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4.778Net Profit
77.6108PSR
1.652Sharpe Ratio
0.051Alpha
-0.012Beta
6.073CAR
1.3Drawdown
12Loss Rate
29Parameters
1Security Types
0.3797Sortino Ratio
201Tradeable Dates
68Trades
-3.945Treynor Ratio
88Win Rate
10.367Net Profit
71.7947PSR
1.601Sharpe Ratio
0.109Alpha
-0.028Beta
13.201CAR
5Drawdown
12Loss Rate
19Parameters
1Security Types
0.0825Sortino Ratio
202Tradeable Dates
2327Trades
-3.766Treynor Ratio
88Win Rate
19.94Net Profit
68.7879PSR
1.514Sharpe Ratio
0.208Alpha
-0.058Beta
25.819CAR
9.5Drawdown
18Loss Rate
16Parameters
1Security Types
0.0805Sortino Ratio
200Tradeable Dates
4334Trades
-3.355Treynor Ratio
82Win Rate
111.041Net Profit
0.783Sharpe Ratio
0.151Alpha
-5.769Beta
7.132CAR
13.1Drawdown
17Loss Rate
1Security Types
1.7049059774639Sortino Ratio
3364Tradeable Dates
74Trades
-0.01Treynor Ratio
83Win Rate
140.245Net Profit
0.571Sharpe Ratio
0.333Alpha
-6.562Beta
20.379CAR
47.5Drawdown
69Loss Rate
1Security Types
0.38828998418227Sortino Ratio
1479Tradeable Dates
195Trades
-0.035Treynor Ratio
31Win Rate
Jeff started the discussion OnData Time Change?
Hello,
Jeff started the discussion Options Broker
Right now is it true that IB is the only choice for trading options live?
Jeff left a comment in the discussion How to stop churn in algorithm?
Check it out. This simply emits an up insight every day at the market open. At 9:30 on the first...
Jeff left a comment in the discussion How to stop churn in algorithm?
Alexandre, that isn't the problem. With Alphas, you never issue any trades. You only emit insights...
4.778Net Profit
77.6108PSR
1.652Sharpe Ratio
0.051Alpha
-0.012Beta
6.073CAR
1.3Drawdown
12Loss Rate
29Parameters
1Security Types
0.3797Sortino Ratio
201Tradeable Dates
68Trades
-3.945Treynor Ratio
88Win Rate
10.367Net Profit
71.7947PSR
1.601Sharpe Ratio
0.109Alpha
-0.028Beta
13.201CAR
5Drawdown
12Loss Rate
19Parameters
1Security Types
0.0825Sortino Ratio
202Tradeable Dates
2327Trades
-3.766Treynor Ratio
88Win Rate
19.94Net Profit
68.7879PSR
1.514Sharpe Ratio
0.208Alpha
-0.058Beta
25.819CAR
9.5Drawdown
18Loss Rate
16Parameters
1Security Types
0.0805Sortino Ratio
200Tradeable Dates
4334Trades
-3.355Treynor Ratio
82Win Rate
111.041Net Profit
0.783Sharpe Ratio
0.151Alpha
-5.769Beta
7.132CAR
13.1Drawdown
17Loss Rate
1Security Types
1.7049059774639Sortino Ratio
3364Tradeable Dates
74Trades
-0.01Treynor Ratio
83Win Rate
140.245Net Profit
0.571Sharpe Ratio
0.333Alpha
-6.562Beta
20.379CAR
47.5Drawdown
69Loss Rate
1Security Types
0.38828998418227Sortino Ratio
1479Tradeable Dates
195Trades
-0.035Treynor Ratio
31Win Rate
140.245Net Profit
0.571Sharpe Ratio
0.333Alpha
-6.562Beta
20.379CAR
47.5Drawdown
69Loss Rate
1Security Types
0.38828998418227Sortino Ratio
1479Tradeable Dates
195Trades
-0.035Treynor Ratio
31Win Rate
Jeff started the discussion OnData Time Change?
Hello,
Jeff started the discussion Options Broker
Right now is it true that IB is the only choice for trading options live?
Jeff left a comment in the discussion How to stop churn in algorithm?
Thanks, that explains a lot. I guess the follow-up question would be is there a sensible way to...
Jeff left a comment in the discussion How to stop churn in algorithm?
Check it out. This simply emits an up insight every day at the market open. At 9:30 on the first...
Jeff left a comment in the discussion How to stop churn in algorithm?
Alexandre, that isn't the problem. With Alphas, you never issue any trades. You only emit insights...
Jeff left a comment in the discussion How to stop churn in algorithm?
I agree. I do not understand the trading algorithm used to test the insights. It does some crazy...
Jeff left a comment in the discussion Competition Template: Precious Metals ETFs
Thanks! That's really helpful. Not to sidetrack the discussion too much, but another helpful...
Jeff left a comment in the discussion Competition Template: Precious Metals ETFs
This is a great starter, but I think it would help out a lot to understand what the metrics mean...
Jeff started the discussion Trend Following Strategy Free
Hello,
Jeff left a comment in the discussion How to stop churn in algorithm?
Thanks, that explains a lot. I guess the follow-up question would be is there a sensible way to...
5 years ago