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0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
66Tradeable Dates
8Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
3.704Net Profit
39.293PSR
0.407Sharpe Ratio
0.267Alpha
1.232Beta
22.296CAR
22.9Drawdown
-3.51Loss Rate
0Parameters
0Security Types
66Tradeable Dates
7Trades
0.167Treynor Ratio
13.29Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
66Tradeable Dates
8Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
66Tradeable Dates
8Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
3.704Net Profit
39.293PSR
0.407Sharpe Ratio
0.267Alpha
1.232Beta
22.296CAR
22.9Drawdown
-3.51Loss Rate
0Parameters
0Security Types
66Tradeable Dates
7Trades
0.167Treynor Ratio
13.29Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
66Tradeable Dates
8Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
66Tradeable Dates
8Trades
0Treynor Ratio
0Win Rate
1.843Net Profit
36.904PSR
0.245Sharpe Ratio
0.187Alpha
1.232Beta
10.983CAR
22.9Drawdown
-3.51Loss Rate
0Parameters
0Security Types
64Tradeable Dates
7Trades
0.102Treynor Ratio
13.29Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
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64Tradeable Dates
4Trades
0Treynor Ratio
0Win Rate
-66.189Net Profit
0.265PSR
-0.903Sharpe Ratio
-0.005Alpha
-3.93Beta
-53.796CAR
74.8Drawdown
-4.37Loss Rate
0Parameters
0Security Types
352Tradeable Dates
13Trades
0.102Treynor Ratio
0Win Rate
29.623Net Profit
38.335PSR
0.563Sharpe Ratio
-0.014Alpha
1.152Beta
20.291CAR
17.2Drawdown
0Loss Rate
0Parameters
0Security Types
352Tradeable Dates
1Trades
0.089Treynor Ratio
0Win Rate
-55.909Net Profit
0.844PSR
-0.751Sharpe Ratio
-0.089Alpha
-2.256Beta
-44.182CAR
70.8Drawdown
-5.12Loss Rate
0Parameters
0Security Types
352Tradeable Dates
11Trades
0.14Treynor Ratio
0Win Rate
-42.906Net Profit
2.113PSR
-0.621Sharpe Ratio
-0.031Alpha
-2.242Beta
-35.861CAR
65.7Drawdown
-4.63Loss Rate
0Parameters
0Security Types
318Tradeable Dates
8Trades
0.114Treynor Ratio
0Win Rate
30.922Net Profit
88.42PSR
4.253Sharpe Ratio
0.372Alpha
2.919Beta
192.504CAR
7.1Drawdown
0Loss Rate
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0Security Types
62Tradeable Dates
1Trades
0.386Treynor Ratio
0Win Rate
-37.292Net Profit
0.265PSR
-1.172Sharpe Ratio
-0.117Alpha
-1.556Beta
-30.968CAR
49.6Drawdown
-1.39Loss Rate
0Parameters
0Security Types
317Tradeable Dates
832Trades
0.167Treynor Ratio
0.78Win Rate
-22.758Net Profit
8.197PSR
-0.139Sharpe Ratio
0.135Alpha
-2.224Beta
-18.54CAR
63Drawdown
-4.14Loss Rate
0Parameters
0Security Types
317Tradeable Dates
7Trades
0.031Treynor Ratio
0Win Rate
0.582Net Profit
14.665PSR
0.11Sharpe Ratio
-0.134Alpha
1.974Beta
0.462CAR
52.6Drawdown
0Loss Rate
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0Security Types
317Tradeable Dates
1Trades
0.024Treynor Ratio
0Win Rate
17.343Net Profit
29.843PSR
0.323Sharpe Ratio
-0.037Alpha
1.052Beta
13.574CAR
17.2Drawdown
0Loss Rate
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316Tradeable Dates
1Trades
0.052Treynor Ratio
0Win Rate
19.404Net Profit
32.647PSR
0.387Sharpe Ratio
-0.025Alpha
1.042Beta
15.146CAR
16.5Drawdown
0Loss Rate
0Parameters
0Security Types
316Tradeable Dates
1Trades
0.062Treynor Ratio
0Win Rate
17.343Net Profit
29.843PSR
0.323Sharpe Ratio
-0.037Alpha
1.052Beta
13.574CAR
17.2Drawdown
0Loss Rate
0Parameters
0Security Types
316Tradeable Dates
1Trades
0.052Treynor Ratio
0Win Rate
-60.675Net Profit
0.38PSR
-0.949Sharpe Ratio
-0.211Alpha
-2.179Beta
-52.421CAR
67.3Drawdown
-5.58Loss Rate
0Parameters
0Security Types
316Tradeable Dates
8Trades
0.183Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
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459Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
146.522Net Profit
72.341PSR
1.779Sharpe Ratio
0.64Alpha
0.688Beta
104.944CAR
22.8Drawdown
0Loss Rate
0Parameters
0Security Types
459Tradeable Dates
1Trades
1.018Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
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459Tradeable Dates
15Trades
0Treynor Ratio
0Win Rate
4898.889Net Profit
99.493PSR
2.544Sharpe Ratio
0.703Alpha
0.704Beta
118.402CAR
32.9Drawdown
-1.73Loss Rate
19Parameters
0Security Types
1827Tradeable Dates
405Trades
1.099Treynor Ratio
7.51Win Rate
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
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