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0.348Net Profit
100PSR
12.248Sharpe Ratio
0.081Alpha
0.004Beta
17.985CAR
0.2Drawdown
0Loss Rate
0Parameters
0Security Types
6Tradeable Dates
6Trades
21.05Treynor Ratio
0.14Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
13Parameters
2Security Types
0Sortino Ratio
2Tradeable Dates
2Trades
0Treynor Ratio
0Win Rate
gv started the discussion Error in selecting the option contract
Hello,
gv started the discussion Market data on 11-24-2023
Hello,
gv started the discussion Option chain selection error for same day expiry
Hi,
gv left a comment in the discussion Sharing: Selecting options contracts using Delta
.ekz. Is there a way to add schedule function so that OnData gets called only at certain time. In...
0.348Net Profit
100PSR
12.248Sharpe Ratio
0.081Alpha
0.004Beta
17.985CAR
0.2Drawdown
0Loss Rate
0Parameters
0Security Types
6Tradeable Dates
6Trades
21.05Treynor Ratio
0.14Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
13Parameters
2Security Types
0Sortino Ratio
2Tradeable Dates
2Trades
0Treynor Ratio
0Win Rate
gv started the discussion Error in selecting the option contract
Hello,
gv started the discussion Market data on 11-24-2023
Hello,
gv started the discussion Option chain selection error for same day expiry
Hi,
gv left a comment in the discussion Sharing: Selecting options contracts using Delta
Derek Melchin Is there a way to check the Delta of put option position in portfolio and liquidate...
gv left a comment in the discussion Sharing: Selecting options contracts using Delta
.ekz. Is there a way to add schedule function so that OnData gets called only at certain time. In...
gv started the discussion Any reliable way to select ETFs only
I tried HasFundamentalData==False in CoarseFilter but I see stocks like NIO getting selected.
gv left a comment in the discussion Simple stock bond strategy hedged using VIX options
Narendra Kulkarni You are probably aware of In-and-Out concept discussed on QC. I personally like...
gv left a comment in the discussion Algo: Trend0
Thanks for sharing Warren. This algo only traded AMZN. Is it by design? Doesn't this lead to look...
gv left a comment in the discussion Transition from Quantopian to QuantConnect.
Derek Melchin
gv left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach
Vladimir v1.3 selects top 100 based on DollarVolume on that particular day. Do you see any value...
gv left a comment in the discussion Sharing: Selecting options contracts using Delta
Derek Melchin Is there a way to check the Delta of put option position in portfolio and liquidate...
2 years ago