Quantitative Asset Screening
- Ranking of stocks, ETFs, mutual funds, hedge funds etc. by Standard Deviation, ETL, Sharpe Ratio, STARR and Rachev ratio
- Screening by portfolio or simple list of assets, asset class, or custom groups
- Data backfill and in-fill methods for short and illiquid series
- Extensive array of charts and tables including time series plots, box plots, risk versus return plots, quantile-quantile plots, histograms, probability densities and scatter plots
- Autocorrelation detection - classical and robust
