stratgy: add irr
one-line time-series ranked negative return alpha with alpha-weighted assets (inventory & capital) position adjustment.
expressed as => ts_rank(-returns, 120) as our alpha, predictive signal, in order to compute next targeting position base.
Codecov Report
Merging #959 (beb1344) into main (29376de) will not change coverage. The diff coverage is
n/a.
@@ Coverage Diff @@
## main #959 +/- ##
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Coverage 20.12% 20.12%
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Files 413 413
Lines 31005 31005
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Hits 6240 6240
Misses 24165 24165
Partials 600 600
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Hi @austin362667,
Well done! 871 BBG has been sent to your polygon wallet. Please check the following tx:
https://polygonscan.com/tx/0x6d5212db8200bc8a9aff88210c37b13defcaa6d82eaa5a5c357792086e75f2fa
Thank you for your contribution!