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

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.