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81.142Net Profit
91.773PSR
2.36Sharpe Ratio
0.349Alpha
0.804Beta
81.277CAR
13.6Drawdown
44Loss Rate
0Parameters
1Security Types
3.419Sortino Ratio
251Tradeable Dates
1362Trades
0.604Treynor Ratio
56Win Rate
17.665Net Profit
57.852PSR
0.945Sharpe Ratio
0.127Alpha
0.106Beta
27.683CAR
10.4Drawdown
0Loss Rate
0Parameters
1Security Types
1.505Sortino Ratio
165Tradeable Dates
49Trades
1.349Treynor Ratio
0Win Rate
0Parameters
1Security Types
156Tradeable Dates
0Parameters
1Security Types
149Tradeable Dates
0Parameters
1Security Types
149Tradeable Dates
Aditya left a comment in the discussion Trend-Optimized Allocation
81.142Net Profit
91.773PSR
2.36Sharpe Ratio
0.349Alpha
0.804Beta
81.277CAR
13.6Drawdown
44Loss Rate
0Parameters
1Security Types
3.419Sortino Ratio
251Tradeable Dates
1362Trades
0.604Treynor Ratio
56Win Rate
17.665Net Profit
57.852PSR
0.945Sharpe Ratio
0.127Alpha
0.106Beta
27.683CAR
10.4Drawdown
0Loss Rate
0Parameters
1Security Types
1.505Sortino Ratio
165Tradeable Dates
49Trades
1.349Treynor Ratio
0Win Rate
0Parameters
1Security Types
156Tradeable Dates
0Parameters
1Security Types
149Tradeable Dates
0Parameters
1Security Types
149Tradeable Dates
36.422Net Profit
63.228PSR
1.513Sharpe Ratio
0.153Alpha
1.641Beta
71.15CAR
14.1Drawdown
-1.34Loss Rate
0Parameters
0Security Types
144Tradeable Dates
159Trades
0.285Treynor Ratio
6.02Win Rate
63.765Net Profit
96.374PSR
3.911Sharpe Ratio
0.731Alpha
1.144Beta
160.615CAR
10.1Drawdown
-0.25Loss Rate
4Parameters
0Security Types
128Tradeable Dates
7164Trades
0.829Treynor Ratio
0.3Win Rate
63.765Net Profit
96.374PSR
3.911Sharpe Ratio
0.731Alpha
1.144Beta
160.615CAR
10.1Drawdown
-0.25Loss Rate
4Parameters
0Security Types
128Tradeable Dates
7164Trades
0.829Treynor Ratio
0.3Win Rate
36.439Net Profit
69.386PSR
1.811Sharpe Ratio
0.204Alpha
1.947Beta
83.418CAR
12.1Drawdown
-0.98Loss Rate
4Parameters
0Security Types
127Tradeable Dates
160Trades
0.276Treynor Ratio
4.24Win Rate
Aditya left a comment in the discussion Trend-Optimized Allocation
The latest algorithm offers a more dynamic rebalance structure. Rather than focusing on a monthly...
Aditya left a comment in the discussion Trend-Optimized Allocation
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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
Aditya left a comment in the discussion Trend-Optimized Allocation
The latest algorithm offers a more dynamic rebalance structure. Rather than focusing on a monthly...
8 months ago