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57.935Net Profit
0.857Sharpe Ratio
0.186Alpha
-2.606Beta
12.922CAR
14.9Drawdown
45Loss Rate
1Security Types
0.10902789433756Sortino Ratio
948Tradeable Dates
672Trades
-0.051Treynor Ratio
55Win Rate
1376Tradeable Dates
614Tradeable Dates
0Tradeable Dates
129Tradeable Dates
Gene started the discussion Plot Indicator on 15m timeframe
Hi,
Gene started the discussion Accord.NET Machine Learning
Hi,
Gene started the discussion Quandl Problem
I cloned the "How do I import Quandl data" algorithm from QC University and tried to run a...
Gene left a comment in the discussion Moving LinearRegression
The Accord.NET framework has linear regression. I've used it previously, perhaps it is what you...
57.935Net Profit
0.857Sharpe Ratio
0.186Alpha
-2.606Beta
12.922CAR
14.9Drawdown
45Loss Rate
1Security Types
0.10902789433756Sortino Ratio
948Tradeable Dates
672Trades
-0.051Treynor Ratio
55Win Rate
1376Tradeable Dates
614Tradeable Dates
0Tradeable Dates
129Tradeable Dates
Gene started the discussion Plot Indicator on 15m timeframe
Hi,
Gene started the discussion Accord.NET Machine Learning
Hi,
Gene started the discussion Quandl Problem
I cloned the "How do I import Quandl data" algorithm from QC University and tried to run a...
Gene left a comment in the discussion Does QuantConnect get the latest day's data from Quandl during live trading?
Is this true that Quandl has a 2 day delay? I haven't checked.
Gene left a comment in the discussion Moving LinearRegression
The Accord.NET framework has linear regression. I've used it previously, perhaps it is what you...
Gene left a comment in the discussion Hull Moving Average implementation
@Juan Thanks for the Hull Moving Average. Very useful indicator!
Gene left a comment in the discussion Machine Learning for Equity Price Trend Prediction
So I realized the stop-loss function was not working as intended in the original code because I was...
Gene left a comment in the discussion Python Integration
Yeah, I did see that. It looks promising, but I'd be a little concerned about depending on it long...
Gene left a comment in the discussion Python Integration
Python.NET uses CPython, so it doesn't suffer from compatibility issues with NumPy, SciPy and other...
Gene left a comment in the discussion Does QuantConnect get the latest day's data from Quandl during live trading?
Is this true that Quandl has a 2 day delay? I haven't checked.
9 years ago