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-1.052Net Profit
-5.779Sharpe Ratio
0Alpha
-47.909Beta
-61.892CAR
2.4Drawdown
90Loss Rate
1Security Types
-0.019115331671902Sortino Ratio
4Tradeable Dates
268Trades
0.011Treynor Ratio
10Win Rate
David started the discussion VIX futures and SPX options data
Hi,
David left a comment in the discussion SPX/RUT option support?
I would agree that having index options data would be very useful. A lot of the systematic options...
-1.052Net Profit
-5.779Sharpe Ratio
0Alpha
-47.909Beta
-61.892CAR
2.4Drawdown
90Loss Rate
1Security Types
-0.019115331671902Sortino Ratio
4Tradeable Dates
268Trades
0.011Treynor Ratio
10Win Rate
David started the discussion VIX futures and SPX options data
Hi,
David left a comment in the discussion SPX/RUT option support?
To add a bit more background, one of the big advantages of index options over stock options is that...
David left a comment in the discussion SPX/RUT option support?
I would agree that having index options data would be very useful. A lot of the systematic options...
David left a comment in the discussion SPX/RUT option support?
To add a bit more background, one of the big advantages of index options over stock options is that...
6 years ago