Comprehensive Trade Analysis: From Data Import to Performance Metrics

DESCRIPTION

This guide outlines a systematic approach to analyzing trade data using CSV files. It covers reading trades into an array, scanning for symbols and dates, updating cash values, and creating arrays for ownership and value. Additionally, it discusses building lists of symbols and date boundaries, focusing on adjusted close prices. The analysis culminates in computing essential performance metrics, including the Sharpe Ratio, Total Return, and Standard Deviation, to evaluate fund performance and identify remaining value.

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May 16, 2026

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Comprehensive Trade Analysis: From Data Import to Performance Metrics

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Presentation Transcript

Overview • Read CSV into “trades” array • Scan trades for symbols and dates • Read in data • Scan trades to update cash • Scan trades to create ownership array & value • Scan cash and value to create total fund value
Read CSV Into “trades” array, then scan it • Build list of symbols • Build date boundaries
Read Data • Read in using date boundaries • Read all symbols • Focus on adjusted close
Read Data
Can Trades to Update Cash
Scan Trades to Create Value Array
Create Total Fund Value
What’s Left? • Charting • Computing metrics • Sharpe Ratio • Total Return • STDDEV