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24.524Net Profit
71.876PSR
1.69Sharpe Ratio
0.174Alpha
0.149Beta
24.561CAR
8.8Drawdown
-0.07Loss Rate
4Parameters
2Security Types
2.219Sortino Ratio
313Tradeable Dates
825Trades
1.358Treynor Ratio
0.31Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
41Parameters
0Security Types
0.534Sortino Ratio
991Tradeable Dates
38Trades
0Treynor Ratio
0Win Rate
Euan started the discussion Adding vix futures to OANDA
I would like to use VIX futures prices to determine buy and sell signals which I can then use on...
24.524Net Profit
71.876PSR
1.69Sharpe Ratio
0.174Alpha
0.149Beta
24.561CAR
8.8Drawdown
-0.07Loss Rate
4Parameters
2Security Types
2.219Sortino Ratio
313Tradeable Dates
825Trades
1.358Treynor Ratio
0.31Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
41Parameters
0Security Types
0.534Sortino Ratio
991Tradeable Dates
38Trades
0Treynor Ratio
0Win Rate
Euan started the discussion Adding vix futures to OANDA
I would like to use VIX futures prices to determine buy and sell signals which I can then use on...
Euan left a comment in the discussion Beginner Question on Quandl Data for CHRIS/CBOE_VX1
Hi Douglas,
Euan left a comment in the discussion Beginner Question on Quandl Data for CHRIS/CBOE_VX1
Hi Douglas,
3 years ago