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21Parameters
0Security Types
1500Tradeable Dates
22.093Net Profit
46.866PSR
1.006Sharpe Ratio
0.045Alpha
0.506Beta
14.629CAR
19.8Drawdown
48Loss Rate
5Parameters
1Security Types
0.1077Sortino Ratio
369Tradeable Dates
715Trades
0.319Treynor Ratio
52Win Rate
James started the discussion Pricing Confusion
Hi,
James left a comment in the discussion Pythonic rework of Uncorrelated Assets Idea Stream
Sure! Thanks
21Parameters
0Security Types
1500Tradeable Dates
22.093Net Profit
46.866PSR
1.006Sharpe Ratio
0.045Alpha
0.506Beta
14.629CAR
19.8Drawdown
48Loss Rate
5Parameters
1Security Types
0.1077Sortino Ratio
369Tradeable Dates
715Trades
0.319Treynor Ratio
52Win Rate
James started the discussion Pricing Confusion
Hi,
James left a comment in the discussion Pricing Confusion
Hi Shile,
James left a comment in the discussion Pythonic rework of Uncorrelated Assets Idea Stream
Sure! Thanks
James left a comment in the discussion Pricing Confusion
Hi Shile,
4 years ago