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Return/Risk Historical Data - making available in deconstructed form?

Hi everyone! I cannot stress enough how in love I am with your Return/Risk metric.
I also really wish it was available through the api, preferably in deconstructed form, so that we could reconstruct Return/Risk value for any custom period.

My best guess would be that Return/Risk is Stored as:

Timestamp Ti, probably at 24 hour intervals
Ni: Total weight until Ti, maybe equaling number of trades
Ri: Nonstandardized total return value until Ti, from normal distribution with mean 0 and variance of Ni

So when we wish to reconstruct R/R value for time period Ti -> Tj
R/R value for period [Ti -> Tj] = (Rj - Ri) / sqrt(Nj - Ni)
R/R since inception = R(now) / sqrt(N(now))

So maybe api could have this Ti, Ni, Ri values for darwins entire history, maybe at 24 hour intervals, like current quotes? That would be lovely. Or maybe if I am wrong (quite likely) some other way to request R/R value for custom periods through API?

I think analyzing behavior of R/R could open very interesting pathways to analyzing behavior of Darwins, specifically their reaction to certain market conditions/cycles - perhaps even giving early signals to enter/leave darwins when tide has just begun turning.

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Disagree.
Performance IA is much better, and does not consiter outdated return done 2 or 3 years ago. :slight_smile:

Oh I quite like that too, the only trouble I have with PF is that I have little control over what time period affects PF calculation - R/R in conjunction with PF lends itself to complete analysis.

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