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0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
7Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
15Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Emi left a comment in the discussion Share: Rebalancing Premium in Mean-reverting Cryptocurrencies
karamazov - I was planning to run the algo on Q1-22 to see how it does under a significant market...
Emi left a comment in the discussion Share: Rebalancing Premium in Mean-reverting Cryptocurrencies
Vladimir that’s a great improvement, thank you.
Emi left a comment in the discussion Share: Rebalancing Premium in Mean-reverting Cryptocurrencies
Vladimir - thanks for the comments.
Emi left a comment in the discussion Crypto Universe
Vladimir - that's fantastic and works great, thank you for taking the time to help.
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
7Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
15Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Emi left a comment in the discussion Share: Rebalancing Premium in Mean-reverting Cryptocurrencies
Hi everyone,
Emi left a comment in the discussion Share: Rebalancing Premium in Mean-reverting Cryptocurrencies
karamazov - I was planning to run the algo on Q1-22 to see how it does under a significant market...
Emi left a comment in the discussion Share: Rebalancing Premium in Mean-reverting Cryptocurrencies
Vladimir that’s a great improvement, thank you.
Emi left a comment in the discussion Share: Rebalancing Premium in Mean-reverting Cryptocurrencies
Vladimir - thanks for the comments.
Emi left a comment in the discussion Crypto Universe
Vladimir - that's fantastic and works great, thank you for taking the time to help.
Emi left a comment in the discussion Crypto Universe
Hi Louis Szeto,
Emi left a comment in the discussion Share: Rebalancing Premium in Mean-reverting Cryptocurrencies
Hi everyone,
2 years ago