Quant Team Blog Post

C2
8

Hello,
New update for the tool and real-time testing report.

  • Added Summary Tab
    There you can find a table of returns by month; histogram of years return and monthly-step return for every year separately

  • Optimization of calculations. Managed to keep the performance of the tool at the same level (before the addition of the Summary tab)

  • Renamed the main Overview tab to Workshop. Now the name corresponds to the content

    workshop
    workshop1920×902 149 KB

Real-time testing report

real-time_performance_graph_2022-10-31
real-time_performance_graph_2022-10-31918×517 58.3 KB

real-time_performance_table_2022-10-31
real-time_performance_table_2022-10-31473×145 20.7 KB

Plans for the next update

  • Add filter: do not include in the portfolio strategies with max leverage > Value
  • Calculate the average size of the portfolio for each month, not for the whole test as it is now
  • Add SP500 performance to the yearly graphs
  • Add Max Drawdown to the yearly graphs

Do not hesitate to propose any of your desires, will implement as far as possible and expediency.