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Public Backtests (8)

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subscriptionManager

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Focused Fluorescent Pink Chinchilla

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

43Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Emotional Green Bull

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

22Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

mp_2000-01-01_2000-12-31_BouncyArrogantReindeerOfMastery

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

14Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

mp_2020-01-01_2020-12-31_AbstractEmuOfScientificPerfection

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

8Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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Karthik started the discussion Downloaded Data - how to know if stale?

Hi,

2 years ago

Karthik started the discussion Options not expiring during backtest simulation

Hi,

3 years ago

Karthik started the discussion Incosistent backtesting speed

I notice that sometimes my backtest runs very quickly and the server statistics show >100% CPU...

3 years ago

Karthik started the discussion Backtest results - see algorithm parameters values?

Hi,

3 years ago

Karthik started the discussion Using Option Chains

I am testing an algorithm that does universe selection to find the equities with highest open...

3 years ago

subscriptionManager

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Focused Fluorescent Pink Chinchilla

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

43Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Emotional Green Bull

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

22Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

mp_2000-01-01_2000-12-31_BouncyArrogantReindeerOfMastery

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

14Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

mp_2020-01-01_2020-12-31_AbstractEmuOfScientificPerfection

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

8Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Alert Fluorescent Pink Dolphin

9.978Net Profit

62.677PSR

1.578Sharpe Ratio

0.07Alpha

0.339Beta

21.309CAR

6Drawdown

0Loss Rate

5Parameters

1Security Types

0Sortino Ratio

127Tradeable Dates

253Trades

0.652Treynor Ratio

0Win Rate

Adaptable Red-Orange Zebra

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

15Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Emotional Yellow-Green Rabbit

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

15Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Karthik started the discussion Downloaded Data - how to know if stale?

Hi,

2 years ago

Karthik started the discussion Options not expiring during backtest simulation

Hi,

3 years ago

Karthik started the discussion Incosistent backtesting speed

I notice that sometimes my backtest runs very quickly and the server statistics show >100% CPU...

3 years ago

Karthik started the discussion Backtest results - see algorithm parameters values?

Hi,

3 years ago

Karthik started the discussion Using Option Chains

I am testing an algorithm that does universe selection to find the equities with highest open...

3 years ago

Karthik started the discussion Using QuantBook inside QCAlgorithm to get historical fundamental data?

I would like to get historical (e.g. trailing twelve month) fundamental data in my algorithm. The...

3 years ago

Karthik started the discussion TradeBarConsolidator causes big performance drop

A python algorithm that selects 400 securities at minute resolution, with empty OnData does ~250K...

3 years ago

Karthik left a comment in the discussion Alpha Streams Portfolio Optimization Notebook

Derek Melchin this is pretty cool, couple questions.

3 years ago

Karthik left a comment in the discussion Scheduled Universe Selection

self.Securities contains information about all the securities your algorithm has ever interacted...

3 years ago

Karthik left a comment in the discussion DD, Daily The issue starts from Jun 1st, 2019; and continues until now

The split is tracked now, thanks.  There is a discrepancy between QC adjusted data and other...

3 years ago

Karthik left a comment in the discussion TCO, Daily The issue starts from Dec 29th, 2020; and continues until now

JayJayD similar to HDS, I think this was entered 1 day off, it should be delisted EOD 2020-12-28...

3 years ago

Karthik left a comment in the discussion HDS, Daily The issue starts from Dec 23rd, 2020; and continues until now

JayJayD thanks for addressing this issue.  I misspoke in my previous comment, I believe the...

3 years ago

Karthik left a comment in the discussion HDS, Daily The issue starts from Dec 23rd, 2020; and continues until now

Sorry I think it was delisted on 2020-12-24 as I still see trades in ThinkOrSwim for the 23rd

3 years ago