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Enhanced risk assessment model #314

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FreeSpirit11
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I have added a new feature that calculates and plots the drawdown of the cumulative portfolio return for the statistical arbitrage strategy. Drawdown represents the peak-to-trough decline during a specific period for an investment, showing the risk of losing money in the strategy.

Here's how I have added this feature:

  1. Calculated the drawdown from the cumulative portfolio return.
  2. Plotted the drawdown over time to visualize the periods of losses in the strategy.

@FreeSpirit11
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Resolves #300

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@Akshat111111 Akshat111111 left a comment

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there is no changes made, Make a new Pr with proper changes

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2 participants