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12.376Net Profit
29.498PSR
0.325Sharpe Ratio
-0.059Alpha
1.706Beta
14.985CAR
19.8Drawdown
58Loss Rate
0Parameters
1Security Types
0.364Sortino Ratio
0Tradeable Dates
62Trades
0.049Treynor Ratio
42Win Rate
196.183Net Profit
20.116PSR
0.663Sharpe Ratio
0.082Alpha
0.93Beta
22.94CAR
32.2Drawdown
-1.53Loss Rate
0Parameters
0Security Types
0Tradeable Dates
422Trades
0.179Treynor Ratio
1.99Win Rate
49.712Net Profit
80.636PSR
2.735Sharpe Ratio
0.823Alpha
0.581Beta
143.074CAR
20.7Drawdown
-7.2Loss Rate
0Parameters
0Security Types
165Tradeable Dates
146Trades
1.545Treynor Ratio
0Win Rate
60.973Net Profit
97.839PSR
11.002Sharpe Ratio
4.558Alpha
0.011Beta
945.254CAR
13.4Drawdown
-2.07Loss Rate
0Parameters
0Security Types
74Tradeable Dates
1951Trades
413.209Treynor Ratio
7.58Win Rate
121.998Net Profit
36.832PSR
0.984Sharpe Ratio
0.64Alpha
0.356Beta
58.16CAR
37.1Drawdown
-1.15Loss Rate
0Parameters
0Security Types
635Tradeable Dates
9691Trades
1.939Treynor Ratio
5.53Win Rate
12.376Net Profit
29.498PSR
0.325Sharpe Ratio
-0.059Alpha
1.706Beta
14.985CAR
19.8Drawdown
58Loss Rate
0Parameters
1Security Types
0.364Sortino Ratio
0Tradeable Dates
62Trades
0.049Treynor Ratio
42Win Rate
196.183Net Profit
20.116PSR
0.663Sharpe Ratio
0.082Alpha
0.93Beta
22.94CAR
32.2Drawdown
-1.53Loss Rate
0Parameters
0Security Types
0Tradeable Dates
422Trades
0.179Treynor Ratio
1.99Win Rate
49.712Net Profit
80.636PSR
2.735Sharpe Ratio
0.823Alpha
0.581Beta
143.074CAR
20.7Drawdown
-7.2Loss Rate
0Parameters
0Security Types
165Tradeable Dates
146Trades
1.545Treynor Ratio
0Win Rate
60.973Net Profit
97.839PSR
11.002Sharpe Ratio
4.558Alpha
0.011Beta
945.254CAR
13.4Drawdown
-2.07Loss Rate
0Parameters
0Security Types
74Tradeable Dates
1951Trades
413.209Treynor Ratio
7.58Win Rate
121.998Net Profit
36.832PSR
0.984Sharpe Ratio
0.64Alpha
0.356Beta
58.16CAR
37.1Drawdown
-1.15Loss Rate
0Parameters
0Security Types
635Tradeable Dates
9691Trades
1.939Treynor Ratio
5.53Win Rate
1668.137Net Profit
18.327PSR
1.185Sharpe Ratio
0.918Alpha
0.198Beta
104.858CAR
29.9Drawdown
-2.45Loss Rate
0Parameters
0Security Types
1462Tradeable Dates
29865Trades
4.711Treynor Ratio
11.95Win Rate
1668.137Net Profit
18.327PSR
1.185Sharpe Ratio
0.918Alpha
0.198Beta
104.858CAR
29.9Drawdown
-2.45Loss Rate
0Parameters
0Security Types
1462Tradeable Dates
29865Trades
4.711Treynor Ratio
11.95Win Rate
441.006Net Profit
70.334PSR
1.538Sharpe Ratio
0.467Alpha
0.914Beta
75.49CAR
33.3Drawdown
-0.8Loss Rate
0Parameters
0Security Types
756Tradeable Dates
14894Trades
0.607Treynor Ratio
0.77Win Rate
596.34Net Profit
47.555PSR
1.175Sharpe Ratio
0.501Alpha
0.312Beta
62.294CAR
59.7Drawdown
-10.12Loss Rate
0Parameters
0Security Types
1462Tradeable Dates
1021Trades
1.688Treynor Ratio
81.43Win Rate
1668.137Net Profit
18.327PSR
1.185Sharpe Ratio
0.918Alpha
0.198Beta
104.858CAR
29.9Drawdown
-2.45Loss Rate
0Parameters
0Security Types
1462Tradeable Dates
29865Trades
4.711Treynor Ratio
11.95Win Rate
910.799Net Profit
70.991PSR
1.514Sharpe Ratio
0.568Alpha
0.175Beta
78.165CAR
39.5Drawdown
-2.48Loss Rate
0Parameters
0Security Types
1462Tradeable Dates
364Trades
3.371Treynor Ratio
8.76Win Rate
441.055Net Profit
70.336PSR
1.538Sharpe Ratio
0.467Alpha
0.914Beta
