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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
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
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
22Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
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
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
8Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Karthik started the discussion Downloaded Data - how to know if stale?
Hi,
Karthik started the discussion Options not expiring during backtest simulation
Hi,
Karthik started the discussion Incosistent backtesting speed
I notice that sometimes my backtest runs very quickly and the server statistics show >100% CPU...
Karthik started the discussion Backtest results - see algorithm parameters values?
Hi,
Karthik started the discussion Using Option Chains
I am testing an algorithm that does universe selection to find the equities with highest open...
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
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
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
22Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
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
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
8Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
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
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
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,
Karthik started the discussion Options not expiring during backtest simulation
Hi,
Karthik started the discussion Incosistent backtesting speed
I notice that sometimes my backtest runs very quickly and the server statistics show >100% CPU...
Karthik started the discussion Backtest results - see algorithm parameters values?
Hi,
Karthik started the discussion Using Option Chains
I am testing an algorithm that does universe selection to find the equities with highest open...
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...
Karthik started the discussion TradeBarConsolidator causes big performance drop
A python algorithm that selects 400 securities at minute resolution, with empty OnData does ~250K...
Karthik left a comment in the discussion Scheduled Universe Selection
self.Securities contains information about all the securities your algorithm has ever interacted...
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...
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...
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...
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
Karthik left a comment in the discussion Alpha Streams Portfolio Optimization Notebook
Derek Melchin this is pretty cool, couple questions.
3 years ago