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-13.619Net Profit
0PSR
-1.658Sharpe Ratio
-0.101Alpha
0Beta
-14.504CAR
14.9Drawdown
58Loss Rate
13Parameters
1Security Types
-0.2581Sortino Ratio
291Tradeable Dates
96Trades
425.859Treynor Ratio
42Win Rate
Jayakumar left a comment in the discussion Buy SPX futures over the weekend
Hi J,
Jayakumar left a comment in the discussion Suggest Trading Strategies for Us to Implement!
I would love to see a non time bar with continious futures, like Renko with E-Mini.
Jayakumar left a comment in the discussion [Update] Python Library Support
+1 for keras, theano and tensorflow
-13.619Net Profit
0PSR
-1.658Sharpe Ratio
-0.101Alpha
0Beta
-14.504CAR
14.9Drawdown
58Loss Rate
13Parameters
1Security Types
-0.2581Sortino Ratio
291Tradeable Dates
96Trades
425.859Treynor Ratio
42Win Rate
Jayakumar left a comment in the discussion Scheduling after market open
for reference to other folks running into this in the future.. I just ran into this, and looks like...
Jayakumar left a comment in the discussion Buy SPX futures over the weekend
Hi J,
Jayakumar left a comment in the discussion Suggest Trading Strategies for Us to Implement!
I would love to see a non time bar with continious futures, like Renko with E-Mini.
Jayakumar left a comment in the discussion [Update] Python Library Support
+1 for keras, theano and tensorflow
Jayakumar left a comment in the discussion Scheduling after market open
for reference to other folks running into this in the future.. I just ran into this, and looks like...
27 days ago