75.465CAR
33.3Drawdown
-0.84Loss Rate
0Parameters
0Security Types
756Tradeable Dates
11534Trades
0.607Treynor Ratio
0.76Win Rate
480.17Net Profit
53.617PSR
1.209Sharpe Ratio
0.304Alpha
1.02Beta
55.152CAR
33.3Drawdown
-0.89Loss Rate
0Parameters
0Security Types
1008Tradeable Dates
16647Trades
0.418Treynor Ratio
0.62Win Rate
0Parameters
1Security Types
66Tradeable Dates
0Parameters
1Security Types
756Tradeable Dates
0Parameters
1Security Types
332Tradeable Dates
0Parameters
2Security Types
1097Tradeable Dates
0Parameters
1Security Types
1259Tradeable Dates
1087.694Net Profit
53.368PSR
1.372Sharpe Ratio
0.727Alpha
0.352Beta
85.423CAR
47.5Drawdown
-3.74Loss Rate
0Parameters
0Security Types
1462Tradeable Dates
1262Trades
2.184Treynor Ratio
124.45Win Rate
768.274Net Profit
43.454PSR
1.202Sharpe Ratio
0.636Alpha
0.374Beta
71.481CAR
53.8Drawdown
-7.5Loss Rate
0Parameters
0Security Types
1462Tradeable Dates
1254Trades
1.819Treynor Ratio
124.05Win Rate
672.937Net Profit
63.663PSR
1.367Sharpe Ratio
0.49Alpha
0.123Beta
66.622CAR
36.7Drawdown
-0.99Loss Rate
0Parameters
0Security Types
1462Tradeable Dates
774Trades
4.114Treynor Ratio
8.41Win Rate
833.53Net Profit
68.013PSR
1.46Sharpe Ratio
0.545Alpha
0.176Beta
74.663CAR
41.6Drawdown
-2.45Loss Rate
0Parameters
0Security Types
1462Tradeable Dates
374Trades
3.22Treynor Ratio
8.76Win Rate
910.799Net Profit
70.991PSR
1.514Sharpe Ratio
0.568Alpha
0.175Beta
78.165CAR
39.5Drawdown
-2.48Loss Rate
0Parameters
0Security Types
1462Tradeable Dates
364Trades
3.371Treynor Ratio
8.76Win Rate
1325.144Net Profit
67.664PSR
1.403Sharpe Ratio
0.509Alpha
0.151Beta
69.988CAR
39.6Drawdown
-6.95Loss Rate
0Parameters
0Security Types
1827Tradeable Dates
25Trades
3.471Treynor Ratio
106.27Win Rate
590.471Net Profit
55.584PSR
1.264Sharpe Ratio
0.465Alpha
0.174Beta
61.952CAR
39.5Drawdown
-6.16Loss Rate
0Parameters
0Security Types
1462Tradeable Dates
20Trades
2.79Treynor Ratio
114.76Win Rate
910.799Net Profit
70.991PSR
1.514Sharpe Ratio
0.568Alpha
0.175Beta
78.165CAR
39.5Drawdown
-2.48Loss Rate
0Parameters
0Security Types
1462Tradeable Dates
364Trades
3.371Treynor Ratio
8.76Win Rate
865.826Net Profit
70.603PSR
1.497Sharpe Ratio
0.553Alpha
0.156Beta
76.152CAR
39.1Drawdown
-2.12Loss Rate
0Parameters
0Security Types
1462Tradeable Dates
418Trades
3.67Treynor Ratio
8.57Win Rate
833.53Net Profit
68.013PSR
1.46Sharpe Ratio
0.545Alpha
0.176Beta
74.663CAR
41.6Drawdown
-2.45Loss Rate
0Parameters
0Security Types
1462Tradeable Dates
374Trades
3.22Treynor Ratio
8.76Win Rate
590.471Net Profit
55.584PSR
1.264Sharpe Ratio
0.465Alpha
0.174Beta
61.952CAR
39.5Drawdown
-6.16Loss Rate
0Parameters
0Security Types
1462Tradeable Dates
20Trades
2.79Treynor Ratio
114.76Win Rate
910.799Net Profit
70.991PSR
1.514Sharpe Ratio
0.568Alpha
0.175Beta
78.165CAR
39.5Drawdown
-2.48Loss Rate
0Parameters
0Security Types
1462Tradeable Dates
364Trades
3.371Treynor Ratio
8.76Win Rate
The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.
Get this certificate by participating in our Open Quant League
The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.
Get this certificate by participating in our Open Quant League
The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.
Get this certificate by participating in our Open Quant League