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Public Backtests (1)

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Pensive Yellow Koala

20.628Net Profit

45.294PSR

0.924Sharpe Ratio

0.093Alpha

0.331Beta

20.566CAR

18.9Drawdown

-12Loss Rate

3Parameters

0Security Types

253Tradeable Dates

8Trades

0.442Treynor Ratio

11.09Win Rate


Community

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Lijun left a comment in the discussion Intraday Application of Hidden Markov Models

Hi Remus, I think we cannot insure the market is always in one trend. That the reason for HMM....

6 months ago

Lijun left a comment in the discussion Algorithmic Trading Video Series #11 | Forex & CFD Trading

No. Actually if is is in short position, it will be liquidated when cross below middleband.

1 years ago

Pensive Yellow Koala

20.628Net Profit

45.294PSR

0.924Sharpe Ratio

0.093Alpha

0.331Beta

20.566CAR

18.9Drawdown

-12Loss Rate

3Parameters

0Security Types

253Tradeable Dates

8Trades

0.442Treynor Ratio

11.09Win Rate

Lijun left a comment in the discussion Intraday Application of Hidden Markov Models

Hi Remus, I think we cannot insure the market is always in one trend. That the reason for HMM....

6 months ago

Lijun left a comment in the discussion Algorithmic Trading Video Series #11 | Forex & CFD Trading

No. Actually if is is in short position, it will be liquidated when cross below middleband.

1 years ago