Portfolio: alpha, beta, stdev, variance, mean, max drawdown...
Portfolio Metrics **New**
'returns' 'log returns' 'geometric returns'
portfolio alpha portfolio beta portfolio,market correlation portfolio standard deviation portfolio variance mean portfolio returns maximum drawdown maximum gain
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Removed log and geometric returns. Will release adjusted returns script.
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//corrected errors
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//no update - adjusted chart and indicator
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adjusted hexidecimal colors for better UX. default is set to logarithmic returns with lookahead off