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67.325Net Profit
27.42PSR
0.754Sharpe Ratio
0.095Alpha
-0.028Beta
10.819CAR
19.5Drawdown
0Loss Rate
15Parameters
1Security Types
0Sortino Ratio
1260Tradeable Dates
1Trades
-3.309Treynor Ratio
0Win Rate
6Parameters
1Security Types
0Tradeable Dates
89.529Net Profit
14.761Sharpe Ratio
2.555Alpha
26.52Beta
2007.493CAR
2.3Drawdown
58Loss Rate
4Parameters
1Security Types
0.10872318314637Sortino Ratio
0Tradeable Dates
10001Trades
0.116Treynor Ratio
42Win Rate
21.933Net Profit
1.835Sharpe Ratio
0.129Alpha
1.967Beta
18.615CAR
5.3Drawdown
33Loss Rate
6Parameters
1Security Types
0.37900435698847Sortino Ratio
0Tradeable Dates
390Trades
0.084Treynor Ratio
67Win Rate
Alex started the discussion New Terminal Feedback Thread
Hi everyone, we are excited to introduce the new terminal design! The community has already started...
Alex started the discussion What Should Be the Theme for the Next Boot Camp?
Hi everyone, we are in the process of building new Boot Camp courses and want your input on how...
Alex left a comment in the discussion Volatility Possibilities: Volatility ETF Universe Research Thread
Low Volatility Indices: SPLV, USMV, EFAV, EEMV
Alex left a comment in the discussion Software Is Eating the World - Technology ETF Research Thread
China: KWEB
67.325Net Profit
27.42PSR
0.754Sharpe Ratio
0.095Alpha
-0.028Beta
10.819CAR
19.5Drawdown
0Loss Rate
15Parameters
1Security Types
0Sortino Ratio
1260Tradeable Dates
1Trades
-3.309Treynor Ratio
0Win Rate
6Parameters
1Security Types
0Tradeable Dates
89.529Net Profit
14.761Sharpe Ratio
2.555Alpha
26.52Beta
2007.493CAR
2.3Drawdown
58Loss Rate
4Parameters
1Security Types
0.10872318314637Sortino Ratio
0Tradeable Dates
10001Trades
0.116Treynor Ratio
42Win Rate
21.933Net Profit
1.835Sharpe Ratio
0.129Alpha
1.967Beta
18.615CAR
5.3Drawdown
33Loss Rate
6Parameters
1Security Types
0.37900435698847Sortino Ratio
0Tradeable Dates
390Trades
0.084Treynor Ratio
67Win Rate
Alex started the discussion New Terminal Feedback Thread
Hi everyone, we are excited to introduce the new terminal design! The community has already started...
Alex started the discussion What Should Be the Theme for the Next Boot Camp?
Hi everyone, we are in the process of building new Boot Camp courses and want your input on how...
Alex left a comment in the discussion Word is Bond - US Treasuries ETF Universe Research Thread
Interest Producing Bonds: IEF, SHY, TLT, SHV, IEI, TLH, BIL, SPTL, TMF, TBF, VGSH, VGIT, VGLT,...
Alex left a comment in the discussion Volatility Possibilities: Volatility ETF Universe Research Thread
Low Volatility Indices: SPLV, USMV, EFAV, EEMV
Alex left a comment in the discussion Software Is Eating the World - Technology ETF Research Thread
China: KWEB
Alex left a comment in the discussion Software Is Eating the World - Technology ETF Research Thread
US Technology ETFs: VGT, XLK, TECL/TECS (long/short), FTEC, QQQ
Alex left a comment in the discussion Good Vibes, Positive Energy - Energy ETF Universe Research Thread
Equipment & Services: XES, OIS
Alex left a comment in the discussion Good Vibes, Positive Energy - Energy ETF Universe Research Thread
Clean energy: ICLN, TAN (solar):
Alex left a comment in the discussion Word is Bond - US Treasuries ETF Universe Research Thread
Interest Producing Bonds: IEF, SHY, TLT, SHV, IEI, TLH, BIL, SPTL, TMF, TBF, VGSH, VGIT, VGLT,...
5 years ago