The Library
The strategies we trade ourselves, with curve and metrics from one calculation. What the Library shows and who can do what with it.
The Library shows GMJD's strategies. We trade every one of them ourselves. Each strategy shows its market, type and curve, and all metrics come from the same calculation. That way you can compare strategies without mixing numbers from different sources.
Two versions
- Public Library at gmjd-consulting.com/strategies. It shows all GMJD strategies with curve and metrics, no account needed.
- Library in the dashboard under Library in the sidebar. It shows the same strategies with search and filters. From here you pick strategies for the Portfolio Builder and open them in QuantDesk.
The metrics are the same in both versions. Every account sees them in full, even without a paid plan.
What a strategy shows
The card shows the strategy's market and type and its curve. The detail page adds:
- the curve, with the S&P 500 as a comparison line,
- the returns per month,
- the metrics, such as total return, annual return, max drawdown, Sharpe, Sortino, Calmar, volatility, PSR as well as beta, alpha and information ratio against the S&P 500.
Each metric states what it refers to. Max drawdown, for example, appears twice: once measured from the start and once from the peak. Why both versions sit side by side is explained in the methodology.
What you can do with a strategy
| What | From which plan |
|---|---|
| View curve and metrics | all accounts |
| Test the strategy in QuantDesk | Launchpad |
| Pick strategies for the Portfolio Builder | Trader |
| Import your own strategies | Trader |
Each GMJD strategy also carries its own plan level. If it is above your plan, curve and metrics stay visible, but you cannot pick it or open it in QuantDesk.
Going further from the Library
- Test in QuantDesk. From Launchpad on, clicking a card takes you straight to the strategy's test page. What you find there is explained in QuantDesk overview.
- Combine. From Trader on, you tick two or more strategies and open them in the Portfolio Builder.
Types of strategies
The Library distinguishes Pine strategies for TradingView, Python strategies and long-term investment strategies. Which types a plan includes is shown on the plans page.
Every curve describes how a strategy has performed. It does not say how it will perform. Whether a strategy suits you is your decision.