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Open Feature request MC-1697

Add "R squared" to performance report ratios
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Description

R squared would make it easier to convey the smoothness of the equity curve as a number.
  http://en.wikipedia.org/wiki/Coefficient_of_determination
This would help with looking at the performance report > Breakdown of symbols > Ratios/Equity Curve analysis.

Steps to reproduce this issue

Do a performance report and try to compare the quality of the equity curve of one asset to another using numbers available in the report.

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Issue basics
  • Type of issue
    Feature request
  • Category
    Usability
  • Targeted for
    Not determined
  • Status
    Not Reviewed
User pain
  • Type of bug
    Not triaged
  • Likelihood
    Not triaged
  • Effect
    Not triaged
Affected by this issue (2)
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  • Severity
    Normal
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