Cpd AR & DD

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Cpd AR & DD

Postby mguerreiro » Sat Nov 20, 2010 8:38 am

It would be great to be able to see and rank strategies by CpdAR and Max DD in the Display Results Screen.

I understand that you can only see the Cpd AR and the Max DD after going through the Detailed Analysis, therefore it would be great if this was a column you could add in the Display Results screen, and it would show a value only if the detailed analysis had been run. That way you would not have to go into each detailed analysis. It would probably be good to have it for a few portfolio sizes, CpdAR5,10,20,50.. and the same for Max DD. Maybe other variables, that are calculated with the detailed analysis would also be great if possible.

Personally I look at these two primary variables to see how good a strategy is at first sight, and then look more into the details, but this would make it much easier than just going into each detailed analysis..
mguerreiro
 
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Re: Cpd AR & DD

Postby mguerreiro » Sat Nov 20, 2010 8:42 am

It would also be great to be able to show the charts in the Detailed Analysis in Log scale, otherwise, when you do long testing periods its only useful for recent periods since the past periods look relatively flat.
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Re: Cpd AR & DD

Postby Overload » Sat Nov 20, 2010 10:22 am

Thanks for the suggestions. I agree it would be nice to have additional columns in the Detailed Analysis, but as you can see, even a single column explodes into many columns when the different portfolio sizes are considered. So it can take a great deal of additional time and space to create and store them all. However, your suggestion of using them only when a Detailed Analysis is available is an interesting one. It wouldn't take additional storage space, since the values will be produced separately. And it shouldn't take too much additional time, since there will be a limited number of Detailed Analyses available. I will put this on the list for further consideration, but it's an interesting idea.

The Log Scale option in the Detailed Analysis has been requested by others as well, and it remains on the list. But I will bump that up a notch on the priority list.

Pete
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