Suggestion

[Ak28071999]

hey, Hope you are doing great. I just have one suggestion , why not add alpha for this strategy ????

[timercrack]

Thanks for the suggestion! Do you mean adding an 'alpha' metric to evaluate excess returns, or an 'alpha'
parameter/factor inside the strategy itself? Could you give a bit more detail or open a PR with an example?

[Ak28071999]

Thanks for the response. I was referring to adding an Alpha metric to evaluate the strategy's excess return relative to a benchmark, rather than introducing an alpha parameter within the strategy itself.

Including Alpha alongside metrics such as CAGR, Sharpe Ratio and Maximum Drawdown could provide additional insight into whether the strategy is generating returns beyond what would be expected based on market exposure.

I think it would be a useful performance measure for comparing strategies against a benchmark. Happy to provide more details or contribute an example if needed.