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30.522Net Profit
27.947PSR
0.824Sharpe Ratio
0.027Alpha
0.039Beta
4.471CAR
7.5Drawdown
-0.32Loss Rate
4Parameters
0Security Types
2223Tradeable Dates
445Trades
0.8Treynor Ratio
0.7Win Rate
20.886Net Profit
94.672PSR
3.345Sharpe Ratio
0.153Alpha
0.725Beta
51.386CAR
4.5Drawdown
0Loss Rate
3Parameters
1Security Types
0Sortino Ratio
115Tradeable Dates
3Trades
0.47Treynor Ratio
0Win Rate
-0.605Net Profit
0.776PSR
-7.001Sharpe Ratio
-0.177Alpha
0.053Beta
-19.869CAR
0.9Drawdown
-0.35Loss Rate
5Parameters
0Security Types
7Tradeable Dates
61Trades
-2.963Treynor Ratio
0.08Win Rate
-0.48Net Profit
21.127PSR
-0.023Sharpe Ratio
0.017Alpha
-0.266Beta
-1.112CAR
11.3Drawdown
-0.59Loss Rate
5Parameters
0Security Types
108Tradeable Dates
329Trades
0.009Treynor Ratio
0.76Win Rate
16.989Net Profit
90.334PSR
2.983Sharpe Ratio
0.172Alpha
0.725Beta
46.141CAR
4.5Drawdown
0Loss Rate
3Parameters
1Security Types
0Sortino Ratio
103Tradeable Dates
3Trades
0.425Treynor Ratio
0Win Rate
Louis started the discussion Algorithmic Trading Video Series #15 | Data-Driven Research
Hello Everyone,
Louis started the discussion Web-scraping (Wikipedia) data to use in your algorithms - Video Tutorial
Hello everyone,
Louis left a comment in the discussion Web-scraping (Wikipedia) data to use in your algorithms - Video Tutorial
Hi Fred,
Louis left a comment in the discussion Workspace does not exist
It looks like you are using the Algorithm Environment 3.0 Beta and it isn't working for you. Just...
30.522Net Profit
27.947PSR
0.824Sharpe Ratio
0.027Alpha
0.039Beta
4.471CAR
7.5Drawdown
-0.32Loss Rate
4Parameters
0Security Types
2223Tradeable Dates
445Trades
0.8Treynor Ratio
0.7Win Rate
20.886Net Profit
94.672PSR
3.345Sharpe Ratio
0.153Alpha
0.725Beta
51.386CAR
4.5Drawdown
0Loss Rate
3Parameters
1Security Types
0Sortino Ratio
115Tradeable Dates
3Trades
0.47Treynor Ratio
0Win Rate
-0.605Net Profit
0.776PSR
-7.001Sharpe Ratio
-0.177Alpha
0.053Beta
-19.869CAR
0.9Drawdown
-0.35Loss Rate
5Parameters
0Security Types
7Tradeable Dates
61Trades
-2.963Treynor Ratio
0.08Win Rate
-0.48Net Profit
21.127PSR
-0.023Sharpe Ratio
0.017Alpha
-0.266Beta
-1.112CAR
11.3Drawdown
-0.59Loss Rate
5Parameters
0Security Types
108Tradeable Dates
329Trades
0.009Treynor Ratio
0.76Win Rate
16.989Net Profit
90.334PSR
2.983Sharpe Ratio
0.172Alpha
0.725Beta
46.141CAR
4.5Drawdown
0Loss Rate
3Parameters
1Security Types
0Sortino Ratio
103Tradeable Dates
3Trades
0.425Treynor Ratio
0Win Rate
-2.638Net Profit
6.856PSR
-0.014Sharpe Ratio
0.013Alpha
0.779Beta
-1.779CAR
22.3Drawdown
0Loss Rate
3Parameters
1Security Types
0Sortino Ratio
376Tradeable Dates
3Trades
-0.003Treynor Ratio
0Win Rate
13.425Net Profit
10.537PSR
0.484Sharpe Ratio
0.004Alpha
0.218Beta
3.202CAR
10.5Drawdown
-0.4Loss Rate
12Parameters
0Security Types
1007Tradeable Dates
312Trades
0.106Treynor Ratio
0.53Win Rate
28.539Net Profit
26.484PSR
