- Tearsheet analysis (annual return, cagr, Sharpe ratio, alpha, information ratio...) - Returns - Cumulative Returns vs Benchmark - monthly returns heatmap - Underwater plot + Top 5 drawdown - Rolling volatility - Rolling beta - Rolling sharpe
1.1.6
-> Possibility to get data (close, adj close, volume..) -> Get returns -> Backtest a portfolio and analyze the investment
1.1.1
- Sharpe ratio fixed - Improvement on Alpha, beta, and rollings - **lens** function to backtest a portfolio - switch from date ("2020-01-01") to period range ("1y")
0.2
-> Backtest portfolio -> Better beta and alpha calculation -> Cointegration -> Apply Kalman Filter to a stock -> Correlation between assets -> Implied Volatility -> Rolling beta, rolling volatility and rolling alpha -> Bugs correction and minor changes