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418.813Net Profit
0.85Sharpe Ratio
0.123Alpha
0.163Beta
16.128CAR
23.7Drawdown
42Loss Rate
1Security Types
0.18097060630117Sortino Ratio
0Tradeable Dates
1343Trades
0.829Treynor Ratio
58Win Rate
Anthony left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Has anyone traded any of the variations? Does live testing match the backtests during the same time...
Anthony started the discussion Live Trading Down
Will live trading be up again soon?
Anthony left a comment in the discussion Algo: Losers of slowing descent.
Beautiful...
418.813Net Profit
0.85Sharpe Ratio
0.123Alpha
0.163Beta
16.128CAR
23.7Drawdown
42Loss Rate
1Security Types
0.18097060630117Sortino Ratio
0Tradeable Dates
1343Trades
0.829Treynor Ratio
58Win Rate
Anthony left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Seems to be getting whipsawed back and forth at inopportune times. As long as it's providing alpha...
Anthony left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Has anyone traded any of the variations? Does live testing match the backtests during the same time...
Anthony started the discussion Live Trading Down
Will live trading be up again soon?
Anthony left a comment in the discussion Algo: Losers of slowing descent.
Beautiful...
Anthony left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Seems to be getting whipsawed back and forth at inopportune times. As long as it's providing alpha...
2 years ago