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Public Backtests (262)

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Hipster Fluorescent Orange kitten

-1.049Net Profit

12.912PSR

-0.434Sharpe Ratio

-0.019Alpha

0.011Beta

-1.662CAR

3.4Drawdown

67Loss Rate

137Parameters

1Security Types

-0.739Sortino Ratio

0Tradeable Dates

9Trades

-1.425Treynor Ratio

33Win Rate

new post

39.807Net Profit

31.836PSR

0.783Sharpe Ratio

0.086Alpha

0.275Beta

12.942CAR

28.7Drawdown

-0.22Loss Rate

132Parameters

0Security Types

1.179Sortino Ratio

0Tradeable Dates

1992Trades

0.428Treynor Ratio

0.19Win Rate

Well Dressed Light Brown Parrot

39.807Net Profit

31.836PSR

0.783Sharpe Ratio

0.086Alpha

0.275Beta

12.942CAR

28.7Drawdown

-0.22Loss Rate

132Parameters

0Security Types

1.179Sortino Ratio

0Tradeable Dates

1992Trades

0.428Treynor Ratio

0.19Win Rate

Fat Fluorescent Pink Parrot

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

2Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

4Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Crawling Blue Bear

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

2Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

1Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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Emilio left a comment in the discussion More accurate Option Greeks

Hi Louis,

1 years ago

Emilio left a comment in the discussion More accurate Option Greeks

Hi Guys,

1 years ago

Emilio left a comment in the discussion Algorithm Framework Module - Portfolio Construction Model With Custom Optimizer

Hi .ekz. !

2 years ago

Emilio left a comment in the discussion Issue with algo recognition of holdings after restarting

Hi David Eldringhoff 

3 years ago

Emilio left a comment in the discussion A little trick to plot the Benchmark

Hi Brandon Leonard !

