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Hello All!
We're looking for feedback on a proposed new Alpha selection filter. The Probabilistic Sharpe Ratio would give us another way to measure the results of backtests submitted and provide funds looking to license Alphas with more information about algorithm performance beyond our current metrics. If you have suggestions please clone the backtest, examine the notebook, and give us your thoughts!
Thanks,
Jack
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Michael Manus
very good algo.
thx for posting as every algo has a value to learn something.
Warren Harding
you meant https://www.youtube.com/watch?v=KfLVs3yv_wg
hehe the lyrics fit quite well
also for bad days:
https://www.youtube.com/watch?v=nqiVvOXotyw
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Michael Manus
very good algo.
thx for posting as every algo has a value to learn something.
Warren Harding
you meant https://www.youtube.com/watch?v=KfLVs3yv_wg
hehe the lyrics fit quite well
also for bad days:
https://www.youtube.com/watch?v=nqiVvOXotyw
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Michael Manus
very good algo.
thx for posting as every algo has a value to learn something.
Warren Harding
you meant https://www.youtube.com/watch?v=KfLVs3yv_wg
hehe the lyrics fit quite well
also for bad days:
https://www.youtube.com/watch?v=nqiVvOXotyw
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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