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-1.668Net Profit
5.301PSR
-0.026Sharpe Ratio
-0.029Alpha
0.311Beta
-0.837CAR
17.9Drawdown
0Loss Rate
7Parameters
0Security Types
-0.105Sortino Ratio
625Tradeable Dates
307Trades
-0.008Treynor Ratio
0.07Win Rate
JSO left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Peter Guenther Saw an idea related to this issue on the 'KEI strategy thread which might be...
JSO left a comment in the discussion KEI based Strategy
Simone Pantaleoni I like that idea of using the correlation, will try to give it a go. Finding a...
JSO left a comment in the discussion KEI based Strategy
Hi guys. I'm pretty new to this so apologies for not having that much in the way of useful...
JSO started the discussion Backtest not liquidating trades
Hello guys
-1.668Net Profit
5.301PSR
-0.026Sharpe Ratio
-0.029Alpha
0.311Beta
-0.837CAR
17.9Drawdown
0Loss Rate
7Parameters
0Security Types
-0.105Sortino Ratio
625Tradeable Dates
307Trades
-0.008Treynor Ratio
0.07Win Rate
JSO left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Do forgive me if those are obviously incorrect/dumb I'm very much a beginner in this space :)
JSO left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Peter Guenther Saw an idea related to this issue on the 'KEI strategy thread which might be...
JSO left a comment in the discussion KEI based Strategy
Simone Pantaleoni I like that idea of using the correlation, will try to give it a go. Finding a...
JSO left a comment in the discussion KEI based Strategy
Hi guys. I'm pretty new to this so apologies for not having that much in the way of useful...
JSO started the discussion Backtest not liquidating trades
Hello guys
JSO left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Peter Guenther For 1) That is pretty clever, thank you for explaining it for me. I'm going to have...
JSO left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Hello everyone.
JSO left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Do forgive me if those are obviously incorrect/dumb I'm very much a beginner in this space :)
2 years ago