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5.542Net Profit
67.943PSR
2.5Sharpe Ratio
0.242Alpha
-0.226Beta
39.119CAR
3.9Drawdown
-0.02Loss Rate
3Parameters
0Security Types
3.45Sortino Ratio
41Tradeable Dates
3Trades
-1.713Treynor Ratio
0Win Rate
Frank started the discussion Cannot get local data to work
I am attempting to run the code from the options tutorial on local SPY data (purchased from QC and...
Frank left a comment in the discussion Cannot get local data to work
I had actually already thought of that and downloaded the SPY data. It still doesn't work. Here is...
Frank started the discussion Weekly options in python
I've been testing with BasicTemplateOptionsAlgorithm in python. I noticed I'm only...
5.542Net Profit
67.943PSR
2.5Sharpe Ratio
0.242Alpha
-0.226Beta
39.119CAR
3.9Drawdown
-0.02Loss Rate
3Parameters
0Security Types
3.45Sortino Ratio
41Tradeable Dates
3Trades
-1.713Treynor Ratio
0Win Rate
Frank started the discussion Cannot get local data to work
I am attempting to run the code from the options tutorial on local SPY data (purchased from QC and...
Frank left a comment in the discussion Cannot get local data to work
Ok, got it to work. I ran your CLI command, and it looks like it added the trade data in addition...
Frank left a comment in the discussion Cannot get local data to work
I had actually already thought of that and downloaded the SPY data. It still doesn't work. Here is...
Frank started the discussion Weekly options in python
I've been testing with BasicTemplateOptionsAlgorithm in python. I noticed I'm only...
Frank left a comment in the discussion Cannot get local data to work
Ok, got it to work. I ran your CLI command, and it looks like it added the trade data in addition...
3 years ago