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13.757Net Profit
38.994PSR
0.802Sharpe Ratio
0.093Alpha
-0.288Beta
14.527CAR
10.7Drawdown
-0.31Loss Rate
659Parameters
1Security Types
1.244Sortino Ratio
296Tradeable Dates
1195Trades
-0.377Treynor Ratio
0.11Win Rate
Malcolm started the discussion Algorithm trading forex instead of SPY?
Hi, I am fairly new to algorithmic trading and just wanted to learn more from others' codes. In the...
13.757Net Profit
38.994PSR
0.802Sharpe Ratio
0.093Alpha
-0.288Beta
14.527CAR
10.7Drawdown
-0.31Loss Rate
659Parameters
1Security Types
1.244Sortino Ratio
296Tradeable Dates
1195Trades
-0.377Treynor Ratio
0.11Win Rate
Malcolm started the discussion Algorithm trading forex instead of SPY?
Hi, I am fairly new to algorithmic trading and just wanted to learn more from others' codes. In the...
Malcolm left a comment in the discussion Alpha Streams Refactoring 2.0
Looks good!
Malcolm left a comment in the discussion Alpha Streams Refactoring 2.0
Looks good!
2 years ago