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3.81Net Profit
18.154PSR
-0.202Sharpe Ratio
-0.052Alpha
0.238Beta
3.506CAR
13.4Drawdown
-0.05Loss Rate
0Parameters
0Security Types
271Tradeable Dates
6872Trades
-0.092Treynor Ratio
0.04Win Rate
3.81Net Profit
18.154PSR
-0.202Sharpe Ratio
-0.052Alpha
0.238Beta
3.506CAR
13.4Drawdown
-0.05Loss Rate
0Parameters
0Security Types
271Tradeable Dates
6872Trades
-0.092Treynor Ratio
0.04Win Rate
The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.
Get this certificate by participating in our Open Quant League
The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.
Get this certificate by participating in our Open Quant League