Algotrading Calculations and Diagrams

Visit /corrmatrix to see the correlation heatmap.

Visit /corrselect to see the selected correlation table.

Visit /report/ranking to see the performance report for a specific ranking.

Visit /report/nickname to see the performance report for a specific nickname.

Visit /equitycurves/ranking to see the equity curve for a specific ranking.

Visit /equitycurves/nickname/nickname to see the equity curve for a specific nickname.

Visit /max_sharpe_selection_6_months to see the list of EAs for highest Sharpe Ratio for 6 months lookback period.

Visit /efficient_frontier_6_months to see the efficient frontier plot for 6 months lookback period.

Visit /risk_return_distribution_6_months to see the risk-return distribution plot for 6 months lookback period.

Visit /portfolio_equitycurve_6_months to see the portfolio equity curve for 6 months lookback period.

Visit /portfolio_equitycurve_9_months to see the portfolio equity curve for 9 months lookback period.

Visit /max_sharpe_selection_3_months to see the list of EAs for highest Sharpe Ratio for 3 months lookback period.

Visit /efficient_frontier_3_months to see the efficient frontier plot for 3 months lookback period.

Visit /risk_return_distribution_3_months to see the risk-return distribution plot for 3 months lookback period.

Visit /portfolio_equitycurve_3_months to see the portfolio equity curve for 3 months lookback period.

Visit /mpt_metrics to see CAGR, max. Drawdown for 3, 6 and 9 months lookback periods.

Visit /walk_forward_portfolio_simulation_dax to see Walk-Forward Simulation of DAX Portfolio.

Visit /walk_forward_portfolio_simulation_gold to see Walk-Forward Simulation of GOLD Portfolio.

Visit /walk_forward_portfolio_simulation_eurusd to see Walk-Forward Simulation of EURUSD Portfolio.

Visit /combined_equity_weights_dax to see the combined equity and weights plot for DAX.

Visit /descriptive_text_dax to see the descriptive text for the DAX portfolio.

Visit /latest_tickers_table_dax to see the latest tickers table for the DAX portfolio.

Visit /combined_equity_weights_gold to see the combined equity and weights plot for GOLD.

Visit /descriptive_text_gold to see the descriptive text for the GOLD portfolio.

Visit /latest_tickers_table_gold to see the latest tickers table for the GOLD portfolio.

Visit /combined_equity_weights_eurusd to see the combined equity and weights plot for EURUSD.

Visit /descriptive_text_eurusd to see the descriptive text for the EURUSD portfolio.

Visit /latest_tickers_table_eurusd to see the latest tickers table for the EURUSD portfolio.