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1190.771Net Profit
90.36PSR
2.706Sharpe Ratio
1.123Alpha
0.377Beta
193.641CAR
34.9Drawdown
-0.08Loss Rate
13Parameters
1Security Types
4.444Sortino Ratio
867Tradeable Dates
15094Trades
3.721Treynor Ratio
0.11Win Rate
468.636Net Profit
54.229PSR
1.601Sharpe Ratio
0.632Alpha
0.739Beta
108.051CAR
71Drawdown
-0.1Loss Rate
10Parameters
1Security Types
1.879Sortino Ratio
866Tradeable Dates
26323Trades
1.602Treynor Ratio
0.1Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
2Tradeable Dates
1Trades
0Treynor Ratio
0Win Rate
karamazov started the discussion No insights in live trading
I am currently trying to run a live algorithm using the Alpha Streams brokerage model so I can send...
karamazov left a comment in the discussion Share: Rebalancing Premium in Mean-reverting Cryptocurrencies
Indeed it does Elsid Aliaj . Performance improves significantly when using a simple 25-50 EMA...
karamazov left a comment in the discussion Share: Rebalancing Premium in Mean-reverting Cryptocurrencies
This is an interesting idea. I re-ran this and it looks like after the recent general crypto market...
karamazov started the discussion Unexplained 66% loss in day that should have been neutral/slightly positive
I have been working on an opening-gap long/short algorithm, and believe I'm running into some...
1190.771Net Profit
90.36PSR
2.706Sharpe Ratio
1.123Alpha
0.377Beta
193.641CAR
34.9Drawdown
-0.08Loss Rate
13Parameters
1Security Types
4.444Sortino Ratio
867Tradeable Dates
15094Trades
3.721Treynor Ratio
0.11Win Rate
468.636Net Profit
54.229PSR
1.601Sharpe Ratio
0.632Alpha
0.739Beta
108.051CAR
71Drawdown
-0.1Loss Rate
10Parameters
1Security Types
1.879Sortino Ratio
866Tradeable Dates
26323Trades
1.602Treynor Ratio
0.1Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
2Tradeable Dates
1Trades
0Treynor Ratio
0Win Rate
karamazov left a comment in the discussion QC developer
@irina_5 I'm an independent software engineer and I've done quite a lot of development on this...
karamazov started the discussion No insights in live trading
I am currently trying to run a live algorithm using the Alpha Streams brokerage model so I can send...
karamazov left a comment in the discussion Share: Rebalancing Premium in Mean-reverting Cryptocurrencies
Indeed it does Elsid Aliaj . Performance improves significantly when using a simple 25-50 EMA...
karamazov left a comment in the discussion Share: Rebalancing Premium in Mean-reverting Cryptocurrencies
This is an interesting idea. I re-ran this and it looks like after the recent general crypto market...
karamazov started the discussion Unexplained 66% loss in day that should have been neutral/slightly positive
I have been working on an opening-gap long/short algorithm, and believe I'm running into some...
karamazov started the discussion Security marked as non-tradable - can't liquidate
I've been having some trouble with a momentum "in and out" style strategy I have been working on.
karamazov started the discussion Using OnOrderEvent to check when an order has been filled
I am currently trying to write a crypto triangle arbitrage algorithm (testing out ETH/USD - BTC/USD...
karamazov left a comment in the discussion Unexplained 66% loss in day that should have been neutral/slightly positive
Sorry meant *03/09/2007.
karamazov left a comment in the discussion QC developer
@irina_5 I'm an independent software engineer and I've done quite a lot of development on this...
5 months ago