OPEN-SOURCE SCRIPT

Asset Selection Indicator by [VanHelsing]

5 525
Asset Selection Indicator

This is a table what will help you to see what asset's are optimal to use in your portfolio or strategies.
By different metrics what are ploted on a table you will see how each individual asset performe compare to other
Sharpe, sortino, omega ratio's are very valueble metriscs in bulding portfolio and now you can easly see them without difficult calculations.

Do you want to know return of asset for 3, 5, 2 years? You are welcome to choose in settings whatever period you want, the same for other metrics

Below is instruction how to use this indicator:

(Explanation of Settings for a period of data)
istantanea

(Asset selection by Sharpe, Omega, Sortino, StDev)
istantanea

(How to plot Equity)
istantanea

And a nice bonus is an alert!
(you can send it to a spreadsheet like I explained in other my indicator "Stock Correlation Table")
istantanea

Declinazione di responsabilità

Le informazioni e le pubblicazioni non sono intese come, e non costituiscono, consulenza o raccomandazioni finanziarie, di investimento, di trading o di altro tipo fornite o approvate da TradingView. Per ulteriori informazioni, consultare i Termini di utilizzo.