About the parameters
|
Indicator |
Function |
|
Alpha(Base_Security, Period) |
|
|
Beta(Base_Security, Period) |
|
|
Cor(Base_Security, Period) |
|
| Relative Strength, Comparative |
RSC(Base_Security, Period) |
| Sharpe |
Sharpe(Base_Security, Period) |
| Treynor |
Treynor(Base_Security, Period) |
| Jensen's Alpha |
JenAlpha(Base_Security, Period) |