3 years ago

Hipster Fluorescent Orange kitten

-1.049Net Profit

12.912PSR

-0.434Sharpe Ratio

-0.019Alpha

0.011Beta

-1.662CAR

3.4Drawdown

67Loss Rate

137Parameters

1Security Types

-0.739Sortino Ratio

0Tradeable Dates

9Trades

-1.425Treynor Ratio

33Win Rate

new post

39.807Net Profit

31.836PSR

0.783Sharpe Ratio

0.086Alpha

0.275Beta

12.942CAR

28.7Drawdown

-0.22Loss Rate

132Parameters

0Security Types

1.179Sortino Ratio

0Tradeable Dates

1992Trades

0.428Treynor Ratio

0.19Win Rate

Well Dressed Light Brown Parrot

39.807Net Profit

31.836PSR

0.783Sharpe Ratio

0.086Alpha

0.275Beta

12.942CAR

28.7Drawdown

-0.22Loss Rate

132Parameters

0Security Types

1.179Sortino Ratio

0Tradeable Dates

1992Trades

0.428Treynor Ratio

0.19Win Rate

Fat Fluorescent Pink Parrot

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

2Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

4Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Crawling Blue Bear

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

2Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

1Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Adaptable Red-Orange Fox

523.99Net Profit

1.144PSR

0.574Sharpe Ratio

0.196Alpha

0.196Beta

14.046CAR

68.2Drawdown

-0.53Loss Rate

577Parameters

0Security Types

0.495Sortino Ratio

3503Tradeable Dates

251Trades

4.127Treynor Ratio

4.54Win Rate

Calculating Apricot Bat

310.259Net Profit

0.003PSR

0.41Sharpe Ratio

0.172Alpha

0.172Beta

10.664CAR

74Drawdown

-1.27Loss Rate

577Parameters

0Security Types

0.297Sortino Ratio

3503Tradeable Dates

78Trades

0.281Treynor Ratio

6.22Win Rate

Emotional Yellow-Green Whale

248.494Net Profit

40.557PSR

0.981Sharpe Ratio

0.056Alpha

0.056Beta

9.621CAR

30.2Drawdown

-0.53Loss Rate

8Parameters

0Security Types

1.254Sortino Ratio

3420Tradeable Dates

110Trades

0.237Treynor Ratio

1.29Win Rate

Hipster Sky Blue Guanaco

94.048Net Profit

4.245PSR

0.43Sharpe Ratio

0.012Alpha

1.228Beta

10.105CAR

74.6Drawdown

26Loss Rate

30Parameters

2Security Types

0.0133Sortino Ratio

2155Tradeable Dates

825Trades

0.122Treynor Ratio

74Win Rate

Pensive Fluorescent Orange Seahorse

132Parameters

0Security Types

0Tradeable Dates

Retrospective Sky Blue Pig

132Parameters

0Security Types

0Tradeable Dates

Emotional Sky Blue Mule

132Parameters

0Security Types

0Tradeable Dates

Calm Yellow Mule

132Parameters

0Security Types

0Tradeable Dates

Ugly Red Sardine

132Parameters

0Security Types

0Tradeable Dates

Jumping Asparagus Goat

602Parameters

0Security Types

2350Tradeable Dates

Energetic Yellow-Green Fly

602Parameters

0Security Types

2350Tradeable Dates

Dancing Green Dog

588Parameters

0Security Types

2350Tradeable Dates

Retrospective Brown Crocodile

588Parameters

0Security Types

2350Tradeable Dates

Hyper-Active Magenta Eagle

588Parameters

0Security Types

2350Tradeable Dates

Dancing Violet Falcon

588Parameters

0Security Types

2350Tradeable Dates

Upgraded Fluorescent Orange Scorpion

579Parameters

0Security Types

2350Tradeable Dates

Measured Blue Hippopotamus

579Parameters

0Security Types

2350Tradeable Dates

Dancing Yellow-Green Hamster

579Parameters

0Security Types

2540Tradeable Dates

Crying Fluorescent Pink Chinchilla

564Parameters

0Security Types

2540Tradeable Dates

Emotional Red Seahorse

572Parameters

0Security Types

2350Tradeable Dates

SPYC_Jan07-Sep20

567Parameters

0Security Types

3462Tradeable Dates

SPUC_Jan07-Sep20

567Parameters

0Security Types

3462Tradeable Dates

SPD_Jan07-Sep20

567Parameters

0Security Types

3462Tradeable Dates

QQC_v2

567Parameters

0Security Types

2350Tradeable Dates

QQU_v2

567Parameters

0Security Types

2350Tradeable Dates

Emilio left a comment in the discussion More accurate Option Greeks

Hi Louis,

1 years ago

Emilio left a comment in the discussion More accurate Option Greeks

Hi Guys,

1 years ago

Emilio left a comment in the discussion Algorithm Framework Module - Portfolio Construction Model With Custom Optimizer

Hi .ekz. !

2 years ago

Emilio left a comment in the discussion Issue with algo recognition of holdings after restarting

Hi David Eldringhoff 

3 years ago

Emilio left a comment in the discussion A little trick to plot the Benchmark

Hi Brandon Leonard !

3 years ago

Emilio left a comment in the discussion Inspired by the series "From Research to Production" - Long-Short Moving Average Crossover (Manual Universe) + Research Notebook

Thank you guys for the support!

3 years ago

Emilio started the discussion Universe Selection - Dividends/Earnings Filters

Hi,

5 years ago

Emilio started the discussion Backtest Charts - Benchmark Curve

Hi All,

5 years ago

Emilio started the discussion Composite Alpha

Hi All,

5 years ago

Emilio started the discussion Get the Current Market Open/Close Times

Hi,

5 years ago

Emilio started the discussion Indicators Not Working For Cryptos in Research Environment

Hi,

6 years ago

Emilio started the discussion Merge Prices and Indicators in One Single Dataframe in Research Environment

Hi All,

6 years ago

Emilio started the discussion Custom Indicators On Consolidated Data

Hi there,

6 years ago

Emilio started the discussion Saving Algorithms in proper folders in the Lab section.

Hi,

6 years ago

Emilio started the discussion Add Crypto using the Framework

Hi,

6 years ago

Emilio started the discussion Universe Selection using multiple conditions with price and volume (using Algorithm Framework)

Hi All,

6 years ago

Emilio started the discussion Managing Universe and Trades within Algorithm Framework

Hi,

6 years ago

Emilio started the discussion Portfolio Construction Model Using Equal Fixed Amounts of Cash for All Securities in Universe

Hi,

6 years ago