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755.542Net Profit
63.343PSR
1.12Sharpe Ratio
0Alpha
0Beta
34.492CAR
38.6Drawdown
-1.74Loss Rate
0Parameters
0Security Types
0Tradeable Dates
577Trades
0Treynor Ratio
2.62Win Rate
191.135Net Profit
75.371PSR
1.367Sharpe Ratio
0Alpha
0Beta
42.79CAR
17.9Drawdown
-1.64Loss Rate
123Parameters
0Security Types
0Tradeable Dates
258Trades
0Treynor Ratio
2.6Win Rate
25.778Net Profit
14.221PSR
0.423Sharpe Ratio
-0.011Alpha
1.019Beta
8.687CAR
41.9Drawdown
-0.44Loss Rate
155Parameters
0Security Types
0.422Sortino Ratio
0Tradeable Dates
1148Trades
0.102Treynor Ratio
0.31Win Rate
Miguel started the discussion How do I actually run my alto through the lean engine on a local device?
Hi,
Miguel started the discussion Attempting to pull Option Contract List within a loop
Hello,
Miguel started the discussion Pulling History for Manually added tickers within an algo using the CoarseFine Universe selection model
Hello QC,
Miguel started the discussion Implementing Black-Litterman Port Construction with EMA, SMA and MACD Alphas
Hello,
755.542Net Profit
63.343PSR
1.12Sharpe Ratio
0Alpha
0Beta
34.492CAR
38.6Drawdown
-1.74Loss Rate
0Parameters
0Security Types
0Tradeable Dates
577Trades
0Treynor Ratio
2.62Win Rate
191.135Net Profit
75.371PSR
1.367Sharpe Ratio
0Alpha
0Beta
42.79CAR
17.9Drawdown
-1.64Loss Rate
123Parameters
0Security Types
0Tradeable Dates
258Trades
0Treynor Ratio
2.6Win Rate
25.778Net Profit
14.221PSR
0.423Sharpe Ratio
-0.011Alpha
1.019Beta
8.687CAR
41.9Drawdown
-0.44Loss Rate
155Parameters
0Security Types
0.422Sortino Ratio
0Tradeable Dates
1148Trades
0.102Treynor Ratio
0.31Win Rate
Miguel left a comment in the discussion Live Trading for Multiple Algorithms
Hopping on the wagon here, any updates? This is definitely a feature I would love to have.!
Miguel started the discussion How do I actually run my alto through the lean engine on a local device?
Hi,
Miguel started the discussion Attempting to pull Option Contract List within a loop
Hello,
Miguel started the discussion Pulling History for Manually added tickers within an algo using the CoarseFine Universe selection model
Hello QC,
Miguel started the discussion Implementing Black-Litterman Port Construction with EMA, SMA and MACD Alphas
Hello,
Miguel started the discussion Remove Series from Existing Chart
Hello All,
Miguel started the discussion Algo not shorting when expected
Hi all,
Miguel left a comment in the discussion Remove Series from Existing Chart
Hi Varad,
Miguel left a comment in the discussion Implementing Black-Litterman Port Construction with EMA, SMA and MACD Alphas
Hi Shile Wen,
Miguel left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Hi Kamal, do you have a backtest or code for the above?
Miguel left a comment in the discussion Risk Management Models and Insights
Hi Derek,
Miguel left a comment in the discussion Fundamental Factor Long Short Strategy as an Alpha Model
Hello,
Miguel left a comment in the discussion Live Trading for Multiple Algorithms
Hopping on the wagon here, any updates? This is definitely a feature I would love to have.!
2 years ago