Financial Economist, I work in Trading Risk, I have a background in investment management, econometrics and accounting.
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love how you can the scrip was written, was thinking to even make a GUI op top of it so that i could deploy and review how to strategy changes. good stuff Anshuman!!
I think it is a good tool as you can see what you can do with a gui as well. The Yahoo download option is not working.
I do like is the flexibility of this tool.
I work in trading this code. I always use this type of tool and man It rocks to be a quant!!!!
If you are really interested in the downside risk Steiner's version is the best. Then you have more insight about the tail. This is very important when looking at regimes.