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-0.142Net Profit
-0.163Sharpe Ratio
-0.001Alpha
0.028Beta
-0.069CAR
0.5Drawdown
100Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
2Trades
-0.024Treynor Ratio
0Win Rate
0.552Net Profit
0.694Sharpe Ratio
0.005Alpha
-0.11Beta
0.266CAR
0Drawdown
50Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
4Trades
-0.024Treynor Ratio
50Win Rate
Alexandre left a comment in the discussion Can we have different resolution for universe resolution? like 4 hour 2 hour
The 2nd issue I have is when the universe refreshes, markets seem to be closed (at 12AM). So the...
Alexandre left a comment in the discussion Can we have different resolution for universe resolution? like 4 hour 2 hour
Thanks a lot, this is really helpful. I ended up using a similar implementation but I made a few...
Alexandre left a comment in the discussion Can we have different resolution for universe resolution? like 4 hour 2 hour
Hi there,
-0.142Net Profit
-0.163Sharpe Ratio
-0.001Alpha
0.028Beta
-0.069CAR
0.5Drawdown
100Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
2Trades
-0.024Treynor Ratio
0Win Rate
0.552Net Profit
0.694Sharpe Ratio
0.005Alpha
-0.11Beta
0.266CAR
0Drawdown
50Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
4Trades
-0.024Treynor Ratio
50Win Rate
Alexandre left a comment in the discussion Asset not in security list, despite adding it through CoarseUniverse function
Alexandre left a comment in the discussion Can we have different resolution for universe resolution? like 4 hour 2 hour
The 2nd issue I have is when the universe refreshes, markets seem to be closed (at 12AM). So the...
Alexandre left a comment in the discussion Can we have different resolution for universe resolution? like 4 hour 2 hour
Thanks a lot, this is really helpful. I ended up using a similar implementation but I made a few...
Alexandre left a comment in the discussion Can we have different resolution for universe resolution? like 4 hour 2 hour
Hi there,
Alexandre left a comment in the discussion Asset not in security list, despite adding it through CoarseUniverse function
6 years ago