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Backtest returns analysis

Hello,

I'm trying to analyse the returns of a backtest using a basket of futures. I can't export the data and not sure how to do this in research. Trying to:

  • break down the returns into weekly/monthly buckets
  • produce a correlation matrix of returns with indexes
  • produce a correlation matrix of continuous futures used

If anyone can point me in the right direction that'd be great.

Thanks

1 response

Is it possible to export returns only? When I see them in research, the majority of the list is missing.