0.809Sharpe Ratio
0.025Alpha
0.033Beta
4.209CAR
7.7Drawdown
-0.33Loss Rate
4Parameters
0Security Types
1.175Sortino Ratio
2223Tradeable Dates
455Trades
0.887Treynor Ratio
0.66Win Rate
-0.566Net Profit
6.842PSR
-2.856Sharpe Ratio
-0.05Alpha
0.043Beta
-6.528CAR
0.8Drawdown
-0.19Loss Rate
4Parameters
0Security Types
-3.978Sortino Ratio
31Tradeable Dates
8Trades
-1.081Treynor Ratio
0Win Rate
2.733Net Profit
0.424PSR
0.093Sharpe Ratio
0.005Alpha
-0.007Beta
0.444CAR
10.2Drawdown
-0.4Loss Rate
4Parameters
0Security Types
0.063Sortino Ratio
2223Tradeable Dates
444Trades
-0.54Treynor Ratio
0.6Win Rate
4.255Net Profit
0.634PSR
0.132Sharpe Ratio
0.007Alpha
-0.007Beta
0.686CAR
9.3Drawdown
-0.39Loss Rate
4Parameters
0Security Types
0.098Sortino Ratio
2223Tradeable Dates
442Trades
-0.832Treynor Ratio
0.6Win Rate
6.542Net Profit
1.061PSR
0.188Sharpe Ratio
0.009Alpha
-0.01Beta
1.046CAR
9.3Drawdown
-0.39Loss Rate
4Parameters
0Security Types
0.148Sortino Ratio
2223Tradeable Dates
442Trades
-0.824Treynor Ratio
0.6Win Rate
20.052Net Profit
70.454PSR
1.538Sharpe Ratio
0.125Alpha
0.079Beta
20.072CAR
8.5Drawdown
-0.51Loss Rate
9Parameters
0Security Types
2.473Sortino Ratio
366Tradeable Dates
23Trades
1.768Treynor Ratio
3.21Win Rate
88.953Net Profit
77.704PSR
1.492Sharpe Ratio
0.081Alpha
0.397Beta
23.612CAR
13.4Drawdown
-0.21Loss Rate
7Parameters
0Security Types
2.234Sortino Ratio
756Tradeable Dates
304Trades
0.415Treynor Ratio
0.92Win Rate
88.953Net Profit
77.704PSR
1.492Sharpe Ratio
0.081Alpha
0.397Beta
23.612CAR
13.4Drawdown
-0.21Loss Rate
7Parameters
0Security Types
2.234Sortino Ratio
756Tradeable Dates
304Trades
0.415Treynor Ratio
0.92Win Rate
-28.662Net Profit
5.852PSR
0.082Sharpe Ratio
0.051Alpha
-0.115Beta
-15.503CAR
55Drawdown
-4.56Loss Rate
3Parameters
0Security Types
-0.363Sortino Ratio
731Tradeable Dates
732Trades
-0.403Treynor Ratio
1.41Win Rate
88.953Net Profit
77.704PSR
1.492Sharpe Ratio
0.081Alpha
0.397Beta
23.612CAR
13.4Drawdown
-0.21Loss Rate
7Parameters
0Security Types
2.234Sortino Ratio
756Tradeable Dates
304Trades
0.415Treynor Ratio
0.92Win Rate
88.953Net Profit
77.704PSR
1.492Sharpe Ratio
0.081Alpha
0.397Beta
23.612CAR
13.4Drawdown
-0.21Loss Rate
7Parameters
0Security Types
2.234Sortino Ratio
756Tradeable Dates
304Trades
0.415Treynor Ratio
0.92Win Rate
88.953Net Profit
77.704PSR
1.492Sharpe Ratio
0.081Alpha
0.397Beta
23.612CAR
13.4Drawdown
-0.21Loss Rate
7Parameters
0Security Types
2.234Sortino Ratio
756Tradeable Dates
304Trades
0.415Treynor Ratio
0.92Win Rate
-58.328Net Profit
0.796PSR
-0.378Sharpe Ratio
-0.177Alpha
0.047Beta
-35.377CAR
73.8Drawdown
0.85Loss Rate
3Parameters
0Security Types
-0.993Sortino Ratio
731Tradeable Dates
732Trades
-3.697Treynor Ratio
4.95Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
14.841Net Profit
26.532PSR
0.508Sharpe Ratio
-0.023Alpha
1.025Beta
14.798CAR
33.2Drawdown
-0.23Loss Rate
14Parameters
0Security Types
0.504Sortino Ratio
