danielkrizian / danielkrizian/strategery
Return on allocated capital
Open
enhance - evaluation
- Dominant language
- R
- Stars
- 9
- Forks
- 21
- PR merge metrics
- No merged PRs in 30d
Description
Monthly return on allocated capital is calculated as the sum of daily returns, derived from the daily P&L and start of the day capital allocation for each strategy.
Contributor guide
No contributing guide indexed for this repository
Research direction
Start by locating the existing monthly-return calculation and the code that provides daily P&L and start-of-day capital allocation for each strategy. Confirm how those values are represented and identify any related tests or examples. Done means monthly return on allocated capital is calculated as the sum of the strategy's daily returns.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- r
- Domain
- fintech-quant
- Issue type
- Feature
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100