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1Security Types
0Tradeable Dates
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
20Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0.292Net Profit
0Sharpe Ratio
0Alpha
0Beta
70.376CAR
0Drawdown
0Loss Rate
2Security Types
0Sortino Ratio
1096Tradeable Dates
1Trades
0Treynor Ratio
0Win Rate
314.242Net Profit
0.582Sharpe Ratio
-0.005Alpha
5.48Beta
9.286CAR
48.1Drawdown
43Loss Rate
1Security Types
0.18578278415614Sortino Ratio
4028Tradeable Dates
829Trades
0.019Treynor Ratio
57Win Rate
JDMar started the discussion Rookie needs help on his first Algorithm
Hello everyone,
JDMar started the discussion Need some help on filtering data from coarse and fine universes
Hello everyone,
JDMar left a comment in the discussion Looking for a mentor
Here's the link to 4 DataCamp courses: DataCamp
JDMar left a comment in the discussion Looking for a mentor
Laurent Crouzet
1Security Types
0Tradeable Dates
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
20Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0.292Net Profit
0Sharpe Ratio
0Alpha
0Beta
70.376CAR
0Drawdown
0Loss Rate
2Security Types
0Sortino Ratio
1096Tradeable Dates
1Trades
0Treynor Ratio
0Win Rate
314.242Net Profit
0.582Sharpe Ratio
-0.005Alpha
5.48Beta
9.286CAR
48.1Drawdown
43Loss Rate
1Security Types
0.18578278415614Sortino Ratio
4028Tradeable Dates
829Trades
0.019Treynor Ratio
57Win Rate
JDMar started the discussion Rookie needs help on his first Algorithm
Hello everyone,
JDMar started the discussion Need some help on filtering data from coarse and fine universes
Hello everyone,
JDMar left a comment in the discussion Need some help on filtering data from coarse and fine universes
Here is my backtest of the code as it stand right now.
JDMar left a comment in the discussion Looking for a mentor
Here's the link to 4 DataCamp courses: DataCamp
JDMar left a comment in the discussion Looking for a mentor
Laurent Crouzet
JDMar left a comment in the discussion Looking for a mentor
NZwicker, Rakesh Kapoor, Emilio Freire what about a Slack-Group to help each other...
JDMar left a comment in the discussion Rookie needs help on his first Algorithm
Thank you for your help! But I still have some questions regarding conditional statements and the...
JDMar left a comment in the discussion Rookie needs help on his first Algorithm
Ok. I found the solution to my problem myself. But another error message shows up right when the...
JDMar left a comment in the discussion Need some help on filtering data from coarse and fine universes
Here is my backtest of the code as it stand right now.
6 years ago