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0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
22Parameters
0Security Types
18Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
22Parameters
0Security Types
18Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-0.36Net Profit
41.818PSR
-0.872Sharpe Ratio
0.462Alpha
1.71Beta
-24.579CAR
5.6Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
3Tradeable Dates
1Trades
-0.111Treynor Ratio
0Win Rate
3.516Net Profit
90.939PSR
5.336Sharpe Ratio
0.141Alpha
0.355Beta
48.93CAR
0.9Drawdown
0Loss Rate
6Parameters
0Security Types
17.653Sortino Ratio
23Tradeable Dates
5Trades
0.921Treynor Ratio
0Win Rate
0.952Net Profit
48.553PSR
0.948Sharpe Ratio
-0.022Alpha
0.244Beta
4.723CAR
1.4Drawdown
0Loss Rate
4Parameters
0Security Types
1.383Sortino Ratio
50Tradeable Dates
7Trades
0.137Treynor Ratio
0Win Rate
Jesse left a comment in the discussion Universe Selection - EPS
Nico Xenox ,
Jesse left a comment in the discussion Universe Selection - EPS
Hey Nico Xenox ,
Jesse left a comment in the discussion Universe Selection - EPS
Hey Nico Xenox , first off, I really appreciate you dedicating and putting so much time into this...
Jesse left a comment in the discussion Universe Selection - EPS
In regards to the 12:20 orders, for some reason when I take this block of code:
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
22Parameters
0Security Types
18Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
22Parameters
0Security Types
18Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-0.36Net Profit
41.818PSR
-0.872Sharpe Ratio
0.462Alpha
1.71Beta
-24.579CAR
5.6Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
3Tradeable Dates
1Trades
-0.111Treynor Ratio
0Win Rate
3.516Net Profit
90.939PSR
5.336Sharpe Ratio
0.141Alpha
0.355Beta
48.93CAR
0.9Drawdown
0Loss Rate
6Parameters
0Security Types
17.653Sortino Ratio
23Tradeable Dates
5Trades
0.921Treynor Ratio
0Win Rate
0.952Net Profit
48.553PSR
0.948Sharpe Ratio
-0.022Alpha
0.244Beta
4.723CAR
1.4Drawdown
0Loss Rate
4Parameters
0Security Types
1.383Sortino Ratio
50Tradeable Dates
7Trades
0.137Treynor Ratio
0Win Rate
Jesse left a comment in the discussion Universe Selection - EPS
Nico Xenox
Jesse left a comment in the discussion Universe Selection - EPS
Nico Xenox ,
Jesse left a comment in the discussion Universe Selection - EPS
Hey Nico Xenox ,
Jesse left a comment in the discussion Universe Selection - EPS
Hey Nico Xenox , first off, I really appreciate you dedicating and putting so much time into this...
Jesse left a comment in the discussion Universe Selection - EPS
In regards to the 12:20 orders, for some reason when I take this block of code:
Jesse left a comment in the discussion Universe Selection - EPS
And now there is another weird thing happening where all the orders happen right at 12:20 instead...
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Jesse left a comment in the discussion Universe Selection - EPS
Nico Xenox
1 years ago