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-9.106Net Profit
0.039PSR
-1.601Sharpe Ratio
-0.08Alpha
-0.02Beta
-9.88CAR
11.9Drawdown
-0.16Loss Rate
4Parameters
0Security Types
-0.937Sortino Ratio
0Tradeable Dates
594Trades
4.027Treynor Ratio
0.16Win Rate
-6.322Net Profit
9.067PSR
-0.261Sharpe Ratio
-0.041Alpha
-0.077Beta
-6.868CAR
17.4Drawdown
-0.02Loss Rate
5Parameters
0Security Types
-0.511Sortino Ratio
0Tradeable Dates
5363Trades
0.568Treynor Ratio
0.04Win Rate
Daniel started the discussion How to properly liquidate positions within the Alpha Model?
Hello,
Daniel started the discussion Algorithm Framework Questions
I try to understand how the algorithm framework works. For this purpose, I experiment with boot...
Daniel left a comment in the discussion Algorithm Framework Questions
Hi Etienne,
Daniel left a comment in the discussion Call for Design Input - Documentation V2
Hi Jared,
-9.106Net Profit
0.039PSR
-1.601Sharpe Ratio
-0.08Alpha
-0.02Beta
-9.88CAR
11.9Drawdown
-0.16Loss Rate
4Parameters
0Security Types
-0.937Sortino Ratio
0Tradeable Dates
594Trades
4.027Treynor Ratio
0.16Win Rate
-6.322Net Profit
9.067PSR
-0.261Sharpe Ratio
-0.041Alpha
-0.077Beta
-6.868CAR
17.4Drawdown
-0.02Loss Rate
5Parameters
0Security Types
-0.511Sortino Ratio
0Tradeable Dates
5363Trades
0.568Treynor Ratio
0.04Win Rate
Daniel started the discussion How to properly liquidate positions within the Alpha Model?
Hello,
Daniel started the discussion Algorithm Framework Questions
I try to understand how the algorithm framework works. For this purpose, I experiment with boot...
Daniel left a comment in the discussion Algorithm Framework Questions
Thank you Derek,
Daniel left a comment in the discussion Algorithm Framework Questions
Hi Etienne,
Daniel left a comment in the discussion Call for Design Input - Documentation V2
Hi Jared,
Daniel left a comment in the discussion Algorithm Framework Questions
Thank you Derek,
3 years ago