Is it possible to add 6 months statistics for each strategy?

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  • #87831
    nsingh3035
    Participant

    I generally use 6 months sortino ratio of each strategy and use sortini-parity to assign weights/allocations.

    #87835

    I’m not entirely sure what you mean, but if you’re using QuantTrader, you can set the timeframe to 6 months, and then you’ll see the full statistics — such as performance, volatility, and other data — exactly for those 6 months in the lower right corner.

    #87836
    nsingh3035
    Participant

    On the strategies page, we have statistics for (YTD 1M 3M 1Y 3Y 5Y 10 Y 15Y). i was asking if 6M statistics can added to the page. I am not using quantTrader.

    #87839

    You can set the chart to one year and then use the mouse pointer to select your 6 month start date and then drag to the end of the chart. This way it’s easy to select 6 months.

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