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0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
2Security Types
0Sortino Ratio
29Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
29Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
8Parameters
0Security Types
4Tradeable Dates
Daniel left a comment in the discussion Risk Management - Logging Liquidations
Hi All,
Daniel started the discussion Insufficient Buying Power
Hi All,
Daniel started the discussion OptionStrategies - Limit Orders
Hi All,
Daniel started the discussion Emitting Insights for Profit Taker Orders
Hi There,
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
2Security Types
0Sortino Ratio
29Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
29Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
8Parameters
0Security Types
4Tradeable Dates
Daniel left a comment in the discussion Risk Management - Logging Liquidations
Thanks Derek,
Daniel left a comment in the discussion Risk Management - Logging Liquidations
Hi All,
Daniel started the discussion Insufficient Buying Power
Hi All,
Daniel started the discussion OptionStrategies - Limit Orders
Hi All,
Daniel started the discussion Emitting Insights for Profit Taker Orders
Hi There,
Daniel started the discussion Changing resolution during backtest
I am working on a backtest that will evaluate options chains.
Daniel started the discussion OptionChainProvider & Greeks
Hi All,
Daniel started the discussion Risk Management - Logging Liquidations
Hi All,
Daniel left a comment in the discussion Changing resolution during backtest
Disregard my earlier comment - I think I found the answer and will give AddOptionContract a try
Daniel left a comment in the discussion Changing resolution during backtest
Thanks Shile,
Daniel left a comment in the discussion Emitting Insights for Profit Taker Orders
Thanks Derek,Just to clarify, I don't want to place a take-profit in the alpha model. I am more...
Daniel left a comment in the discussion Changing resolution during backtest
Would also love any ideas you may have about how best to structure this type of algorithm - it...
Daniel left a comment in the discussion Risk Management - Logging Liquidations
Thanks Derek,
3 years ago