0Tradeable Dates
328Trades
0.145Treynor Ratio
0.22Win Rate
17.619Net Profit
32.302PSR
0.636Sharpe Ratio
0.247Alpha
-0.221Beta
17.567CAR
32.9Drawdown
-0.13Loss Rate
11Parameters
0Security Types
0.605Sortino Ratio
0Tradeable Dates
466Trades
-0.911Treynor Ratio
0.17Win Rate
15.282Net Profit
17.219PSR
0.472Sharpe Ratio
0.066Alpha
-0.006Beta
7.34CAR
11.5Drawdown
-0.4Loss Rate
9Parameters
0Security Types
0.568Sortino Ratio
732Tradeable Dates
248Trades
-10.178Treynor Ratio
0.86Win Rate
15.282Net Profit
17.219PSR
0.472Sharpe Ratio
0.066Alpha
-0.006Beta
7.34CAR
11.5Drawdown
-0.4Loss Rate
9Parameters
0Security Types
0.568Sortino Ratio
732Tradeable Dates
248Trades
-10.178Treynor Ratio
0.86Win Rate
60.803Net Profit
33.961PSR
0.837Sharpe Ratio
0.246Alpha
-0.021Beta
26.693CAR
27Drawdown
-0.96Loss Rate
12Parameters
0Security Types
0.899Sortino Ratio
732Tradeable Dates
239Trades
-10.406Treynor Ratio
2.54Win Rate
60.803Net Profit
33.961PSR
0.837Sharpe Ratio
0.246Alpha
-0.021Beta
26.693CAR
27Drawdown
-0.96Loss Rate
12Parameters
0Security Types
0.899Sortino Ratio
732Tradeable Dates
239Trades
-10.406Treynor Ratio
2.54Win Rate
60.795Net Profit
33.729PSR
0.834Sharpe Ratio
0.245Alpha
-0.02Beta
26.69CAR
25.8Drawdown
-0.96Loss Rate
12Parameters
0Security Types
0.904Sortino Ratio
732Tradeable Dates
245Trades
-11.109Treynor Ratio
2.52Win Rate
51.274Net Profit
43.503PSR
0.98Sharpe Ratio
0.055Alpha
0.232Beta
14.785CAR
13.5Drawdown
-3.69Loss Rate
5Parameters
0Security Types
1.003Sortino Ratio
756Tradeable Dates
43Trades
0.708Treynor Ratio
6.63Win Rate
Louis started the discussion Algorithmic Trading Video Series #15 | Data-Driven Research
Hello Everyone,
Louis started the discussion Web-scraping (Wikipedia) data to use in your algorithms - Video Tutorial
Hello everyone,
Louis left a comment in the discussion Web-scraping (Wikipedia) data to use in your algorithms - Video Tutorial
Hi again Fred,
Louis left a comment in the discussion Web-scraping (Wikipedia) data to use in your algorithms - Video Tutorial
Hi Fred,
Louis left a comment in the discussion Workspace does not exist
It looks like you are using the Algorithm Environment 3.0 Beta and it isn't working for you. Just...
Louis left a comment in the discussion Algorithmic Trading Video Series #14 | The Algorithm Framework
Once I finish covering all the general topics of QC and the API, I plan on focusing more on...
Louis started the discussion Algorithmic Trading Video Series #12 | Options Trading
Hello,
Louis left a comment in the discussion Algorithmic Trading Video Series #12 | Options Trading
Thanks for the suggestions
Louis left a comment in the discussion Algorithmic Trading Video Series #4 | Taking profit
Thanks for the comment. Yes, you can specify a specific time to rebalance, however, note that this...
Louis left a comment in the discussion Web-scraping (Wikipedia) data to use in your algorithms - Video Tutorial
Hi again Fred,
2 years ago