More Tools Support Lookback Options
DS
Dmitry ShevchenkoJuly 30, 24 | Posted in Announcements
Hey all,
A small update, but many have been asking about this. Now more tools support setting the lookback period when calculating values. This option is now supported in the Treynor Ratio tool, Sortino Ratio tool, and Asset Correlation tool. A lookback period is the historical time frame over which data is analyzed to estimate a ratio or correlation. Choosing the right period is essential for obtaining accurate and actionable values.

We hope you find this useful. Let us know what other options you would like to see configurable!
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