OPEN-SOURCE SCRIPT
ABC System [KFB Qaunt]
ABC System
The ABC System provides insights into asset performance relative to a benchmark, incorporating metrics such as Alpha, Beta, and Correlation.
Functionality:
The script calculates
Coloring & Criteria
Based on these metrics and criteria, the script generates signals indicating potential trading opportunities.
Input Setup
Inside the indicators settings you can configure parameters such as the
The information created and published by me on TradingView is not prohibited, doesn't constitute investment advice, and isn't created solely for qualified investors
The ABC System provides insights into asset performance relative to a benchmark, incorporating metrics such as Alpha, Beta, and Correlation.
Functionality:
The script calculates
- Alpha: Indicates an asset's risk-adjusted return compared to a benchmark.
- Beta: Measures an asset's volatility compared to a benchmark.
- Correlation: Determines the relationship between an asset and a benchmark.
Coloring & Criteria
Based on these metrics and criteria, the script generates signals indicating potential trading opportunities.
Input Setup
Inside the indicators settings you can configure parameters such as the
- Benchmark Symbol
- Risk-Free Rate
- Lengths for Alpha, Beta & Correlation
- Visualization Options
- Criteria for Beta & Correlation.
The information created and published by me on TradingView is not prohibited, doesn't constitute investment advice, and isn't created solely for qualified investors
Script open-source
In pieno spirito TradingView, l'autore di questo script lo ha pubblicato open-source, in modo che i trader possano comprenderlo e verificarlo. Un saluto all'autore! È possibile utilizzarlo gratuitamente, ma il riutilizzo di questo codice in una pubblicazione è regolato dal nostro Regolamento. Per aggiungerlo al grafico, mettilo tra i preferiti.
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Declinazione di responsabilità
Le informazioni ed i contenuti pubblicati non costituiscono in alcun modo una sollecitazione ad investire o ad operare nei mercati finanziari. Non sono inoltre fornite o supportate da TradingView. Maggiori dettagli nelle Condizioni d'uso.