jer.bouma@gmail.com>

2022-05-19 14:26:37 +01:00

..

api

Updating some names (#1575)

2022-03-29 09:46:26 -04:00

bots

Fix bugs, remove feargeed and improve help messages (#1767)

2022-05-05 18:18:58 +03:00

terminal

Portfolio improvements (#1818)

2022-05-19 14:26:37 +01:00

_index.md

Fixes 1636 - hugo docs showing white bg (#1800)

2022-05-12 01:34:38 +02:00

gst_logo_lockup_rGreen_with_letters.png

Fixes 1636 - hugo docs showing white bg (#1800)

2022-05-12 01:34:38 +02:00