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-1.7Sharpe Ratio
-0.115Alpha
0.112Beta
-12.226CAR
0.8Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
5Tradeable Dates
1Trades
-0.662Treynor Ratio
0Win Rate
Michael left a comment in the discussion An Intermarket Approach to Beta Rotation
Awesome! I wonder if you could incorporate downside risk detection through something like CAPE?...
Michael left a comment in the discussion Example of RollingWindow Alphas indicator under QC Framework
Welcome to QuantConnect Joe!
Michael left a comment in the discussion SMA VWAP
You can get the SMA of any indicator using the SMA extension method. Check out this page...
Michael left a comment in the discussion Paper trading from local machine
Hi GabrielV ! We wrote a post about how to do this here:
0Net Profit
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0Beta
0CAR
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1Security Types
0Sortino Ratio
2Tradeable Dates
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0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
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1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
3Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
5Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
-1.7Sharpe Ratio
-0.115Alpha
0.112Beta
-12.226CAR
0.8Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
5Tradeable Dates
1Trades
-0.662Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
5Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
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Michael left a comment in the discussion AAPL not split adjust (June 2014)
Hello Juraj - thank you for reporting this issue. We've identified and fixed the problem....
Michael left a comment in the discussion An Intermarket Approach to Beta Rotation
Awesome! I wonder if you could incorporate downside risk detection through something like CAPE?...
Michael left a comment in the discussion Example of RollingWindow Alphas indicator under QC Framework
Welcome to QuantConnect Joe!
Michael left a comment in the discussion SMA VWAP
You can get the SMA of any indicator using the SMA extension method. Check out this page...
Michael left a comment in the discussion Paper trading from local machine
Hi GabrielV ! We wrote a post about how to do this here:
Michael left a comment in the discussion Column names | Oanda csv metadata | Oanda 1 minute csv data
For open source support please send a message to the google groups to help as many people as...
Michael started the discussion Easy Indicator History
It is common to keep track of historical values for various things. Sometimes we need to keep track...
Michael started the discussion Complex Indicators on 15 minute Time frame
I've thrown together an example algorithm that shows how to define indicators on any time frame...
Michael started the discussion [Strategy] Opening Range Breakout
Hey all!
Michael started the discussion [Feature] History and Warmup
Hey all!
Michael left a comment in the discussion AAPL not split adjust (June 2014)
Hello Juraj - thank you for reporting this issue. We've identified and fixed the problem....
6 years ago