Overall Statistics
Total Trades
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Net Profit
0%
Sharpe Ratio
0
Probabilistic Sharpe Ratio
0%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0
Beta
0
Annual Standard Deviation
0
Annual Variance
0
Information Ratio
0.001
Tracking Error
0.18
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
Portfolio Turnover
0%
 
# region imports
from AlgorithmImports import *
# endregion

class CryingSkyBlueZebra(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 10, 2)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.spy = self.AddEquity("SPY", Resolution.Daily).Symbol
        self.aapl = self.AddEquity("AAPL", Resolution.Daily).Symbol
        self.beta = Beta("Beta", 10, self.spy, self.aapl)
        self.RegisterIndicator(self.spy, self.beta)
        self.RegisterIndicator(self.aapl, self.beta)

    def OnData(self, data: Slice):
        if self.beta.IsReady:
            self.Plot("Beta", "Value", self.beta.Current.Value)