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-82.413Net Profit
0PSR
-1.025Sharpe Ratio
0.594Alpha
-0.784Beta
-100CAR
82.4Drawdown
-0.04Loss Rate
10Parameters
0Security Types
-0.953Sortino Ratio
0Tradeable Dates
10001Trades
1.276Treynor Ratio
0.02Win Rate
Asher started the discussion Alpha Model: Object reference not set to an instance of an object.
Hey all,
Asher started the discussion Consistent Losses With Alpha Framework - Is It Slippage?
I've noticed a lot of my algorithms have consistent losses when using an alpha framework. To test...
-82.413Net Profit
0PSR
-1.025Sharpe Ratio
0.594Alpha
-0.784Beta
-100CAR
82.4Drawdown
-0.04Loss Rate
10Parameters
0Security Types
-0.953Sortino Ratio
0Tradeable Dates
10001Trades
1.276Treynor Ratio
0.02Win Rate
Asher started the discussion Alpha Model: Object reference not set to an instance of an object.
Hey all,
Asher started the discussion Consistent Losses With Alpha Framework - Is It Slippage?
I've noticed a lot of my algorithms have consistent losses when using an alpha framework. To test...