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0.689Net Profit
0.319PSR
0.054Sharpe Ratio
-0.004Alpha
0.075Beta
0.119CAR
5.9Drawdown
-0.69Loss Rate
4Parameters
0Security Types
0.042Sortino Ratio
1458Tradeable Dates
277Trades
0.013Treynor Ratio
0.22Win Rate
Jaipal left a comment in the discussion A little trick to plot the Benchmark
So cool! I learned a ton from this!!!
0.689Net Profit
0.319PSR
0.054Sharpe Ratio
-0.004Alpha
0.075Beta
0.119CAR
5.9Drawdown
-0.69Loss Rate
4Parameters
0Security Types
0.042Sortino Ratio
1458Tradeable Dates
277Trades
0.013Treynor Ratio
0.22Win Rate
Jaipal left a comment in the discussion Help: Ranking Options by Normalized Implied Volatility
Hello Derek Melchin . I love the piece of code you wrote to provide a solution. Unfortunately, when...
Jaipal left a comment in the discussion A little trick to plot the Benchmark
So cool! I learned a ton from this!!!
Jaipal left a comment in the discussion Help: Ranking Options by Normalized Implied Volatility
Hello Derek Melchin . I love the piece of code you wrote to provide a solution. Unfortunately, when...
1 years ago