I need someone to help me with programming
Budget: $20 – $30 SGD
This is a backtesting code that needs some amendments.
1. Following the weekly and 1-week returns, help me add on monthly, 1-month, 3-month and year-to-date returns.
2. Create a cummulative returns graph through my backtest
3. Find the below:
# annualised returns graph
# yearly returns (calendar returns) graph
# max drawdown
# length of drawdown (peak to trough) - number of days
# recovery of drawdown (trough to peak) - number of days
# sharpe ratio (rf rate) 10y tsy yield
# s.d & sortino ratio (looking at upside vol)
# CAGR
# no. of trades for buy and sell
# win ratio (how many profitable trades/total number of trades)
# average win size
1. Following the weekly and 1-week returns, help me add on monthly, 1-month, 3-month and year-to-date returns.
2. Create a cummulative returns graph through my backtest
3. Find the below:
# annualised returns graph
# yearly returns (calendar returns) graph
# max drawdown
# length of drawdown (peak to trough) - number of days
# recovery of drawdown (trough to peak) - number of days
# sharpe ratio (rf rate) 10y tsy yield
# s.d & sortino ratio (looking at upside vol)
# CAGR
# no. of trades for buy and sell
# win ratio (how many profitable trades/total number of trades)
# average win size