Overview
While visually inspecting the net asset value of a backtested trade strategy is insightful, it is often necessary to run a quantitatively computed set of performance measures in order to fully comprehend how the strategy performed.
The nav analysis app provides a basic report of the performance of an NAV.
Script
The performance can also be analyzed by using the nav performance library and writing a script.
Next Steps
Next, we will begin a regression analysis by pre-processing the data