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7.9228162514264E+28Sortino Ratio
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95Tradeable Dates
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Frank started the discussion QUANDL dataset vs FRED dataset
I have been working with the kei strategy algo , modified by Vladimir, Frank ?, and Tom Penrose.
Frank left a comment in the discussion QUANDL dataset vs FRED dataset
Varad,
Frank left a comment in the discussion QUANDL dataset vs FRED dataset
Fred,
Frank left a comment in the discussion KEI based Strategy
Very impressive, if anyone wants to conference call or collaborate and kick around some ideas,...
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
17Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
95Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
7Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Frank started the discussion QUANDL dataset vs FRED dataset
I have been working with the kei strategy algo , modified by Vladimir, Frank ?, and Tom Penrose.
Frank left a comment in the discussion KEI based Strategy
Not sure what to add , but there is another OECD dataset from the Federal Reserve site FRED...
Frank left a comment in the discussion QUANDL dataset vs FRED dataset
Varad,
Frank left a comment in the discussion QUANDL dataset vs FRED dataset
Fred,
Frank left a comment in the discussion KEI based Strategy
Very impressive, if anyone wants to conference call or collaborate and kick around some ideas,...
Frank left a comment in the discussion KEI based Strategy
This is a work in progress. I cloned one of Vlad's earlier versions. I really like this algo for...
Frank left a comment in the discussion Reduced stability in live?
thank you
Frank started the discussion Morningstar grades and scores
In my Quantopian algos i used the following from morningstar I can't find them in the Quantconnect...
Frank started the discussion Coarse Selection and Tradebar history
I am testing out parts for my algo and having a problem with the rolling history. I think i have...
Frank started the discussion Trying to retrieve past bars after a universe selection
I have been working (unsuccessfully for some time) on trying to put together a simple algo...
Frank started the discussion Simple test problem
For two symbols, i am trying to print the slope and the macd each day. The first symbol works...
Frank started the discussion Order Invalid Errors
I am getting alot of Invalid Order error statuses. Can anyone tell me how to access the
Frank left a comment in the discussion KEI based Strategy
Not sure what to add , but there is another OECD dataset from the Federal Reserve site FRED...
2 years ago