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1185.231Net Profit
0PSR
0.441Sharpe Ratio
0.59Alpha
0.527Beta
19.134CAR
86.7Drawdown
-0.57Loss Rate
0Parameters
1Security Types
0.513Sortino Ratio
3669Tradeable Dates
435Trades
1.246Treynor Ratio
25.17Win Rate
22Parameters
0Security Types
252Tradeable Dates
0Parameters
0Security Types
5Tradeable Dates
0.019Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
1.191CAR
0Drawdown
0Loss Rate
28Parameters
1Security Types
0Sortino Ratio
4Tradeable Dates
3Trades
0Treynor Ratio
100Win Rate
-2.159Net Profit
2.324PSR
-2.579Sharpe Ratio
-0.058Alpha
-0.004Beta
-6.867CAR
2.3Drawdown
80Loss Rate
17Parameters
1Security Types
-0.9429Sortino Ratio
0Tradeable Dates
82Trades
14.546Treynor Ratio
20Win Rate
Anthony started the discussion Live Trading Notifications
self.Notify.Email("myemail@gmail.com", "Test", "Test Body", "test attachment")
Anthony started the discussion Interactive Brokers - Seamless Authentication
According the the IB website:
Anthony started the discussion Debt Equity ratio calculation where Equity is negative
I would be curious if anyone has worked out how Morningstar or Quantconnect...
Anthony left a comment in the discussion Live Trading Notifications
I am not sure whether one can open and write to a text file in Quantconnect - I guess I must...
1185.231Net Profit
0PSR
0.441Sharpe Ratio
0.59Alpha
0.527Beta
19.134CAR
86.7Drawdown
-0.57Loss Rate
0Parameters
1Security Types
0.513Sortino Ratio
3669Tradeable Dates
435Trades
1.246Treynor Ratio
25.17Win Rate
22Parameters
0Security Types
252Tradeable Dates
0Parameters
0Security Types
5Tradeable Dates
0.019Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
1.191CAR
0Drawdown
0Loss Rate
28Parameters
1Security Types
0Sortino Ratio
4Tradeable Dates
3Trades
0Treynor Ratio
100Win Rate
-2.159Net Profit
2.324PSR
-2.579Sharpe Ratio
-0.058Alpha
-0.004Beta
-6.867CAR
2.3Drawdown
80Loss Rate
17Parameters
1Security Types
-0.9429Sortino Ratio
0Tradeable Dates
82Trades
14.546Treynor Ratio
20Win Rate
Anthony started the discussion Live Trading Notifications
self.Notify.Email("myemail@gmail.com", "Test", "Test Body", "test attachment")
Anthony started the discussion Interactive Brokers - Seamless Authentication
According the the IB website:
Anthony started the discussion Debt Equity ratio calculation where Equity is negative
I would be curious if anyone has worked out how Morningstar or Quantconnect...
Anthony left a comment in the discussion Debt Equity ratio calculation where Equity is negative
Much appreciated, thank you.
Anthony left a comment in the discussion Live Trading Notifications
I am not sure whether one can open and write to a text file in Quantconnect - I guess I must...
Anthony left a comment in the discussion Dump the Pump
@Sim123 I'm not sure that is the case. I seem to recall having checked coarse selection prices...
Anthony left a comment in the discussion Quality Companies in an Uptrend
Incidentally anyone using the long bond as a safe haven should look at 1980 30 year bond yields....
Anthony left a comment in the discussion Quality Companies in an Uptrend
Jonathon Tzu
Anthony left a comment in the discussion Quality Companies in an Uptrend
Thanks Peter, for the comments. The work had been done many months ago, so I thought I may as well...
Anthony started the discussion How to access History?
I get the following error:
Anthony started the discussion Debugging - Expand Scope?
I can't help wodering whether the debugging facility might be expanded to good effect to optionally...
Anthony started the discussion Using Indicator Extensions
With reference to the SymbolData class in this example:
Anthony started the discussion Correct Indicator Use in Framework and Alpha Model
There seems to be quite a difference in the usage of indicators in the following two classes:
Anthony started the discussion Custom Fill Models or Course / Fine Universe
I think I am right in saying that a custom fill model can only be set where you know upfront what...
Anthony started the discussion Tim Sykes and Penny Stocks
I set out below an article I have just published on my blog. My intention in reposting it here is...
Anthony started the discussion Example Jupyter Notebooks
In the Research Environment you are unable to scroll down so as to reach and clone the notebook EMS...
Anthony started the discussion Broadcast: Are there any instructions on how to use it?
I can't find any instructions on how to use Broadcast. I have no clue how to add systems...
Anthony started the discussion Questions on Lean Algorithmic Trading Engine
I hope you will forgive my apparent laziness in asking a few basic questions about Lean which will...
Anthony left a comment in the discussion Debt Equity ratio calculation where Equity is negative
Much appreciated, thank you.
3 years ago