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-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
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
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
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
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
Emilio left a comment in the discussion More accurate Option Greeks
Hi Guys,
Emilio left a comment in the discussion Algorithm Framework Module - Portfolio Construction Model With Custom Optimizer
Hi .ekz. !
Emilio left a comment in the discussion Issue with algo recognition of holdings after restarting
Hi David Eldringhoff
Emilio left a comment in the discussion A little trick to plot the Benchmark
Hi Brandon Leonard !
-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
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
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
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
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
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
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
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
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
132Parameters
0Security Types
0Tradeable Dates
132Parameters
0Security Types
0Tradeable Dates
132Parameters
0Security Types
0Tradeable Dates
132Parameters
0Security Types
0Tradeable Dates
132Parameters
0Security Types
0Tradeable Dates
602Parameters
0Security Types
2350Tradeable Dates
602Parameters
0Security Types
2350Tradeable Dates
588Parameters
0Security Types
2350Tradeable Dates
588Parameters
0Security Types
2350Tradeable Dates
588Parameters
0Security Types
2350Tradeable Dates
588Parameters
0Security Types
2350Tradeable Dates
579Parameters
0Security Types
2350Tradeable Dates
579Parameters
0Security Types
2350Tradeable Dates
579Parameters
0Security Types
2540Tradeable Dates
564Parameters
0Security Types
2540Tradeable Dates
572Parameters
0Security Types
2350Tradeable Dates
567Parameters
0Security Types
3462Tradeable Dates
567Parameters
0Security Types
3462Tradeable Dates
567Parameters
0Security Types
3462Tradeable Dates
567Parameters
0Security Types
2350Tradeable Dates
567Parameters
0Security Types
2350Tradeable Dates
Emilio left a comment in the discussion More accurate Option Greeks
Hi Louis,
Emilio left a comment in the discussion More accurate Option Greeks
Hi Guys,
Emilio left a comment in the discussion Algorithm Framework Module - Portfolio Construction Model With Custom Optimizer
Hi .ekz. !
Emilio left a comment in the discussion Issue with algo recognition of holdings after restarting
Hi David Eldringhoff
Emilio left a comment in the discussion A little trick to plot the Benchmark
Hi Brandon Leonard !
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!
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Emilio left a comment in the discussion More accurate Option Greeks
Hi Louis,
1 years ago