Jerry Yang
Quant
Date Joined
16th February, 2024
Bootcamp progress
54% Complete
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Public Backtests (5)
View More602.959Net Profit
74.87PSR
1.333Sharpe Ratio
0.246Alpha
0.626Beta
45.105CAR
33.4Drawdown
-1.18Loss Rate
0Parameters
0Security Types
0Tradeable Dates
578Trades
0.485Treynor Ratio
2.1Win Rate
201.606Net Profit
28.831PSR
0.753Sharpe Ratio
0.104Alpha
0.61Beta
23.474CAR
29.1Drawdown
-1.33Loss Rate
0Parameters
0Security Types
0Tradeable Dates
491Trades
0.261Treynor Ratio
1.78Win Rate
432.985Net Profit
48.083PSR
1.043Sharpe Ratio
0.197Alpha
0.957Beta
39.317CAR
28.6Drawdown
-1.37Loss Rate
0Parameters
0Security Types
0Tradeable Dates
439Trades
0.298Treynor Ratio
2.27Win Rate
1092.231Net Profit
73.274PSR
1.43Sharpe Ratio
0.347Alpha
1.139Beta
63.502CAR
35.2Drawdown
-1.17Loss Rate
29Parameters
0Security Types
0Tradeable Dates
381Trades
0.398Treynor Ratio
2.98Win Rate
873.322Net Profit
66.17PSR
1.318Sharpe Ratio
0.303Alpha
1.15Beta
57.091CAR
40.9Drawdown
-1.28Loss Rate
14Parameters
0Security Types
0Tradeable Dates
569Trades
0.358Treynor Ratio
2.29Win Rate
Community
View More602.959Net Profit
74.87PSR
1.333Sharpe Ratio
0.246Alpha
0.626Beta
45.105CAR
33.4Drawdown
-1.18Loss Rate
0Parameters
0Security Types
0Tradeable Dates
578Trades
0.485Treynor Ratio
2.1Win Rate
201.606Net Profit
28.831PSR
0.753Sharpe Ratio
0.104Alpha
0.61Beta
23.474CAR
29.1Drawdown
-1.33Loss Rate
0Parameters
0Security Types
0Tradeable Dates
491Trades
0.261Treynor Ratio
1.78Win Rate
432.985Net Profit
48.083PSR
1.043Sharpe Ratio
0.197Alpha
0.957Beta
39.317CAR
28.6Drawdown
-1.37Loss Rate
0Parameters
0Security Types
0Tradeable Dates
439Trades
0.298Treynor Ratio
2.27Win Rate
1092.231Net Profit
73.274PSR
1.43Sharpe Ratio
0.347Alpha
1.139Beta
63.502CAR
35.2Drawdown
-1.17Loss Rate
29Parameters
0Security Types
0Tradeable Dates
381Trades
0.398Treynor Ratio
2.98Win Rate
873.322Net Profit
66.17PSR
1.318Sharpe Ratio
0.303Alpha
1.15Beta
57.091CAR
40.9Drawdown
-1.28Loss Rate
14Parameters
0Security Types
0Tradeable Dates
569Trades
0.358Treynor Ratio
2.29Win Rate
Jerry left a comment in the discussion Momentum Monte Allocation
For now, the strategy only performs monthly rebalancing.
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Jerry left a comment in the discussion Momentum Monte Allocation
For now, the strategy only performs monthly rebalancing.
28 days ago