Performance vs Benchmark - Trading Software

Performance vs Benchmark

allan nathan
2013-01-22 04:06:10

hi,
I see that on the trading system report,at the bottom there is "performance vs benchmark",i.e A;pha,beta,R2,correlation.How does one het Quantshare to calculate those fields?I do
have a benchmark..

Thanks,

Allan

QuantShare
2013-01-22 09:35:07

When you update or create a trading system, select "Settings" tab, click on "Capital" then enter a ticker symbol (usually an index) in "Reference Symbol" field.

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