We are pioneering the radical future for open-source quant finance. QuantConnect is the world's largest quant community, empowering 220,000 quants with a framework, data, and infrastructure for their investments.
178.456Net Profit
20.158PSR
0.584Sharpe Ratio
0.013Alpha
0.538Beta
10.838CAR
25.1Drawdown
-2.79Loss Rate
13Parameters
0Security Types
2503Tradeable Dates
67Trades
0.106Treynor Ratio
8.55Win Rate
Creative started the discussion Exploring SPY with PUT options as hedge
Hypothesis/question: If we buy PUT options as a hedge on SPY holdings, does it improve absolute...
Creative left a comment in the discussion Exploring SPY with PUT options as hedge
178.456Net Profit
20.158PSR
0.584Sharpe Ratio
0.013Alpha
0.538Beta
10.838CAR
25.1Drawdown
-2.79Loss Rate
13Parameters
0Security Types
2503Tradeable Dates
67Trades
0.106Treynor Ratio
8.55Win Rate
Creative started the discussion Exploring SPY with PUT options as hedge
Hypothesis/question: If we buy PUT options as a hedge on SPY holdings, does it improve absolute...
Creative left a comment in the discussion Exploring SPY with PUT options as hedge
verifying, if we have more down years during the back test period, can returns from put options...
Creative left a comment in the discussion Exploring SPY with PUT options as hedge
Creative left a comment in the discussion Exploring SPY with PUT options as hedge
verifying, if we have more down years during the back test period, can returns from put options...
3 days ago