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3.999Net Profit
3.894Sharpe Ratio
1.24Alpha
-0.191Beta
498.333CAR
2.8Drawdown
0Loss Rate
4Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
33Trades
-6.722Treynor Ratio
0Win Rate
3Parameters
1Security Types
0Tradeable Dates
2.222Net Profit
0.192Sharpe Ratio
0.026Alpha
0.176Beta
2.292CAR
20.1Drawdown
49Loss Rate
5Parameters
1Security Types
0.0144Sortino Ratio
245Tradeable Dates
442Trades
0.212Treynor Ratio
51Win Rate
joe started the discussion Am i developing my algorithm using the right environment?
presently i'm trying to learn python and write an algorithm in parallel and as a result i'm...
joe started the discussion Is it possible to define our own functions in python within our algo class?
i'm trying to define this:
joe started the discussion Improved autocorrect
anybody tried using Deep TabNine while developing locally in VS? https://tabnine.com/blog/deep
joe started the discussion Need help using alphamodel with a universe
hi,
joe started the discussion Collaboration
is there a way to share a notebook between users? i'm interested in collaborating with a friend of...
3.999Net Profit
3.894Sharpe Ratio
1.24Alpha
-0.191Beta
498.333CAR
2.8Drawdown
0Loss Rate
4Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
33Trades
-6.722Treynor Ratio
0Win Rate
3Parameters
1Security Types
0Tradeable Dates
2.222Net Profit
0.192Sharpe Ratio
0.026Alpha
0.176Beta
2.292CAR
20.1Drawdown
49Loss Rate
5Parameters
1Security Types
0.0144Sortino Ratio
245Tradeable Dates
442Trades
0.212Treynor Ratio
51Win Rate
joe started the discussion Am i developing my algorithm using the right environment?
presently i'm trying to learn python and write an algorithm in parallel and as a result i'm...
joe started the discussion Is it possible to define our own functions in python within our algo class?
i'm trying to define this:
joe started the discussion Improved autocorrect
anybody tried using Deep TabNine while developing locally in VS? https://tabnine.com/blog/deep
joe started the discussion Need help using alphamodel with a universe
hi,
joe started the discussion Collaboration
is there a way to share a notebook between users? i'm interested in collaborating with a friend of...
joe left a comment in the discussion Is it possible to define our own functions in python within our algo class?
ahh gotta do self.CustomFunction() nm all good
joe left a comment in the discussion New Member: QuantConnect and LEAN
nevermind, i had some poorly nested for loops. all good
joe left a comment in the discussion New Member: QuantConnect and LEAN
were you ever to get this running? i resolved the clr/pythonnet conflict so addreference gets...
joe left a comment in the discussion Am i developing my algorithm using the right environment?
hi ian,
joe left a comment in the discussion Am i developing my algorithm using the right environment?
hi douglas,
joe left a comment in the discussion Need help using alphamodel with a universe
ended up answering my own question: need to define a portfolio construction model to hook into the...
5 years ago