| The S&P500 is a backtesting reference benchmark. You can compare portfolio performance through drawdown periods with backtesting tools. Macroeconomic drawdowns are good times to have cash for acquisitions; instead of free government cheese. "Tear Sheets: Definition and Examples in Finance, Vs. Prospectus"
https://www.investopedia.com/terms/t/tearsheets.asp : > While tear sheets date back to the old days when stockbrokers would rip individual pages out of the S&P summary book and send them to current or potential clients, most information is extracted online today. Therefore, any concise representation of a company's business fundamentals could be considered a tear sheet. From https://news.ycombinator.com/item?id=24428206#24429801 : > pyfolio.tears.create_interesting_times_tear_sheet measures algorithmic trading algorithm performance during "stress events" https://github.com/quantopian/pyfolio/blob/4b901f6d73aa02ceb... : >> Generate a number of returns plots around interesting points in time, like [...] From https://news.ycombinator.com/item?id=19111911 : > pyfolio/examples/zipline_algo_example.ipynb:
https://nbviewer.org/github/quantopian/pyfolio/blob/master/p... > "Worst Drawdown Periods" Drawdown > Trading definitions:
https://en.wikipedia.org/wiki/Drawdown_(economics)#Trading_d... awesome-quant > Python > Trading & Backtesting:
https://github.com/wilsonfreitas/awesome-quant#trading--back... S&P500:
https://en.wikipedia.org/wiki/S%26P_500 |