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150.284Net Profit
28.369PSR
0.872Sharpe Ratio
0.041Alpha
0.276Beta
9.604CAR
21Drawdown
-0.66Loss Rate
30Parameters
0Security Types
2519Tradeable Dates
402Trades
0.245Treynor Ratio
0.71Win Rate
jam started the discussion Is anyone aware of an API for Shiller PE ratio data?
Up until now, I had been using the NasdaqDataLink within Quantconnect to access the Shiller PE...
jam started the discussion What's a good way to pull in FEDFUNDS rate data?
I'm looking to pull in the FEDFUNDS rate data into an algorithm. What's a good way to do that? I...
jam left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Has anyone attempted backtesting this strategy in time periods before 2008? For example, the tech...
jam left a comment in the discussion Hybrid Asset Allocation
Tristan F Curious if you made any more progress? Attached is my attempt. I also got caught in the...
150.284Net Profit
28.369PSR
0.872Sharpe Ratio
0.041Alpha
0.276Beta
9.604CAR
21Drawdown
-0.66Loss Rate
30Parameters
0Security Types
2519Tradeable Dates
402Trades
0.245Treynor Ratio
0.71Win Rate
jam started the discussion Is anyone aware of an API for Shiller PE ratio data?
Up until now, I had been using the NasdaqDataLink within Quantconnect to access the Shiller PE...
jam started the discussion What's a good way to pull in FEDFUNDS rate data?
I'm looking to pull in the FEDFUNDS rate data into an algorithm. What's a good way to do that? I...
jam left a comment in the discussion What's a good way to pull in FEDFUNDS rate data?
I'm seeing this error when I try to pull FRED data via their API:
jam left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Has anyone attempted backtesting this strategy in time periods before 2008? For example, the tech...
jam left a comment in the discussion Hybrid Asset Allocation
Tristan F Curious if you made any more progress? Attached is my attempt. I also got caught in the...
jam left a comment in the discussion What's a good way to pull in FEDFUNDS rate data?
I'm seeing this error when I try to pull FRED data via their API:
1 years ago