RightEdge - The Ultimate Backtesting and Trading System Development Platform

Portfolio Risk Assessment

RightEdge ships with a number of risk assessment plugins for well known portfolio risk calculations.  Risk assessment plugins help paint a picture of actual risk of capital rather than simply starting and ending capital.  Using risk assessment plugins can also aid in identifying volatility and peaks and troughs within the equity curve.  Understanding the components that make up this curve can help smooth the curve by using assets that may have a lower correlation.

RightEdge ships with the list of risk assessment plugins below.

See Also

Portfolio Risk Assessment Options