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-4.902Net Profit
38.154PSR
-0.167Sharpe Ratio
-0.47Alpha
-0.47Beta
-49.741CAR
32.9Drawdown
-10.7Loss Rate
3Parameters
0Security Types
-0.536Sortino Ratio
18Tradeable Dates
8Trades
-0.062Treynor Ratio
0Win Rate
Max started the discussion Do not buy the same stock for N days.
Is anybody knows how to read previous transactions from a broker to implement the "Do not buy the...
Max started the discussion Stop order do not release funds
Hello, I have an issue with backtesting and stop orders. Stop orders triggered properly on time and...
Max left a comment in the discussion Stop order do not release funds
Hello Shile, If I understand properly there is a "free riding" rule when you can use funds for a...
Max left a comment in the discussion Stop order do not release funds
Thank you for the clarification Shile. Are 3 days configured? Can I change that setting for a Cash...
-4.902Net Profit
38.154PSR
-0.167Sharpe Ratio
-0.47Alpha
-0.47Beta
-49.741CAR
32.9Drawdown
-10.7Loss Rate
3Parameters
0Security Types
-0.536Sortino Ratio
18Tradeable Dates
8Trades
-0.062Treynor Ratio
0Win Rate
Max started the discussion Do not buy the same stock for N days.
Is anybody knows how to read previous transactions from a broker to implement the "Do not buy the...
Max started the discussion Stop order do not release funds
Hello, I have an issue with backtesting and stop orders. Stop orders triggered properly on time and...
Max left a comment in the discussion Hedging Equities with Options in a Dynamic Universe
Hello all. One comment about frameworks. I do not think that this is a good idea to buy and sell...
Max left a comment in the discussion Stop order do not release funds
Hello Shile, If I understand properly there is a "free riding" rule when you can use funds for a...
Max left a comment in the discussion Stop order do not release funds
Thank you for the clarification Shile. Are 3 days configured? Can I change that setting for a Cash...
Max left a comment in the discussion Stop order do not release funds
Have more details and a backtest for that. Error happened only when I set cash account type for...
Max left a comment in the discussion Canadians not allowed to use Interactive Brokers API anymore?
I think IB Canada is not allowed to trade electronically on the Canadian market, but USA market...
Max left a comment in the discussion Hedging Equities with Options in a Dynamic Universe
Hello all. One comment about frameworks. I do not think that this is a good idea to buy and sell...
3 years ago